Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,273 |
13,444 |
171 |
1.3% |
13,210 |
High |
13,496 |
13,576 |
80 |
0.6% |
13,576 |
Low |
13,248 |
13,437 |
189 |
1.4% |
13,118 |
Close |
13,445 |
13,518 |
73 |
0.5% |
13,518 |
Range |
248 |
139 |
-109 |
-44.0% |
458 |
ATR |
128 |
129 |
1 |
0.6% |
0 |
Volume |
34,364 |
134,176 |
99,812 |
290.5% |
189,239 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,927 |
13,862 |
13,595 |
|
R3 |
13,788 |
13,723 |
13,556 |
|
R2 |
13,649 |
13,649 |
13,544 |
|
R1 |
13,584 |
13,584 |
13,531 |
13,617 |
PP |
13,510 |
13,510 |
13,510 |
13,527 |
S1 |
13,445 |
13,445 |
13,505 |
13,478 |
S2 |
13,371 |
13,371 |
13,493 |
|
S3 |
13,232 |
13,306 |
13,480 |
|
S4 |
13,093 |
13,167 |
13,442 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,778 |
14,606 |
13,770 |
|
R3 |
14,320 |
14,148 |
13,644 |
|
R2 |
13,862 |
13,862 |
13,602 |
|
R1 |
13,690 |
13,690 |
13,560 |
13,776 |
PP |
13,404 |
13,404 |
13,404 |
13,447 |
S1 |
13,232 |
13,232 |
13,476 |
13,318 |
S2 |
12,946 |
12,946 |
13,434 |
|
S3 |
12,488 |
12,774 |
13,392 |
|
S4 |
12,030 |
12,316 |
13,266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,576 |
13,118 |
458 |
3.4% |
142 |
1.0% |
87% |
True |
False |
37,847 |
10 |
13,576 |
12,888 |
688 |
5.1% |
144 |
1.1% |
92% |
True |
False |
19,454 |
20 |
13,576 |
12,888 |
688 |
5.1% |
124 |
0.9% |
92% |
True |
False |
9,764 |
40 |
13,576 |
12,351 |
1,225 |
9.1% |
121 |
0.9% |
95% |
True |
False |
4,897 |
60 |
13,576 |
12,323 |
1,253 |
9.3% |
113 |
0.8% |
95% |
True |
False |
3,268 |
80 |
13,576 |
11,913 |
1,663 |
12.3% |
98 |
0.7% |
97% |
True |
False |
2,452 |
100 |
13,576 |
11,913 |
1,663 |
12.3% |
91 |
0.7% |
97% |
True |
False |
1,962 |
120 |
13,576 |
11,913 |
1,663 |
12.3% |
80 |
0.6% |
97% |
True |
False |
1,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,167 |
2.618 |
13,940 |
1.618 |
13,801 |
1.000 |
13,715 |
0.618 |
13,662 |
HIGH |
13,576 |
0.618 |
13,523 |
0.500 |
13,507 |
0.382 |
13,490 |
LOW |
13,437 |
0.618 |
13,351 |
1.000 |
13,298 |
1.618 |
13,212 |
2.618 |
13,073 |
4.250 |
12,846 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,514 |
13,476 |
PP |
13,510 |
13,434 |
S1 |
13,507 |
13,393 |
|