Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.9 |
1,730.7 |
-1.2 |
-0.1% |
1,691.0 |
High |
1,747.0 |
1,772.3 |
25.3 |
1.4% |
1,742.0 |
Low |
1,725.0 |
1,691.2 |
-33.8 |
-2.0% |
1,685.1 |
Close |
1,731.1 |
1,769.5 |
38.4 |
2.2% |
1,738.0 |
Range |
22.0 |
81.1 |
59.1 |
268.6% |
56.9 |
ATR |
21.0 |
25.3 |
4.3 |
20.5% |
0.0 |
Volume |
6,219 |
12,344 |
6,125 |
98.5% |
33,806 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.6 |
1,959.7 |
1,814.1 |
|
R3 |
1,906.5 |
1,878.6 |
1,791.8 |
|
R2 |
1,825.4 |
1,825.4 |
1,784.4 |
|
R1 |
1,797.5 |
1,797.5 |
1,776.9 |
1,811.5 |
PP |
1,744.3 |
1,744.3 |
1,744.3 |
1,751.3 |
S1 |
1,716.4 |
1,716.4 |
1,762.1 |
1,730.4 |
S2 |
1,663.2 |
1,663.2 |
1,754.6 |
|
S3 |
1,582.1 |
1,635.3 |
1,747.2 |
|
S4 |
1,501.0 |
1,554.2 |
1,724.9 |
|
|
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 |
1,772.3 |
1,688.8 |
83.5 |
4.7% |
36.7 |
2.1% |
97% |
True |
False |
7,790 |
10 |
1,772.3 |
1,644.8 |
127.5 |
7.2% |
29.0 |
1.6% |
98% |
True |
False |
7,654 |
20 |
1,772.3 |
1,601.1 |
171.2 |
9.7% |
22.8 |
1.3% |
98% |
True |
False |
6,198 |
40 |
1,772.3 |
1,564.5 |
207.8 |
11.7% |
20.7 |
1.2% |
99% |
True |
False |
6,054 |
60 |
1,772.3 |
1,550.0 |
222.3 |
12.6% |
22.3 |
1.3% |
99% |
True |
False |
4,853 |
80 |
1,772.3 |
1,534.5 |
237.8 |
13.4% |
23.6 |
1.3% |
99% |
True |
False |
4,097 |
100 |
1,772.3 |
1,534.3 |
238.0 |
13.5% |
22.8 |
1.3% |
99% |
True |
False |
3,556 |
120 |
1,772.3 |
1,534.3 |
238.0 |
13.5% |
22.0 |
1.2% |
99% |
True |
False |
3,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,117.0 |
2.618 |
1,984.6 |
1.618 |
1,903.5 |
1.000 |
1,853.4 |
0.618 |
1,822.4 |
HIGH |
1,772.3 |
0.618 |
1,741.3 |
0.500 |
1,731.8 |
0.382 |
1,722.2 |
LOW |
1,691.2 |
0.618 |
1,641.1 |
1.000 |
1,610.1 |
1.618 |
1,560.0 |
2.618 |
1,478.9 |
4.250 |
1,346.5 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,756.9 |
1,756.9 |
PP |
1,744.3 |
1,744.3 |
S1 |
1,731.8 |
1,731.8 |
|