Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,700.9 |
1,736.0 |
35.1 |
2.1% |
1,691.0 |
High |
1,742.0 |
1,739.7 |
-2.3 |
-0.1% |
1,742.0 |
Low |
1,688.8 |
1,724.5 |
35.7 |
2.1% |
1,685.1 |
Close |
1,738.0 |
1,729.2 |
-8.8 |
-0.5% |
1,738.0 |
Range |
53.2 |
15.2 |
-38.0 |
-71.4% |
56.9 |
ATR |
22.1 |
21.6 |
-0.5 |
-2.2% |
0.0 |
Volume |
11,565 |
4,992 |
-6,573 |
-56.8% |
33,806 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.7 |
1,768.2 |
1,737.6 |
|
R3 |
1,761.5 |
1,753.0 |
1,733.4 |
|
R2 |
1,746.3 |
1,746.3 |
1,732.0 |
|
R1 |
1,737.8 |
1,737.8 |
1,730.6 |
1,734.5 |
PP |
1,731.1 |
1,731.1 |
1,731.1 |
1,729.5 |
S1 |
1,722.6 |
1,722.6 |
1,727.8 |
1,719.3 |
S2 |
1,715.9 |
1,715.9 |
1,726.4 |
|
S3 |
1,700.7 |
1,707.4 |
1,725.0 |
|
S4 |
1,685.5 |
1,692.2 |
1,720.8 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.4 |
1,872.1 |
1,769.3 |
|
R3 |
1,835.5 |
1,815.2 |
1,753.6 |
|
R2 |
1,778.6 |
1,778.6 |
1,748.4 |
|
R1 |
1,758.3 |
1,758.3 |
1,743.2 |
1,768.5 |
PP |
1,721.7 |
1,721.7 |
1,721.7 |
1,726.8 |
S1 |
1,701.4 |
1,701.4 |
1,732.8 |
1,711.6 |
S2 |
1,664.8 |
1,664.8 |
1,727.6 |
|
S3 |
1,607.9 |
1,644.5 |
1,722.4 |
|
S4 |
1,551.0 |
1,587.6 |
1,706.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,742.0 |
1,685.1 |
56.9 |
3.3% |
22.6 |
1.3% |
78% |
False |
False |
7,759 |
10 |
1,742.0 |
1,644.8 |
97.2 |
5.6% |
22.2 |
1.3% |
87% |
False |
False |
7,194 |
20 |
1,742.0 |
1,590.2 |
151.8 |
8.8% |
20.0 |
1.2% |
92% |
False |
False |
5,731 |
40 |
1,742.0 |
1,564.5 |
177.5 |
10.3% |
19.4 |
1.1% |
93% |
False |
False |
5,607 |
60 |
1,742.0 |
1,550.0 |
192.0 |
11.1% |
21.1 |
1.2% |
93% |
False |
False |
4,544 |
80 |
1,742.0 |
1,534.5 |
207.5 |
12.0% |
23.1 |
1.3% |
94% |
False |
False |
3,941 |
100 |
1,742.0 |
1,534.3 |
207.7 |
12.0% |
22.0 |
1.3% |
94% |
False |
False |
3,367 |
120 |
1,742.0 |
1,534.3 |
207.7 |
12.0% |
21.5 |
1.2% |
94% |
False |
False |
2,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.3 |
2.618 |
1,779.5 |
1.618 |
1,764.3 |
1.000 |
1,754.9 |
0.618 |
1,749.1 |
HIGH |
1,739.7 |
0.618 |
1,733.9 |
0.500 |
1,732.1 |
0.382 |
1,730.3 |
LOW |
1,724.5 |
0.618 |
1,715.1 |
1.000 |
1,709.3 |
1.618 |
1,699.9 |
2.618 |
1,684.7 |
4.250 |
1,659.9 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,732.1 |
1,724.6 |
PP |
1,731.1 |
1,720.0 |
S1 |
1,730.2 |
1,715.4 |
|