Trading Metrics calculated at close of trading on 11-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,344.0 |
4,321.0 |
-23.0 |
-0.5% |
4,302.0 |
High |
4,344.0 |
4,339.0 |
-5.0 |
-0.1% |
4,369.0 |
Low |
4,330.0 |
4,321.0 |
-9.0 |
-0.2% |
4,271.0 |
Close |
4,333.0 |
4,327.0 |
-6.0 |
-0.1% |
4,333.0 |
Range |
14.0 |
18.0 |
4.0 |
28.6% |
98.0 |
ATR |
29.5 |
28.6 |
-0.8 |
-2.8% |
0.0 |
Volume |
87 |
1,290 |
1,203 |
1,382.8% |
1,588 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,383.0 |
4,373.0 |
4,336.9 |
|
R3 |
4,365.0 |
4,355.0 |
4,332.0 |
|
R2 |
4,347.0 |
4,347.0 |
4,330.3 |
|
R1 |
4,337.0 |
4,337.0 |
4,328.7 |
4,342.0 |
PP |
4,329.0 |
4,329.0 |
4,329.0 |
4,331.5 |
S1 |
4,319.0 |
4,319.0 |
4,325.4 |
4,324.0 |
S2 |
4,311.0 |
4,311.0 |
4,323.7 |
|
S3 |
4,293.0 |
4,301.0 |
4,322.1 |
|
S4 |
4,275.0 |
4,283.0 |
4,317.1 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,618.3 |
4,573.7 |
4,386.9 |
|
R3 |
4,520.3 |
4,475.7 |
4,360.0 |
|
R2 |
4,422.3 |
4,422.3 |
4,351.0 |
|
R1 |
4,377.7 |
4,377.7 |
4,342.0 |
4,400.0 |
PP |
4,324.3 |
4,324.3 |
4,324.3 |
4,335.5 |
S1 |
4,279.7 |
4,279.7 |
4,324.0 |
4,302.0 |
S2 |
4,226.3 |
4,226.3 |
4,315.0 |
|
S3 |
4,128.3 |
4,181.7 |
4,306.1 |
|
S4 |
4,030.3 |
4,083.7 |
4,279.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,369.0 |
4,271.0 |
98.0 |
2.3% |
19.6 |
0.5% |
57% |
False |
False |
398 |
10 |
4,369.0 |
4,271.0 |
98.0 |
2.3% |
23.2 |
0.5% |
57% |
False |
False |
349 |
20 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
15.5 |
0.4% |
64% |
False |
False |
205 |
40 |
4,378.0 |
4,069.0 |
309.0 |
7.1% |
10.2 |
0.2% |
83% |
False |
False |
146 |
60 |
4,378.0 |
3,982.0 |
396.0 |
9.2% |
8.0 |
0.2% |
87% |
False |
False |
128 |
80 |
4,378.0 |
3,950.0 |
428.0 |
9.9% |
6.6 |
0.2% |
88% |
False |
False |
103 |
100 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
6.2 |
0.1% |
84% |
False |
False |
96 |
120 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
5.1 |
0.1% |
84% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,415.5 |
2.618 |
4,386.1 |
1.618 |
4,368.1 |
1.000 |
4,357.0 |
0.618 |
4,350.1 |
HIGH |
4,339.0 |
0.618 |
4,332.1 |
0.500 |
4,330.0 |
0.382 |
4,327.9 |
LOW |
4,321.0 |
0.618 |
4,309.9 |
1.000 |
4,303.0 |
1.618 |
4,291.9 |
2.618 |
4,273.9 |
4.250 |
4,244.5 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,330.0 |
4,345.0 |
PP |
4,329.0 |
4,339.0 |
S1 |
4,328.0 |
4,333.0 |
|