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 |
5,757.0 |
5,755.0 |
-2.0 |
0.0% |
5,655.0 |
High |
5,775.0 |
5,775.0 |
0.0 |
0.0% |
5,775.0 |
Low |
5,749.0 |
5,738.0 |
-11.0 |
-0.2% |
5,606.0 |
Close |
5,755.5 |
5,764.0 |
8.5 |
0.1% |
5,755.5 |
Range |
26.0 |
37.0 |
11.0 |
42.3% |
169.0 |
ATR |
56.7 |
55.3 |
-1.4 |
-2.5% |
0.0 |
Volume |
11,133 |
11,666 |
533 |
4.8% |
38,610 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,870.0 |
5,854.0 |
5,784.5 |
|
R3 |
5,833.0 |
5,817.0 |
5,774.0 |
|
R2 |
5,796.0 |
5,796.0 |
5,771.0 |
|
R1 |
5,780.0 |
5,780.0 |
5,767.5 |
5,788.0 |
PP |
5,759.0 |
5,759.0 |
5,759.0 |
5,763.0 |
S1 |
5,743.0 |
5,743.0 |
5,760.5 |
5,751.0 |
S2 |
5,722.0 |
5,722.0 |
5,757.0 |
|
S3 |
5,685.0 |
5,706.0 |
5,754.0 |
|
S4 |
5,648.0 |
5,669.0 |
5,743.5 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,219.0 |
6,156.5 |
5,848.5 |
|
R3 |
6,050.0 |
5,987.5 |
5,802.0 |
|
R2 |
5,881.0 |
5,881.0 |
5,786.5 |
|
R1 |
5,818.5 |
5,818.5 |
5,771.0 |
5,850.0 |
PP |
5,712.0 |
5,712.0 |
5,712.0 |
5,728.0 |
S1 |
5,649.5 |
5,649.5 |
5,740.0 |
5,681.0 |
S2 |
5,543.0 |
5,543.0 |
5,724.5 |
|
S3 |
5,374.0 |
5,480.5 |
5,709.0 |
|
S4 |
5,205.0 |
5,311.5 |
5,662.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,775.0 |
5,606.0 |
169.0 |
2.9% |
62.0 |
1.1% |
93% |
True |
False |
9,252 |
10 |
5,775.0 |
5,606.0 |
169.0 |
2.9% |
53.0 |
0.9% |
93% |
True |
False |
5,166 |
20 |
5,822.5 |
5,606.0 |
216.5 |
3.8% |
42.5 |
0.7% |
73% |
False |
False |
2,613 |
40 |
5,825.0 |
5,420.5 |
404.5 |
7.0% |
48.0 |
0.8% |
85% |
False |
False |
1,316 |
60 |
5,825.0 |
5,381.0 |
444.0 |
7.7% |
41.0 |
0.7% |
86% |
False |
False |
885 |
80 |
5,825.0 |
5,174.5 |
650.5 |
11.3% |
32.5 |
0.6% |
91% |
False |
False |
680 |
100 |
5,825.0 |
5,174.5 |
650.5 |
11.3% |
26.0 |
0.5% |
91% |
False |
False |
551 |
120 |
5,844.0 |
5,174.5 |
669.5 |
11.6% |
23.0 |
0.4% |
88% |
False |
False |
464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,932.0 |
2.618 |
5,872.0 |
1.618 |
5,835.0 |
1.000 |
5,812.0 |
0.618 |
5,798.0 |
HIGH |
5,775.0 |
0.618 |
5,761.0 |
0.500 |
5,756.5 |
0.382 |
5,752.0 |
LOW |
5,738.0 |
0.618 |
5,715.0 |
1.000 |
5,701.0 |
1.618 |
5,678.0 |
2.618 |
5,641.0 |
4.250 |
5,581.0 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
5,761.5 |
5,745.5 |
PP |
5,759.0 |
5,727.0 |
S1 |
5,756.5 |
5,708.0 |
|