Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,218 |
13,273 |
55 |
0.4% |
12,950 |
High |
13,297 |
13,496 |
199 |
1.5% |
13,262 |
Low |
13,209 |
13,248 |
39 |
0.3% |
12,888 |
Close |
13,284 |
13,445 |
161 |
1.2% |
13,216 |
Range |
88 |
248 |
160 |
181.8% |
374 |
ATR |
118 |
128 |
9 |
7.8% |
0 |
Volume |
14,075 |
34,364 |
20,289 |
144.1% |
4,842 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,140 |
14,041 |
13,582 |
|
R3 |
13,892 |
13,793 |
13,513 |
|
R2 |
13,644 |
13,644 |
13,491 |
|
R1 |
13,545 |
13,545 |
13,468 |
13,595 |
PP |
13,396 |
13,396 |
13,396 |
13,421 |
S1 |
13,297 |
13,297 |
13,422 |
13,347 |
S2 |
13,148 |
13,148 |
13,400 |
|
S3 |
12,900 |
13,049 |
13,377 |
|
S4 |
12,652 |
12,801 |
13,309 |
|
|
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 |
13,496 |
13,118 |
378 |
2.8% |
131 |
1.0% |
87% |
True |
False |
11,419 |
10 |
13,496 |
12,888 |
608 |
4.5% |
146 |
1.1% |
92% |
True |
False |
6,045 |
20 |
13,496 |
12,888 |
608 |
4.5% |
121 |
0.9% |
92% |
True |
False |
3,057 |
40 |
13,496 |
12,351 |
1,145 |
8.5% |
118 |
0.9% |
96% |
True |
False |
1,543 |
60 |
13,496 |
12,323 |
1,173 |
8.7% |
111 |
0.8% |
96% |
True |
False |
1,032 |
80 |
13,496 |
11,913 |
1,583 |
11.8% |
98 |
0.7% |
97% |
True |
False |
774 |
100 |
13,496 |
11,913 |
1,583 |
11.8% |
90 |
0.7% |
97% |
True |
False |
620 |
120 |
13,496 |
11,913 |
1,583 |
11.8% |
79 |
0.6% |
97% |
True |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,550 |
2.618 |
14,145 |
1.618 |
13,897 |
1.000 |
13,744 |
0.618 |
13,649 |
HIGH |
13,496 |
0.618 |
13,401 |
0.500 |
13,372 |
0.382 |
13,343 |
LOW |
13,248 |
0.618 |
13,095 |
1.000 |
13,000 |
1.618 |
12,847 |
2.618 |
12,599 |
4.250 |
12,194 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,421 |
13,399 |
PP |
13,396 |
13,353 |
S1 |
13,372 |
13,307 |
|