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 |
7,341.0 |
7,417.5 |
76.5 |
1.0% |
7,211.5 |
High |
7,408.0 |
7,451.0 |
43.0 |
0.6% |
7,451.0 |
Low |
7,283.5 |
7,386.0 |
102.5 |
1.4% |
7,176.5 |
Close |
7,318.0 |
7,414.0 |
96.0 |
1.3% |
7,414.0 |
Range |
124.5 |
65.0 |
-59.5 |
-47.8% |
274.5 |
ATR |
109.4 |
111.1 |
1.7 |
1.5% |
0.0 |
Volume |
20,497 |
27,795 |
7,298 |
35.6% |
101,665 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,612.0 |
7,578.0 |
7,449.8 |
|
R3 |
7,547.0 |
7,513.0 |
7,431.9 |
|
R2 |
7,482.0 |
7,482.0 |
7,425.9 |
|
R1 |
7,448.0 |
7,448.0 |
7,420.0 |
7,432.5 |
PP |
7,417.0 |
7,417.0 |
7,417.0 |
7,409.3 |
S1 |
7,383.0 |
7,383.0 |
7,408.0 |
7,367.5 |
S2 |
7,352.0 |
7,352.0 |
7,402.1 |
|
S3 |
7,287.0 |
7,318.0 |
7,396.1 |
|
S4 |
7,222.0 |
7,253.0 |
7,378.3 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,170.7 |
8,066.8 |
7,565.0 |
|
R3 |
7,896.2 |
7,792.3 |
7,489.5 |
|
R2 |
7,621.7 |
7,621.7 |
7,464.3 |
|
R1 |
7,517.8 |
7,517.8 |
7,439.2 |
7,569.8 |
PP |
7,347.2 |
7,347.2 |
7,347.2 |
7,373.1 |
S1 |
7,243.3 |
7,243.3 |
7,388.8 |
7,295.3 |
S2 |
7,072.7 |
7,072.7 |
7,363.7 |
|
S3 |
6,798.2 |
6,968.8 |
7,338.5 |
|
S4 |
6,523.7 |
6,694.3 |
7,263.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,451.0 |
7,176.5 |
274.5 |
3.7% |
96.3 |
1.3% |
87% |
True |
False |
20,333 |
10 |
7,451.0 |
6,892.0 |
559.0 |
7.5% |
106.6 |
1.4% |
93% |
True |
False |
12,533 |
20 |
7,451.0 |
6,875.0 |
576.0 |
7.8% |
94.3 |
1.3% |
94% |
True |
False |
6,524 |
40 |
7,451.0 |
6,320.0 |
1,131.0 |
15.3% |
113.8 |
1.5% |
97% |
True |
False |
3,510 |
60 |
7,451.0 |
6,112.5 |
1,338.5 |
18.1% |
109.4 |
1.5% |
97% |
True |
False |
2,488 |
80 |
7,451.0 |
5,924.0 |
1,527.0 |
20.6% |
113.4 |
1.5% |
98% |
True |
False |
2,515 |
100 |
7,451.0 |
5,924.0 |
1,527.0 |
20.6% |
112.6 |
1.5% |
98% |
True |
False |
2,038 |
120 |
7,451.0 |
5,924.0 |
1,527.0 |
20.6% |
109.9 |
1.5% |
98% |
True |
False |
1,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,727.3 |
2.618 |
7,621.2 |
1.618 |
7,556.2 |
1.000 |
7,516.0 |
0.618 |
7,491.2 |
HIGH |
7,451.0 |
0.618 |
7,426.2 |
0.500 |
7,418.5 |
0.382 |
7,410.8 |
LOW |
7,386.0 |
0.618 |
7,345.8 |
1.000 |
7,321.0 |
1.618 |
7,280.8 |
2.618 |
7,215.8 |
4.250 |
7,109.8 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,418.5 |
7,398.4 |
PP |
7,417.0 |
7,382.8 |
S1 |
7,415.5 |
7,367.3 |
|