Trading Metrics calculated at close of trading on 11-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,736.0 |
1,725.9 |
-10.1 |
-0.6% |
1,691.0 |
High |
1,739.7 |
1,737.7 |
-2.0 |
-0.1% |
1,742.0 |
Low |
1,724.5 |
1,725.8 |
1.3 |
0.1% |
1,685.1 |
Close |
1,729.2 |
1,732.3 |
3.1 |
0.2% |
1,738.0 |
Range |
15.2 |
11.9 |
-3.3 |
-21.7% |
56.9 |
ATR |
21.6 |
20.9 |
-0.7 |
-3.2% |
0.0 |
Volume |
4,992 |
3,830 |
-1,162 |
-23.3% |
33,806 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.6 |
1,761.9 |
1,738.8 |
|
R3 |
1,755.7 |
1,750.0 |
1,735.6 |
|
R2 |
1,743.8 |
1,743.8 |
1,734.5 |
|
R1 |
1,738.1 |
1,738.1 |
1,733.4 |
1,741.0 |
PP |
1,731.9 |
1,731.9 |
1,731.9 |
1,733.4 |
S1 |
1,726.2 |
1,726.2 |
1,731.2 |
1,729.1 |
S2 |
1,720.0 |
1,720.0 |
1,730.1 |
|
S3 |
1,708.1 |
1,714.3 |
1,729.0 |
|
S4 |
1,696.2 |
1,702.4 |
1,725.8 |
|
|
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 |
1,687.2 |
54.8 |
3.2% |
22.2 |
1.3% |
82% |
False |
False |
6,997 |
10 |
1,742.0 |
1,644.8 |
97.2 |
5.6% |
22.0 |
1.3% |
90% |
False |
False |
7,255 |
20 |
1,742.0 |
1,590.2 |
151.8 |
8.8% |
19.7 |
1.1% |
94% |
False |
False |
5,579 |
40 |
1,742.0 |
1,564.5 |
177.5 |
10.2% |
19.2 |
1.1% |
95% |
False |
False |
5,683 |
60 |
1,742.0 |
1,550.0 |
192.0 |
11.1% |
21.1 |
1.2% |
95% |
False |
False |
4,596 |
80 |
1,742.0 |
1,534.5 |
207.5 |
12.0% |
22.8 |
1.3% |
95% |
False |
False |
3,903 |
100 |
1,742.0 |
1,534.3 |
207.7 |
12.0% |
21.9 |
1.3% |
95% |
False |
False |
3,402 |
120 |
1,742.0 |
1,534.3 |
207.7 |
12.0% |
21.5 |
1.2% |
95% |
False |
False |
2,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,788.3 |
2.618 |
1,768.9 |
1.618 |
1,757.0 |
1.000 |
1,749.6 |
0.618 |
1,745.1 |
HIGH |
1,737.7 |
0.618 |
1,733.2 |
0.500 |
1,731.8 |
0.382 |
1,730.3 |
LOW |
1,725.8 |
0.618 |
1,718.4 |
1.000 |
1,713.9 |
1.618 |
1,706.5 |
2.618 |
1,694.6 |
4.250 |
1,675.2 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,732.1 |
1,726.7 |
PP |
1,731.9 |
1,721.0 |
S1 |
1,731.8 |
1,715.4 |
|