Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,175.0 |
7,211.5 |
36.5 |
0.5% |
6,996.0 |
High |
7,251.0 |
7,236.5 |
-14.5 |
-0.2% |
7,251.0 |
Low |
7,175.0 |
7,189.5 |
14.5 |
0.2% |
6,898.0 |
Close |
7,225.0 |
7,218.5 |
-6.5 |
-0.1% |
7,225.0 |
Range |
76.0 |
47.0 |
-29.0 |
-38.2% |
353.0 |
ATR |
110.6 |
106.0 |
-4.5 |
-4.1% |
0.0 |
Volume |
2,644 |
20,807 |
18,163 |
687.0% |
22,914 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,355.8 |
7,334.2 |
7,244.4 |
|
R3 |
7,308.8 |
7,287.2 |
7,231.4 |
|
R2 |
7,261.8 |
7,261.8 |
7,227.1 |
|
R1 |
7,240.2 |
7,240.2 |
7,222.8 |
7,251.0 |
PP |
7,214.8 |
7,214.8 |
7,214.8 |
7,220.3 |
S1 |
7,193.2 |
7,193.2 |
7,214.2 |
7,204.0 |
S2 |
7,167.8 |
7,167.8 |
7,209.9 |
|
S3 |
7,120.8 |
7,146.2 |
7,205.6 |
|
S4 |
7,073.8 |
7,099.2 |
7,192.7 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,183.7 |
8,057.3 |
7,419.2 |
|
R3 |
7,830.7 |
7,704.3 |
7,322.1 |
|
R2 |
7,477.7 |
7,477.7 |
7,289.7 |
|
R1 |
7,351.3 |
7,351.3 |
7,257.4 |
7,414.5 |
PP |
7,124.7 |
7,124.7 |
7,124.7 |
7,156.3 |
S1 |
6,998.3 |
6,998.3 |
7,192.6 |
7,061.5 |
S2 |
6,771.7 |
6,771.7 |
7,160.3 |
|
S3 |
6,418.7 |
6,645.3 |
7,127.9 |
|
S4 |
6,065.7 |
6,292.3 |
7,030.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,251.0 |
6,898.0 |
353.0 |
4.9% |
102.5 |
1.4% |
91% |
False |
False |
8,744 |
10 |
7,251.0 |
6,875.0 |
376.0 |
5.2% |
96.3 |
1.3% |
91% |
False |
False |
4,766 |
20 |
7,251.0 |
6,875.0 |
376.0 |
5.2% |
86.7 |
1.2% |
91% |
False |
False |
2,518 |
40 |
7,251.0 |
6,320.0 |
931.0 |
12.9% |
111.1 |
1.5% |
97% |
False |
False |
1,516 |
60 |
7,251.0 |
6,112.5 |
1,138.5 |
15.8% |
110.4 |
1.5% |
97% |
False |
False |
1,172 |
80 |
7,251.0 |
5,924.0 |
1,327.0 |
18.4% |
113.0 |
1.6% |
98% |
False |
False |
1,526 |
100 |
7,251.0 |
5,924.0 |
1,327.0 |
18.4% |
111.8 |
1.5% |
98% |
False |
False |
1,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,436.3 |
2.618 |
7,359.5 |
1.618 |
7,312.5 |
1.000 |
7,283.5 |
0.618 |
7,265.5 |
HIGH |
7,236.5 |
0.618 |
7,218.5 |
0.500 |
7,213.0 |
0.382 |
7,207.5 |
LOW |
7,189.5 |
0.618 |
7,160.5 |
1.000 |
7,142.5 |
1.618 |
7,113.5 |
2.618 |
7,066.5 |
4.250 |
6,989.8 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,216.7 |
7,184.7 |
PP |
7,214.8 |
7,150.8 |
S1 |
7,213.0 |
7,117.0 |
|