Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
12,966 |
13,201 |
235 |
1.8% |
12,950 |
High |
13,207 |
13,262 |
55 |
0.4% |
13,262 |
Low |
12,966 |
13,179 |
213 |
1.6% |
12,888 |
Close |
13,195 |
13,216 |
21 |
0.2% |
13,216 |
Range |
241 |
83 |
-158 |
-65.6% |
374 |
ATR |
124 |
121 |
-3 |
-2.4% |
0 |
Volume |
1,660 |
2,032 |
372 |
22.4% |
4,842 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,468 |
13,425 |
13,262 |
|
R3 |
13,385 |
13,342 |
13,239 |
|
R2 |
13,302 |
13,302 |
13,231 |
|
R1 |
13,259 |
13,259 |
13,224 |
13,281 |
PP |
13,219 |
13,219 |
13,219 |
13,230 |
S1 |
13,176 |
13,176 |
13,209 |
13,198 |
S2 |
13,136 |
13,136 |
13,201 |
|
S3 |
13,053 |
13,093 |
13,193 |
|
S4 |
12,970 |
13,010 |
13,170 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,244 |
14,104 |
13,422 |
|
R3 |
13,870 |
13,730 |
13,319 |
|
R2 |
13,496 |
13,496 |
13,285 |
|
R1 |
13,356 |
13,356 |
13,250 |
13,426 |
PP |
13,122 |
13,122 |
13,122 |
13,157 |
S1 |
12,982 |
12,982 |
13,182 |
13,052 |
S2 |
12,748 |
12,748 |
13,148 |
|
S3 |
12,374 |
12,608 |
13,113 |
|
S4 |
12,000 |
12,234 |
13,010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,262 |
12,888 |
374 |
2.8% |
145 |
1.1% |
88% |
True |
False |
1,060 |
10 |
13,262 |
12,888 |
374 |
2.8% |
125 |
0.9% |
88% |
True |
False |
575 |
20 |
13,262 |
12,888 |
374 |
2.8% |
107 |
0.8% |
88% |
True |
False |
315 |
40 |
13,262 |
12,351 |
911 |
6.9% |
116 |
0.9% |
95% |
True |
False |
168 |
60 |
13,262 |
12,323 |
939 |
7.1% |
108 |
0.8% |
95% |
True |
False |
114 |
80 |
13,262 |
11,913 |
1,349 |
10.2% |
96 |
0.7% |
97% |
True |
False |
86 |
100 |
13,262 |
11,913 |
1,349 |
10.2% |
84 |
0.6% |
97% |
True |
False |
70 |
120 |
13,262 |
11,913 |
1,349 |
10.2% |
74 |
0.6% |
97% |
True |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,615 |
2.618 |
13,479 |
1.618 |
13,396 |
1.000 |
13,345 |
0.618 |
13,313 |
HIGH |
13,262 |
0.618 |
13,230 |
0.500 |
13,221 |
0.382 |
13,211 |
LOW |
13,179 |
0.618 |
13,128 |
1.000 |
13,096 |
1.618 |
13,045 |
2.618 |
12,962 |
4.250 |
12,826 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,221 |
13,175 |
PP |
13,219 |
13,133 |
S1 |
13,218 |
13,092 |
|