Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,730.7 |
1,767.0 |
36.3 |
2.1% |
1,736.0 |
High |
1,772.3 |
1,777.0 |
4.7 |
0.3% |
1,777.0 |
Low |
1,691.2 |
1,765.2 |
74.0 |
4.4% |
1,691.2 |
Close |
1,769.5 |
1,770.1 |
0.6 |
0.0% |
1,770.1 |
Range |
81.1 |
11.8 |
-69.3 |
-85.5% |
85.8 |
ATR |
25.3 |
24.3 |
-1.0 |
-3.8% |
0.0 |
Volume |
12,344 |
5,774 |
-6,570 |
-53.2% |
33,159 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.2 |
1,799.9 |
1,776.6 |
|
R3 |
1,794.4 |
1,788.1 |
1,773.3 |
|
R2 |
1,782.6 |
1,782.6 |
1,772.3 |
|
R1 |
1,776.3 |
1,776.3 |
1,771.2 |
1,779.5 |
PP |
1,770.8 |
1,770.8 |
1,770.8 |
1,772.3 |
S1 |
1,764.5 |
1,764.5 |
1,769.0 |
1,767.7 |
S2 |
1,759.0 |
1,759.0 |
1,767.9 |
|
S3 |
1,747.2 |
1,752.7 |
1,766.9 |
|
S4 |
1,735.4 |
1,740.9 |
1,763.6 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.5 |
1,972.6 |
1,817.3 |
|
R3 |
1,917.7 |
1,886.8 |
1,793.7 |
|
R2 |
1,831.9 |
1,831.9 |
1,785.8 |
|
R1 |
1,801.0 |
1,801.0 |
1,778.0 |
1,816.5 |
PP |
1,746.1 |
1,746.1 |
1,746.1 |
1,753.8 |
S1 |
1,715.2 |
1,715.2 |
1,762.2 |
1,730.7 |
S2 |
1,660.3 |
1,660.3 |
1,754.4 |
|
S3 |
1,574.5 |
1,629.4 |
1,746.5 |
|
S4 |
1,488.7 |
1,543.6 |
1,722.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,777.0 |
1,691.2 |
85.8 |
4.8% |
28.4 |
1.6% |
92% |
True |
False |
6,631 |
10 |
1,777.0 |
1,644.8 |
132.2 |
7.5% |
28.8 |
1.6% |
95% |
True |
False |
7,965 |
20 |
1,777.0 |
1,609.6 |
167.4 |
9.5% |
22.5 |
1.3% |
96% |
True |
False |
6,260 |
40 |
1,777.0 |
1,564.5 |
212.5 |
12.0% |
20.6 |
1.2% |
97% |
True |
False |
6,116 |
60 |
1,777.0 |
1,550.0 |
227.0 |
12.8% |
22.0 |
1.2% |
97% |
True |
False |
4,915 |
80 |
1,777.0 |
1,534.5 |
242.5 |
13.7% |
23.4 |
1.3% |
97% |
True |
False |
4,158 |
100 |
1,777.0 |
1,534.3 |
242.7 |
13.7% |
22.7 |
1.3% |
97% |
True |
False |
3,600 |
120 |
1,777.0 |
1,534.3 |
242.7 |
13.7% |
21.9 |
1.2% |
97% |
True |
False |
3,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,827.2 |
2.618 |
1,807.9 |
1.618 |
1,796.1 |
1.000 |
1,788.8 |
0.618 |
1,784.3 |
HIGH |
1,777.0 |
0.618 |
1,772.5 |
0.500 |
1,771.1 |
0.382 |
1,769.7 |
LOW |
1,765.2 |
0.618 |
1,757.9 |
1.000 |
1,753.4 |
1.618 |
1,746.1 |
2.618 |
1,734.3 |
4.250 |
1,715.1 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,771.1 |
1,758.1 |
PP |
1,770.8 |
1,746.1 |
S1 |
1,770.4 |
1,734.1 |
|