Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
8,755 |
8,895 |
140 |
1.6% |
8,800 |
High |
8,940 |
9,060 |
120 |
1.3% |
8,885 |
Low |
8,755 |
8,885 |
130 |
1.5% |
8,620 |
Close |
8,890 |
9,020 |
130 |
1.5% |
8,835 |
Range |
185 |
175 |
-10 |
-5.4% |
265 |
ATR |
95 |
101 |
6 |
6.0% |
0 |
Volume |
3,046 |
8,129 |
5,083 |
166.9% |
6,181 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,513 |
9,442 |
9,116 |
|
R3 |
9,338 |
9,267 |
9,068 |
|
R2 |
9,163 |
9,163 |
9,052 |
|
R1 |
9,092 |
9,092 |
9,036 |
9,128 |
PP |
8,988 |
8,988 |
8,988 |
9,006 |
S1 |
8,917 |
8,917 |
9,004 |
8,953 |
S2 |
8,813 |
8,813 |
8,988 |
|
S3 |
8,638 |
8,742 |
8,972 |
|
S4 |
8,463 |
8,567 |
8,924 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,575 |
9,470 |
8,981 |
|
R3 |
9,310 |
9,205 |
8,908 |
|
R2 |
9,045 |
9,045 |
8,884 |
|
R1 |
8,940 |
8,940 |
8,859 |
8,993 |
PP |
8,780 |
8,780 |
8,780 |
8,806 |
S1 |
8,675 |
8,675 |
8,811 |
8,728 |
S2 |
8,515 |
8,515 |
8,787 |
|
S3 |
8,250 |
8,410 |
8,762 |
|
S4 |
7,985 |
8,145 |
8,689 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,060 |
8,730 |
330 |
3.7% |
121 |
1.3% |
88% |
True |
False |
7,338 |
10 |
9,060 |
8,620 |
440 |
4.9% |
122 |
1.4% |
91% |
True |
False |
4,087 |
20 |
9,245 |
8,620 |
625 |
6.9% |
87 |
1.0% |
64% |
False |
False |
2,051 |
40 |
9,245 |
8,365 |
880 |
9.8% |
49 |
0.5% |
74% |
False |
False |
1,028 |
60 |
9,245 |
8,365 |
880 |
9.8% |
34 |
0.4% |
74% |
False |
False |
686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,804 |
2.618 |
9,518 |
1.618 |
9,343 |
1.000 |
9,235 |
0.618 |
9,168 |
HIGH |
9,060 |
0.618 |
8,993 |
0.500 |
8,973 |
0.382 |
8,952 |
LOW |
8,885 |
0.618 |
8,777 |
1.000 |
8,710 |
1.618 |
8,602 |
2.618 |
8,427 |
4.250 |
8,141 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
9,004 |
8,978 |
PP |
8,988 |
8,937 |
S1 |
8,973 |
8,895 |
|