Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,150 |
13,218 |
68 |
0.5% |
12,950 |
High |
13,271 |
13,297 |
26 |
0.2% |
13,262 |
Low |
13,118 |
13,209 |
91 |
0.7% |
12,888 |
Close |
13,215 |
13,284 |
69 |
0.5% |
13,216 |
Range |
153 |
88 |
-65 |
-42.5% |
374 |
ATR |
121 |
118 |
-2 |
-1.9% |
0 |
Volume |
3,919 |
14,075 |
10,156 |
259.1% |
4,842 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,527 |
13,494 |
13,333 |
|
R3 |
13,439 |
13,406 |
13,308 |
|
R2 |
13,351 |
13,351 |
13,300 |
|
R1 |
13,318 |
13,318 |
13,292 |
13,335 |
PP |
13,263 |
13,263 |
13,263 |
13,272 |
S1 |
13,230 |
13,230 |
13,276 |
13,247 |
S2 |
13,175 |
13,175 |
13,268 |
|
S3 |
13,087 |
13,142 |
13,260 |
|
S4 |
12,999 |
13,054 |
13,236 |
|
|
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 |
13,297 |
12,966 |
331 |
2.5% |
129 |
1.0% |
96% |
True |
False |
4,878 |
10 |
13,297 |
12,888 |
409 |
3.1% |
127 |
1.0% |
97% |
True |
False |
2,614 |
20 |
13,297 |
12,888 |
409 |
3.1% |
110 |
0.8% |
97% |
True |
False |
1,343 |
40 |
13,297 |
12,351 |
946 |
7.1% |
115 |
0.9% |
99% |
True |
False |
684 |
60 |
13,297 |
12,323 |
974 |
7.3% |
109 |
0.8% |
99% |
True |
False |
459 |
80 |
13,297 |
11,913 |
1,384 |
10.4% |
95 |
0.7% |
99% |
True |
False |
345 |
100 |
13,297 |
11,913 |
1,384 |
10.4% |
87 |
0.7% |
99% |
True |
False |
276 |
120 |
13,297 |
11,913 |
1,384 |
10.4% |
76 |
0.6% |
99% |
True |
False |
232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,671 |
2.618 |
13,528 |
1.618 |
13,440 |
1.000 |
13,385 |
0.618 |
13,352 |
HIGH |
13,297 |
0.618 |
13,264 |
0.500 |
13,253 |
0.382 |
13,243 |
LOW |
13,209 |
0.618 |
13,155 |
1.000 |
13,121 |
1.618 |
13,067 |
2.618 |
12,979 |
4.250 |
12,835 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,274 |
13,259 |
PP |
13,263 |
13,233 |
S1 |
13,253 |
13,208 |
|