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 |
13,201 |
13,210 |
9 |
0.1% |
12,950 |
High |
13,262 |
13,238 |
-24 |
-0.2% |
13,262 |
Low |
13,179 |
13,157 |
-22 |
-0.2% |
12,888 |
Close |
13,216 |
13,157 |
-59 |
-0.4% |
13,216 |
Range |
83 |
81 |
-2 |
-2.4% |
374 |
ATR |
121 |
118 |
-3 |
-2.4% |
0 |
Volume |
2,032 |
2,705 |
673 |
33.1% |
4,842 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,427 |
13,373 |
13,202 |
|
R3 |
13,346 |
13,292 |
13,179 |
|
R2 |
13,265 |
13,265 |
13,172 |
|
R1 |
13,211 |
13,211 |
13,165 |
13,198 |
PP |
13,184 |
13,184 |
13,184 |
13,177 |
S1 |
13,130 |
13,130 |
13,150 |
13,117 |
S2 |
13,103 |
13,103 |
13,142 |
|
S3 |
13,022 |
13,049 |
13,135 |
|
S4 |
12,941 |
12,968 |
13,113 |
|
|
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% |
128 |
1.0% |
72% |
False |
False |
1,509 |
10 |
13,262 |
12,888 |
374 |
2.8% |
117 |
0.9% |
72% |
False |
False |
839 |
20 |
13,262 |
12,888 |
374 |
2.8% |
105 |
0.8% |
72% |
False |
False |
447 |
40 |
13,262 |
12,351 |
911 |
6.9% |
115 |
0.9% |
88% |
False |
False |
235 |
60 |
13,262 |
12,323 |
939 |
7.1% |
108 |
0.8% |
89% |
False |
False |
159 |
80 |
13,262 |
11,913 |
1,349 |
10.3% |
96 |
0.7% |
92% |
False |
False |
120 |
100 |
13,262 |
11,913 |
1,349 |
10.3% |
85 |
0.6% |
92% |
False |
False |
97 |
120 |
13,262 |
11,913 |
1,349 |
10.3% |
74 |
0.6% |
92% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,582 |
2.618 |
13,450 |
1.618 |
13,369 |
1.000 |
13,319 |
0.618 |
13,288 |
HIGH |
13,238 |
0.618 |
13,207 |
0.500 |
13,198 |
0.382 |
13,188 |
LOW |
13,157 |
0.618 |
13,107 |
1.000 |
13,076 |
1.618 |
13,026 |
2.618 |
12,945 |
4.250 |
12,813 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,198 |
13,143 |
PP |
13,184 |
13,128 |
S1 |
13,171 |
13,114 |
|