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 |
4,321.0 |
4,339.0 |
18.0 |
0.4% |
4,302.0 |
High |
4,339.0 |
4,372.0 |
33.0 |
0.8% |
4,369.0 |
Low |
4,321.0 |
4,339.0 |
18.0 |
0.4% |
4,271.0 |
Close |
4,327.0 |
4,369.0 |
42.0 |
1.0% |
4,333.0 |
Range |
18.0 |
33.0 |
15.0 |
83.3% |
98.0 |
ATR |
28.6 |
29.8 |
1.2 |
4.1% |
0.0 |
Volume |
1,290 |
2,389 |
1,099 |
85.2% |
1,588 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,459.0 |
4,447.0 |
4,387.2 |
|
R3 |
4,426.0 |
4,414.0 |
4,378.1 |
|
R2 |
4,393.0 |
4,393.0 |
4,375.1 |
|
R1 |
4,381.0 |
4,381.0 |
4,372.0 |
4,387.0 |
PP |
4,360.0 |
4,360.0 |
4,360.0 |
4,363.0 |
S1 |
4,348.0 |
4,348.0 |
4,366.0 |
4,354.0 |
S2 |
4,327.0 |
4,327.0 |
4,363.0 |
|
S3 |
4,294.0 |
4,315.0 |
4,359.9 |
|
S4 |
4,261.0 |
4,282.0 |
4,350.9 |
|
|
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 |
4,372.0 |
4,310.0 |
62.0 |
1.4% |
24.2 |
0.6% |
95% |
True |
False |
799 |
10 |
4,372.0 |
4,271.0 |
101.0 |
2.3% |
26.1 |
0.6% |
97% |
True |
False |
566 |
20 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
17.1 |
0.4% |
94% |
False |
False |
324 |
40 |
4,378.0 |
4,077.0 |
301.0 |
6.9% |
11.1 |
0.3% |
97% |
False |
False |
205 |
60 |
4,378.0 |
3,982.0 |
396.0 |
9.1% |
8.5 |
0.2% |
98% |
False |
False |
168 |
80 |
4,378.0 |
3,950.0 |
428.0 |
9.8% |
7.0 |
0.2% |
98% |
False |
False |
133 |
100 |
4,397.0 |
3,950.0 |
447.0 |
10.2% |
6.5 |
0.1% |
94% |
False |
False |
120 |
120 |
4,397.0 |
3,950.0 |
447.0 |
10.2% |
5.4 |
0.1% |
94% |
False |
False |
104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,512.3 |
2.618 |
4,458.4 |
1.618 |
4,425.4 |
1.000 |
4,405.0 |
0.618 |
4,392.4 |
HIGH |
4,372.0 |
0.618 |
4,359.4 |
0.500 |
4,355.5 |
0.382 |
4,351.6 |
LOW |
4,339.0 |
0.618 |
4,318.6 |
1.000 |
4,306.0 |
1.618 |
4,285.6 |
2.618 |
4,252.6 |
4.250 |
4,198.8 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,364.5 |
4,361.5 |
PP |
4,360.0 |
4,354.0 |
S1 |
4,355.5 |
4,346.5 |
|