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 |
7,188.0 |
7,311.0 |
123.0 |
1.7% |
6,996.0 |
High |
7,317.5 |
7,415.0 |
97.5 |
1.3% |
7,251.0 |
Low |
7,176.5 |
7,311.0 |
134.5 |
1.9% |
6,898.0 |
Close |
7,316.5 |
7,355.5 |
39.0 |
0.5% |
7,225.0 |
Range |
141.0 |
104.0 |
-37.0 |
-26.2% |
353.0 |
ATR |
108.5 |
108.2 |
-0.3 |
-0.3% |
0.0 |
Volume |
20,807 |
11,759 |
-9,048 |
-43.5% |
22,914 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,672.5 |
7,618.0 |
7,412.7 |
|
R3 |
7,568.5 |
7,514.0 |
7,384.1 |
|
R2 |
7,464.5 |
7,464.5 |
7,374.6 |
|
R1 |
7,410.0 |
7,410.0 |
7,365.0 |
7,437.3 |
PP |
7,360.5 |
7,360.5 |
7,360.5 |
7,374.1 |
S1 |
7,306.0 |
7,306.0 |
7,346.0 |
7,333.3 |
S2 |
7,256.5 |
7,256.5 |
7,336.4 |
|
S3 |
7,152.5 |
7,202.0 |
7,326.9 |
|
S4 |
7,048.5 |
7,098.0 |
7,298.3 |
|
|
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 |
7,415.0 |
6,983.0 |
432.0 |
5.9% |
112.1 |
1.5% |
86% |
True |
False |
12,793 |
10 |
7,415.0 |
6,875.0 |
540.0 |
7.3% |
106.1 |
1.4% |
89% |
True |
False |
7,775 |
20 |
7,415.0 |
6,875.0 |
540.0 |
7.3% |
92.1 |
1.3% |
89% |
True |
False |
4,125 |
40 |
7,415.0 |
6,320.0 |
1,095.0 |
14.9% |
113.8 |
1.5% |
95% |
True |
False |
2,314 |
60 |
7,415.0 |
6,112.5 |
1,302.5 |
17.7% |
110.3 |
1.5% |
95% |
True |
False |
1,703 |
80 |
7,415.0 |
5,924.0 |
1,491.0 |
20.3% |
113.6 |
1.5% |
96% |
True |
False |
1,916 |
100 |
7,415.0 |
5,924.0 |
1,491.0 |
20.3% |
111.6 |
1.5% |
96% |
True |
False |
1,555 |
120 |
7,415.0 |
5,924.0 |
1,491.0 |
20.3% |
109.5 |
1.5% |
96% |
True |
False |
1,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,857.0 |
2.618 |
7,687.3 |
1.618 |
7,583.3 |
1.000 |
7,519.0 |
0.618 |
7,479.3 |
HIGH |
7,415.0 |
0.618 |
7,375.3 |
0.500 |
7,363.0 |
0.382 |
7,350.7 |
LOW |
7,311.0 |
0.618 |
7,246.7 |
1.000 |
7,207.0 |
1.618 |
7,142.7 |
2.618 |
7,038.7 |
4.250 |
6,869.0 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,363.0 |
7,335.6 |
PP |
7,360.5 |
7,315.7 |
S1 |
7,358.0 |
7,295.8 |
|