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 |
1,423.75 |
1,430.00 |
6.25 |
0.4% |
1,398.75 |
High |
1,431.75 |
1,431.00 |
-0.75 |
-0.1% |
1,431.75 |
Low |
1,423.25 |
1,419.25 |
-4.00 |
-0.3% |
1,387.50 |
Close |
1,431.25 |
1,419.50 |
-11.75 |
-0.8% |
1,431.25 |
Range |
8.50 |
11.75 |
3.25 |
38.2% |
44.25 |
ATR |
13.54 |
13.43 |
-0.11 |
-0.8% |
0.00 |
Volume |
29,575 |
78,916 |
49,341 |
166.8% |
124,203 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.50 |
1,450.75 |
1,426.00 |
|
R3 |
1,446.75 |
1,439.00 |
1,422.75 |
|
R2 |
1,435.00 |
1,435.00 |
1,421.75 |
|
R1 |
1,427.25 |
1,427.25 |
1,420.50 |
1,425.25 |
PP |
1,423.25 |
1,423.25 |
1,423.25 |
1,422.25 |
S1 |
1,415.50 |
1,415.50 |
1,418.50 |
1,413.50 |
S2 |
1,411.50 |
1,411.50 |
1,417.25 |
|
S3 |
1,399.75 |
1,403.75 |
1,416.25 |
|
S4 |
1,388.00 |
1,392.00 |
1,413.00 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.50 |
1,534.75 |
1,455.50 |
|
R3 |
1,505.25 |
1,490.50 |
1,443.50 |
|
R2 |
1,461.00 |
1,461.00 |
1,439.25 |
|
R1 |
1,446.25 |
1,446.25 |
1,435.25 |
1,453.50 |
PP |
1,416.75 |
1,416.75 |
1,416.75 |
1,420.50 |
S1 |
1,402.00 |
1,402.00 |
1,427.25 |
1,409.50 |
S2 |
1,372.50 |
1,372.50 |
1,423.25 |
|
S3 |
1,328.25 |
1,357.75 |
1,419.00 |
|
S4 |
1,284.00 |
1,313.50 |
1,407.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,431.75 |
1,387.50 |
44.25 |
3.1% |
14.75 |
1.0% |
72% |
False |
False |
39,262 |
10 |
1,431.75 |
1,387.50 |
44.25 |
3.1% |
12.25 |
0.9% |
72% |
False |
False |
21,620 |
20 |
1,431.75 |
1,387.50 |
44.25 |
3.1% |
12.00 |
0.8% |
72% |
False |
False |
12,557 |
40 |
1,431.75 |
1,314.25 |
117.50 |
8.3% |
14.75 |
1.0% |
90% |
False |
False |
7,280 |
60 |
1,431.75 |
1,296.00 |
135.75 |
9.6% |
16.25 |
1.1% |
91% |
False |
False |
5,418 |
80 |
1,431.75 |
1,250.00 |
181.75 |
12.8% |
16.75 |
1.2% |
93% |
False |
False |
4,214 |
100 |
1,431.75 |
1,250.00 |
181.75 |
12.8% |
16.00 |
1.1% |
93% |
False |
False |
3,440 |
120 |
1,431.75 |
1,250.00 |
181.75 |
12.8% |
15.00 |
1.1% |
93% |
False |
False |
2,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,481.00 |
2.618 |
1,461.75 |
1.618 |
1,450.00 |
1.000 |
1,442.75 |
0.618 |
1,438.25 |
HIGH |
1,431.00 |
0.618 |
1,426.50 |
0.500 |
1,425.00 |
0.382 |
1,423.75 |
LOW |
1,419.25 |
0.618 |
1,412.00 |
1.000 |
1,407.50 |
1.618 |
1,400.25 |
2.618 |
1,388.50 |
4.250 |
1,369.25 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,425.00 |
1,417.75 |
PP |
1,423.25 |
1,416.00 |
S1 |
1,421.50 |
1,414.25 |
|