Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,725.9 |
1,731.9 |
6.0 |
0.3% |
1,691.0 |
High |
1,737.7 |
1,747.0 |
9.3 |
0.5% |
1,742.0 |
Low |
1,725.8 |
1,725.0 |
-0.8 |
0.0% |
1,685.1 |
Close |
1,732.3 |
1,731.1 |
-1.2 |
-0.1% |
1,738.0 |
Range |
11.9 |
22.0 |
10.1 |
84.9% |
56.9 |
ATR |
20.9 |
21.0 |
0.1 |
0.4% |
0.0 |
Volume |
3,830 |
6,219 |
2,389 |
62.4% |
33,806 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,800.4 |
1,787.7 |
1,743.2 |
|
R3 |
1,778.4 |
1,765.7 |
1,737.2 |
|
R2 |
1,756.4 |
1,756.4 |
1,735.1 |
|
R1 |
1,743.7 |
1,743.7 |
1,733.1 |
1,739.1 |
PP |
1,734.4 |
1,734.4 |
1,734.4 |
1,732.0 |
S1 |
1,721.7 |
1,721.7 |
1,729.1 |
1,717.1 |
S2 |
1,712.4 |
1,712.4 |
1,727.1 |
|
S3 |
1,690.4 |
1,699.7 |
1,725.1 |
|
S4 |
1,668.4 |
1,677.7 |
1,719.0 |
|
|
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 |
1,747.0 |
1,688.8 |
58.2 |
3.4% |
24.9 |
1.4% |
73% |
True |
False |
7,000 |
10 |
1,747.0 |
1,644.8 |
102.2 |
5.9% |
22.7 |
1.3% |
84% |
True |
False |
7,415 |
20 |
1,747.0 |
1,590.2 |
156.8 |
9.1% |
19.6 |
1.1% |
90% |
True |
False |
5,673 |
40 |
1,747.0 |
1,564.5 |
182.5 |
10.5% |
19.1 |
1.1% |
91% |
True |
False |
5,783 |
60 |
1,747.0 |
1,550.0 |
197.0 |
11.4% |
21.2 |
1.2% |
92% |
True |
False |
4,664 |
80 |
1,747.0 |
1,534.5 |
212.5 |
12.3% |
22.7 |
1.3% |
93% |
True |
False |
3,964 |
100 |
1,747.0 |
1,534.3 |
212.7 |
12.3% |
22.1 |
1.3% |
93% |
True |
False |
3,450 |
120 |
1,747.0 |
1,534.3 |
212.7 |
12.3% |
21.5 |
1.2% |
93% |
True |
False |
3,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,840.5 |
2.618 |
1,804.6 |
1.618 |
1,782.6 |
1.000 |
1,769.0 |
0.618 |
1,760.6 |
HIGH |
1,747.0 |
0.618 |
1,738.6 |
0.500 |
1,736.0 |
0.382 |
1,733.4 |
LOW |
1,725.0 |
0.618 |
1,711.4 |
1.000 |
1,703.0 |
1.618 |
1,689.4 |
2.618 |
1,667.4 |
4.250 |
1,631.5 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,736.0 |
1,735.8 |
PP |
1,734.4 |
1,734.2 |
S1 |
1,732.7 |
1,732.7 |
|