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 |
4,355.0 |
4,393.0 |
38.0 |
0.9% |
4,344.0 |
High |
4,355.0 |
4,405.0 |
50.0 |
1.1% |
4,405.0 |
Low |
4,341.0 |
4,381.0 |
40.0 |
0.9% |
4,321.0 |
Close |
4,352.0 |
4,396.0 |
44.0 |
1.0% |
4,396.0 |
Range |
14.0 |
24.0 |
10.0 |
71.4% |
84.0 |
ATR |
29.7 |
31.3 |
1.7 |
5.6% |
0.0 |
Volume |
3,088 |
15,935 |
12,847 |
416.0% |
22,789 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,466.0 |
4,455.0 |
4,409.2 |
|
R3 |
4,442.0 |
4,431.0 |
4,402.6 |
|
R2 |
4,418.0 |
4,418.0 |
4,400.4 |
|
R1 |
4,407.0 |
4,407.0 |
4,398.2 |
4,412.5 |
PP |
4,394.0 |
4,394.0 |
4,394.0 |
4,396.8 |
S1 |
4,383.0 |
4,383.0 |
4,393.8 |
4,388.5 |
S2 |
4,370.0 |
4,370.0 |
4,391.6 |
|
S3 |
4,346.0 |
4,359.0 |
4,389.4 |
|
S4 |
4,322.0 |
4,335.0 |
4,382.8 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,626.0 |
4,595.0 |
4,442.2 |
|
R3 |
4,542.0 |
4,511.0 |
4,419.1 |
|
R2 |
4,458.0 |
4,458.0 |
4,411.4 |
|
R1 |
4,427.0 |
4,427.0 |
4,403.7 |
4,442.5 |
PP |
4,374.0 |
4,374.0 |
4,374.0 |
4,381.8 |
S1 |
4,343.0 |
4,343.0 |
4,388.3 |
4,358.5 |
S2 |
4,290.0 |
4,290.0 |
4,380.6 |
|
S3 |
4,206.0 |
4,259.0 |
4,372.9 |
|
S4 |
4,122.0 |
4,175.0 |
4,349.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,405.0 |
4,321.0 |
84.0 |
1.9% |
20.6 |
0.5% |
89% |
True |
False |
4,557 |
10 |
4,405.0 |
4,271.0 |
134.0 |
3.0% |
24.2 |
0.6% |
93% |
True |
False |
2,437 |
20 |
4,405.0 |
4,251.0 |
154.0 |
3.5% |
18.4 |
0.4% |
94% |
True |
False |
1,270 |
40 |
4,405.0 |
4,077.0 |
328.0 |
7.5% |
11.9 |
0.3% |
97% |
True |
False |
678 |
60 |
4,405.0 |
3,982.0 |
423.0 |
9.6% |
9.2 |
0.2% |
98% |
True |
False |
479 |
80 |
4,405.0 |
3,950.0 |
455.0 |
10.4% |
7.3 |
0.2% |
98% |
True |
False |
369 |
100 |
4,405.0 |
3,950.0 |
455.0 |
10.4% |
6.9 |
0.2% |
98% |
True |
False |
310 |
120 |
4,405.0 |
3,950.0 |
455.0 |
10.4% |
5.7 |
0.1% |
98% |
True |
False |
262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,507.0 |
2.618 |
4,467.8 |
1.618 |
4,443.8 |
1.000 |
4,429.0 |
0.618 |
4,419.8 |
HIGH |
4,405.0 |
0.618 |
4,395.8 |
0.500 |
4,393.0 |
0.382 |
4,390.2 |
LOW |
4,381.0 |
0.618 |
4,366.2 |
1.000 |
4,357.0 |
1.618 |
4,342.2 |
2.618 |
4,318.2 |
4.250 |
4,279.0 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,395.0 |
4,388.0 |
PP |
4,394.0 |
4,380.0 |
S1 |
4,393.0 |
4,372.0 |
|