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 |
1,733.1 |
1,769.4 |
36.3 |
2.1% |
1,738.0 |
High |
1,775.0 |
1,780.2 |
5.2 |
0.3% |
1,780.2 |
Low |
1,720.0 |
1,767.7 |
47.7 |
2.8% |
1,720.0 |
Close |
1,772.1 |
1,772.7 |
0.6 |
0.0% |
1,772.7 |
Range |
55.0 |
12.5 |
-42.5 |
-77.3% |
60.2 |
ATR |
23.7 |
22.9 |
-0.8 |
-3.4% |
0.0 |
Volume |
260,342 |
195,524 |
-64,818 |
-24.9% |
859,351 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.0 |
1,804.4 |
1,779.6 |
|
R3 |
1,798.5 |
1,791.9 |
1,776.1 |
|
R2 |
1,786.0 |
1,786.0 |
1,775.0 |
|
R1 |
1,779.4 |
1,779.4 |
1,773.8 |
1,782.7 |
PP |
1,773.5 |
1,773.5 |
1,773.5 |
1,775.2 |
S1 |
1,766.9 |
1,766.9 |
1,771.6 |
1,770.2 |
S2 |
1,761.0 |
1,761.0 |
1,770.4 |
|
S3 |
1,748.5 |
1,754.4 |
1,769.3 |
|
S4 |
1,736.0 |
1,741.9 |
1,765.8 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.2 |
1,915.7 |
1,805.8 |
|
R3 |
1,878.0 |
1,855.5 |
1,789.3 |
|
R2 |
1,817.8 |
1,817.8 |
1,783.7 |
|
R1 |
1,795.3 |
1,795.3 |
1,778.2 |
1,806.6 |
PP |
1,757.6 |
1,757.6 |
1,757.6 |
1,763.3 |
S1 |
1,735.1 |
1,735.1 |
1,767.2 |
1,746.4 |
S2 |
1,697.4 |
1,697.4 |
1,761.7 |
|
S3 |
1,637.2 |
1,674.9 |
1,756.1 |
|
S4 |
1,577.0 |
1,614.7 |
1,739.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,780.2 |
1,720.0 |
60.2 |
3.4% |
23.5 |
1.3% |
88% |
True |
False |
171,870 |
10 |
1,780.2 |
1,647.1 |
133.1 |
7.5% |
26.6 |
1.5% |
94% |
True |
False |
172,921 |
20 |
1,780.2 |
1,611.8 |
168.4 |
9.5% |
21.5 |
1.2% |
96% |
True |
False |
134,665 |
40 |
1,780.2 |
1,566.8 |
213.4 |
12.0% |
20.2 |
1.1% |
96% |
True |
False |
108,398 |
60 |
1,780.2 |
1,552.0 |
228.2 |
12.9% |
21.9 |
1.2% |
97% |
True |
False |
75,674 |
80 |
1,780.2 |
1,537.3 |
242.9 |
13.7% |
23.6 |
1.3% |
97% |
True |
False |
58,189 |
100 |
1,780.2 |
1,535.4 |
244.8 |
13.8% |
23.2 |
1.3% |
97% |
True |
False |
47,370 |
120 |
1,780.2 |
1,535.4 |
244.8 |
13.8% |
22.7 |
1.3% |
97% |
True |
False |
39,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.3 |
2.618 |
1,812.9 |
1.618 |
1,800.4 |
1.000 |
1,792.7 |
0.618 |
1,787.9 |
HIGH |
1,780.2 |
0.618 |
1,775.4 |
0.500 |
1,774.0 |
0.382 |
1,772.5 |
LOW |
1,767.7 |
0.618 |
1,760.0 |
1.000 |
1,755.2 |
1.618 |
1,747.5 |
2.618 |
1,735.0 |
4.250 |
1,714.6 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,774.0 |
1,765.2 |
PP |
1,773.5 |
1,757.6 |
S1 |
1,773.1 |
1,750.1 |
|