Trading Metrics calculated at close of trading on 11-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,210 |
13,150 |
-60 |
-0.5% |
12,950 |
High |
13,238 |
13,271 |
33 |
0.2% |
13,262 |
Low |
13,157 |
13,118 |
-39 |
-0.3% |
12,888 |
Close |
13,157 |
13,215 |
58 |
0.4% |
13,216 |
Range |
81 |
153 |
72 |
88.9% |
374 |
ATR |
118 |
121 |
2 |
2.1% |
0 |
Volume |
2,705 |
3,919 |
1,214 |
44.9% |
4,842 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,660 |
13,591 |
13,299 |
|
R3 |
13,507 |
13,438 |
13,257 |
|
R2 |
13,354 |
13,354 |
13,243 |
|
R1 |
13,285 |
13,285 |
13,229 |
13,320 |
PP |
13,201 |
13,201 |
13,201 |
13,219 |
S1 |
13,132 |
13,132 |
13,201 |
13,167 |
S2 |
13,048 |
13,048 |
13,187 |
|
S3 |
12,895 |
12,979 |
13,173 |
|
S4 |
12,742 |
12,826 |
13,131 |
|
|
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 |
13,271 |
12,922 |
349 |
2.6% |
128 |
1.0% |
84% |
True |
False |
2,111 |
10 |
13,271 |
12,888 |
383 |
2.9% |
125 |
0.9% |
85% |
True |
False |
1,222 |
20 |
13,271 |
12,888 |
383 |
2.9% |
109 |
0.8% |
85% |
True |
False |
642 |
40 |
13,271 |
12,351 |
920 |
7.0% |
117 |
0.9% |
94% |
True |
False |
333 |
60 |
13,271 |
12,323 |
948 |
7.2% |
110 |
0.8% |
94% |
True |
False |
225 |
80 |
13,271 |
11,913 |
1,358 |
10.3% |
95 |
0.7% |
96% |
True |
False |
169 |
100 |
13,271 |
11,913 |
1,358 |
10.3% |
87 |
0.7% |
96% |
True |
False |
136 |
120 |
13,271 |
11,913 |
1,358 |
10.3% |
76 |
0.6% |
96% |
True |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,921 |
2.618 |
13,672 |
1.618 |
13,519 |
1.000 |
13,424 |
0.618 |
13,366 |
HIGH |
13,271 |
0.618 |
13,213 |
0.500 |
13,195 |
0.382 |
13,177 |
LOW |
13,118 |
0.618 |
13,024 |
1.000 |
12,965 |
1.618 |
12,871 |
2.618 |
12,718 |
4.250 |
12,468 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,208 |
13,208 |
PP |
13,201 |
13,201 |
S1 |
13,195 |
13,195 |
|