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 |
1,734.5 |
1,733.1 |
-1.4 |
-0.1% |
1,693.4 |
High |
1,749.5 |
1,775.0 |
25.5 |
1.5% |
1,745.4 |
Low |
1,727.3 |
1,720.0 |
-7.3 |
-0.4% |
1,687.6 |
Close |
1,733.7 |
1,772.1 |
38.4 |
2.2% |
1,740.5 |
Range |
22.2 |
55.0 |
32.8 |
147.7% |
57.8 |
ATR |
21.3 |
23.7 |
2.4 |
11.3% |
0.0 |
Volume |
182,989 |
260,342 |
77,353 |
42.3% |
674,063 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.7 |
1,901.4 |
1,802.4 |
|
R3 |
1,865.7 |
1,846.4 |
1,787.2 |
|
R2 |
1,810.7 |
1,810.7 |
1,782.2 |
|
R1 |
1,791.4 |
1,791.4 |
1,777.1 |
1,801.1 |
PP |
1,755.7 |
1,755.7 |
1,755.7 |
1,760.5 |
S1 |
1,736.4 |
1,736.4 |
1,767.1 |
1,746.1 |
S2 |
1,700.7 |
1,700.7 |
1,762.0 |
|
S3 |
1,645.7 |
1,681.4 |
1,757.0 |
|
S4 |
1,590.7 |
1,626.4 |
1,741.9 |
|
|
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 |
1,775.0 |
1,691.3 |
83.7 |
4.7% |
31.8 |
1.8% |
97% |
True |
False |
176,070 |
10 |
1,775.0 |
1,647.1 |
127.9 |
7.2% |
26.8 |
1.5% |
98% |
True |
False |
160,576 |
20 |
1,775.0 |
1,603.0 |
172.0 |
9.7% |
21.8 |
1.2% |
98% |
True |
False |
129,991 |
40 |
1,775.0 |
1,566.8 |
208.2 |
11.7% |
20.4 |
1.2% |
99% |
True |
False |
103,897 |
60 |
1,775.0 |
1,552.0 |
223.0 |
12.6% |
22.2 |
1.3% |
99% |
True |
False |
72,478 |
80 |
1,775.0 |
1,537.3 |
237.7 |
13.4% |
23.8 |
1.3% |
99% |
True |
False |
55,786 |
100 |
1,775.0 |
1,535.4 |
239.6 |
13.5% |
23.3 |
1.3% |
99% |
True |
False |
45,430 |
120 |
1,775.0 |
1,535.4 |
239.6 |
13.5% |
22.9 |
1.3% |
99% |
True |
False |
38,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,008.8 |
2.618 |
1,919.0 |
1.618 |
1,864.0 |
1.000 |
1,830.0 |
0.618 |
1,809.0 |
HIGH |
1,775.0 |
0.618 |
1,754.0 |
0.500 |
1,747.5 |
0.382 |
1,741.0 |
LOW |
1,720.0 |
0.618 |
1,686.0 |
1.000 |
1,665.0 |
1.618 |
1,631.0 |
2.618 |
1,576.0 |
4.250 |
1,486.3 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,763.9 |
1,763.9 |
PP |
1,755.7 |
1,755.7 |
S1 |
1,747.5 |
1,747.5 |
|