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 |
1,728.7 |
1,734.5 |
5.8 |
0.3% |
1,693.4 |
High |
1,740.5 |
1,749.5 |
9.0 |
0.5% |
1,745.4 |
Low |
1,728.0 |
1,727.3 |
-0.7 |
0.0% |
1,687.6 |
Close |
1,734.9 |
1,733.7 |
-1.2 |
-0.1% |
1,740.5 |
Range |
12.5 |
22.2 |
9.7 |
77.6% |
57.8 |
ATR |
21.2 |
21.3 |
0.1 |
0.3% |
0.0 |
Volume |
109,346 |
182,989 |
73,643 |
67.3% |
674,063 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.4 |
1,790.8 |
1,745.9 |
|
R3 |
1,781.2 |
1,768.6 |
1,739.8 |
|
R2 |
1,759.0 |
1,759.0 |
1,737.8 |
|
R1 |
1,746.4 |
1,746.4 |
1,735.7 |
1,741.6 |
PP |
1,736.8 |
1,736.8 |
1,736.8 |
1,734.5 |
S1 |
1,724.2 |
1,724.2 |
1,731.7 |
1,719.4 |
S2 |
1,714.6 |
1,714.6 |
1,729.6 |
|
S3 |
1,692.4 |
1,702.0 |
1,727.6 |
|
S4 |
1,670.2 |
1,679.8 |
1,721.5 |
|
|
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 |
1,749.5 |
1,691.3 |
58.2 |
3.4% |
25.5 |
1.5% |
73% |
True |
False |
159,361 |
10 |
1,749.5 |
1,647.1 |
102.4 |
5.9% |
23.1 |
1.3% |
85% |
True |
False |
144,156 |
20 |
1,749.5 |
1,592.1 |
157.4 |
9.1% |
19.9 |
1.1% |
90% |
True |
False |
121,540 |
40 |
1,749.5 |
1,566.8 |
182.7 |
10.5% |
19.5 |
1.1% |
91% |
True |
False |
97,576 |
60 |
1,749.5 |
1,552.0 |
197.5 |
11.4% |
21.5 |
1.2% |
92% |
True |
False |
68,192 |
80 |
1,749.5 |
1,537.3 |
212.2 |
12.2% |
23.3 |
1.3% |
93% |
True |
False |
52,598 |
100 |
1,749.5 |
1,535.4 |
214.1 |
12.3% |
22.9 |
1.3% |
93% |
True |
False |
42,847 |
120 |
1,749.5 |
1,535.4 |
214.1 |
12.3% |
22.6 |
1.3% |
93% |
True |
False |
36,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,843.9 |
2.618 |
1,807.6 |
1.618 |
1,785.4 |
1.000 |
1,771.7 |
0.618 |
1,763.2 |
HIGH |
1,749.5 |
0.618 |
1,741.0 |
0.500 |
1,738.4 |
0.382 |
1,735.8 |
LOW |
1,727.3 |
0.618 |
1,713.6 |
1.000 |
1,705.1 |
1.618 |
1,691.4 |
2.618 |
1,669.2 |
4.250 |
1,633.0 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,738.4 |
1,738.3 |
PP |
1,736.8 |
1,736.7 |
S1 |
1,735.3 |
1,735.2 |
|