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 |
7,211.5 |
7,188.0 |
-23.5 |
-0.3% |
6,996.0 |
High |
7,236.5 |
7,317.5 |
81.0 |
1.1% |
7,251.0 |
Low |
7,189.5 |
7,176.5 |
-13.0 |
-0.2% |
6,898.0 |
Close |
7,218.5 |
7,316.5 |
98.0 |
1.4% |
7,225.0 |
Range |
47.0 |
141.0 |
94.0 |
200.0% |
353.0 |
ATR |
106.0 |
108.5 |
2.5 |
2.4% |
0.0 |
Volume |
20,807 |
20,807 |
0 |
0.0% |
22,914 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,693.2 |
7,645.8 |
7,394.1 |
|
R3 |
7,552.2 |
7,504.8 |
7,355.3 |
|
R2 |
7,411.2 |
7,411.2 |
7,342.4 |
|
R1 |
7,363.8 |
7,363.8 |
7,329.4 |
7,387.5 |
PP |
7,270.2 |
7,270.2 |
7,270.2 |
7,282.0 |
S1 |
7,222.8 |
7,222.8 |
7,303.6 |
7,246.5 |
S2 |
7,129.2 |
7,129.2 |
7,290.7 |
|
S3 |
6,988.2 |
7,081.8 |
7,277.7 |
|
S4 |
6,847.2 |
6,940.8 |
7,239.0 |
|
|
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 |
7,317.5 |
6,898.0 |
419.5 |
5.7% |
112.0 |
1.5% |
100% |
True |
False |
12,031 |
10 |
7,317.5 |
6,875.0 |
442.5 |
6.0% |
100.8 |
1.4% |
100% |
True |
False |
6,812 |
20 |
7,317.5 |
6,875.0 |
442.5 |
6.0% |
89.5 |
1.2% |
100% |
True |
False |
3,551 |
40 |
7,317.5 |
6,320.0 |
997.5 |
13.6% |
113.1 |
1.5% |
100% |
True |
False |
2,032 |
60 |
7,317.5 |
6,112.5 |
1,205.0 |
16.5% |
111.0 |
1.5% |
100% |
True |
False |
1,514 |
80 |
7,317.5 |
5,924.0 |
1,393.5 |
19.0% |
113.2 |
1.5% |
100% |
True |
False |
1,778 |
100 |
7,317.5 |
5,924.0 |
1,393.5 |
19.0% |
112.4 |
1.5% |
100% |
True |
False |
1,438 |
120 |
7,317.5 |
5,924.0 |
1,393.5 |
19.0% |
108.8 |
1.5% |
100% |
True |
False |
1,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,916.8 |
2.618 |
7,686.6 |
1.618 |
7,545.6 |
1.000 |
7,458.5 |
0.618 |
7,404.6 |
HIGH |
7,317.5 |
0.618 |
7,263.6 |
0.500 |
7,247.0 |
0.382 |
7,230.4 |
LOW |
7,176.5 |
0.618 |
7,089.4 |
1.000 |
7,035.5 |
1.618 |
6,948.4 |
2.618 |
6,807.4 |
4.250 |
6,577.3 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,293.3 |
7,293.1 |
PP |
7,270.2 |
7,269.7 |
S1 |
7,247.0 |
7,246.3 |
|