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 |
4,339.0 |
4,355.0 |
16.0 |
0.4% |
4,302.0 |
High |
4,372.0 |
4,355.0 |
-17.0 |
-0.4% |
4,369.0 |
Low |
4,339.0 |
4,341.0 |
2.0 |
0.0% |
4,271.0 |
Close |
4,369.0 |
4,352.0 |
-17.0 |
-0.4% |
4,333.0 |
Range |
33.0 |
14.0 |
-19.0 |
-57.6% |
98.0 |
ATR |
29.8 |
29.7 |
-0.1 |
-0.4% |
0.0 |
Volume |
2,389 |
3,088 |
699 |
29.3% |
1,588 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,391.3 |
4,385.7 |
4,359.7 |
|
R3 |
4,377.3 |
4,371.7 |
4,355.9 |
|
R2 |
4,363.3 |
4,363.3 |
4,354.6 |
|
R1 |
4,357.7 |
4,357.7 |
4,353.3 |
4,353.5 |
PP |
4,349.3 |
4,349.3 |
4,349.3 |
4,347.3 |
S1 |
4,343.7 |
4,343.7 |
4,350.7 |
4,339.5 |
S2 |
4,335.3 |
4,335.3 |
4,349.4 |
|
S3 |
4,321.3 |
4,329.7 |
4,348.2 |
|
S4 |
4,307.3 |
4,315.7 |
4,344.3 |
|
|
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 |
4,321.0 |
51.0 |
1.2% |
24.6 |
0.6% |
61% |
False |
False |
1,401 |
10 |
4,372.0 |
4,271.0 |
101.0 |
2.3% |
23.6 |
0.5% |
80% |
False |
False |
846 |
20 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
17.7 |
0.4% |
82% |
False |
False |
474 |
40 |
4,378.0 |
4,077.0 |
301.0 |
6.9% |
11.4 |
0.3% |
91% |
False |
False |
282 |
60 |
4,378.0 |
3,982.0 |
396.0 |
9.1% |
8.8 |
0.2% |
93% |
False |
False |
219 |
80 |
4,378.0 |
3,950.0 |
428.0 |
9.8% |
7.1 |
0.2% |
94% |
False |
False |
170 |
100 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
6.6 |
0.2% |
90% |
False |
False |
151 |
120 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
5.5 |
0.1% |
90% |
False |
False |
129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,414.5 |
2.618 |
4,391.7 |
1.618 |
4,377.7 |
1.000 |
4,369.0 |
0.618 |
4,363.7 |
HIGH |
4,355.0 |
0.618 |
4,349.7 |
0.500 |
4,348.0 |
0.382 |
4,346.3 |
LOW |
4,341.0 |
0.618 |
4,332.3 |
1.000 |
4,327.0 |
1.618 |
4,318.3 |
2.618 |
4,304.3 |
4.250 |
4,281.5 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,350.7 |
4,350.2 |
PP |
4,349.3 |
4,348.3 |
S1 |
4,348.0 |
4,346.5 |
|