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 |
1,703.7 |
1,738.0 |
34.3 |
2.0% |
1,693.4 |
High |
1,745.4 |
1,742.3 |
-3.1 |
-0.2% |
1,745.4 |
Low |
1,691.3 |
1,727.0 |
35.7 |
2.1% |
1,687.6 |
Close |
1,740.5 |
1,731.8 |
-8.7 |
-0.5% |
1,740.5 |
Range |
54.1 |
15.3 |
-38.8 |
-71.7% |
57.8 |
ATR |
22.4 |
21.9 |
-0.5 |
-2.3% |
0.0 |
Volume |
216,526 |
111,150 |
-105,376 |
-48.7% |
674,063 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,779.6 |
1,771.0 |
1,740.2 |
|
R3 |
1,764.3 |
1,755.7 |
1,736.0 |
|
R2 |
1,749.0 |
1,749.0 |
1,734.6 |
|
R1 |
1,740.4 |
1,740.4 |
1,733.2 |
1,737.1 |
PP |
1,733.7 |
1,733.7 |
1,733.7 |
1,732.0 |
S1 |
1,725.1 |
1,725.1 |
1,730.4 |
1,721.8 |
S2 |
1,718.4 |
1,718.4 |
1,729.0 |
|
S3 |
1,703.1 |
1,709.8 |
1,727.6 |
|
S4 |
1,687.8 |
1,694.5 |
1,723.4 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.9 |
1,877.0 |
1,772.3 |
|
R3 |
1,840.1 |
1,819.2 |
1,756.4 |
|
R2 |
1,782.3 |
1,782.3 |
1,751.1 |
|
R1 |
1,761.4 |
1,761.4 |
1,745.8 |
1,771.9 |
PP |
1,724.5 |
1,724.5 |
1,724.5 |
1,729.7 |
S1 |
1,703.6 |
1,703.6 |
1,735.2 |
1,714.1 |
S2 |
1,666.7 |
1,666.7 |
1,729.9 |
|
S3 |
1,608.9 |
1,645.8 |
1,724.6 |
|
S4 |
1,551.1 |
1,588.0 |
1,708.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,745.4 |
1,687.6 |
57.8 |
3.3% |
23.1 |
1.3% |
76% |
False |
False |
157,042 |
10 |
1,745.4 |
1,647.1 |
98.3 |
5.7% |
22.6 |
1.3% |
86% |
False |
False |
132,214 |
20 |
1,745.4 |
1,592.1 |
153.3 |
8.9% |
20.3 |
1.2% |
91% |
False |
False |
116,983 |
40 |
1,745.4 |
1,566.8 |
178.6 |
10.3% |
19.7 |
1.1% |
92% |
False |
False |
90,880 |
60 |
1,745.4 |
1,552.0 |
193.4 |
11.2% |
21.6 |
1.2% |
93% |
False |
False |
63,482 |
80 |
1,745.4 |
1,537.3 |
208.1 |
12.0% |
23.7 |
1.4% |
93% |
False |
False |
49,113 |
100 |
1,745.4 |
1,535.4 |
210.0 |
12.1% |
22.8 |
1.3% |
94% |
False |
False |
39,978 |
120 |
1,745.4 |
1,535.4 |
210.0 |
12.1% |
22.6 |
1.3% |
94% |
False |
False |
33,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,807.3 |
2.618 |
1,782.4 |
1.618 |
1,767.1 |
1.000 |
1,757.6 |
0.618 |
1,751.8 |
HIGH |
1,742.3 |
0.618 |
1,736.5 |
0.500 |
1,734.7 |
0.382 |
1,732.8 |
LOW |
1,727.0 |
0.618 |
1,717.5 |
1.000 |
1,711.7 |
1.618 |
1,702.2 |
2.618 |
1,686.9 |
4.250 |
1,662.0 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,734.7 |
1,727.3 |
PP |
1,733.7 |
1,722.8 |
S1 |
1,732.8 |
1,718.4 |
|