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 |
1,430.00 |
1,419.00 |
-11.00 |
-0.8% |
1,398.75 |
High |
1,431.00 |
1,430.25 |
-0.75 |
-0.1% |
1,431.75 |
Low |
1,419.25 |
1,414.50 |
-4.75 |
-0.3% |
1,387.50 |
Close |
1,419.50 |
1,423.50 |
4.00 |
0.3% |
1,431.25 |
Range |
11.75 |
15.75 |
4.00 |
34.0% |
44.25 |
ATR |
13.43 |
13.60 |
0.17 |
1.2% |
0.00 |
Volume |
78,916 |
193,840 |
114,924 |
145.6% |
124,203 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.00 |
1,462.50 |
1,432.25 |
|
R3 |
1,454.25 |
1,446.75 |
1,427.75 |
|
R2 |
1,438.50 |
1,438.50 |
1,426.50 |
|
R1 |
1,431.00 |
1,431.00 |
1,425.00 |
1,434.75 |
PP |
1,422.75 |
1,422.75 |
1,422.75 |
1,424.50 |
S1 |
1,415.25 |
1,415.25 |
1,422.00 |
1,419.00 |
S2 |
1,407.00 |
1,407.00 |
1,420.50 |
|
S3 |
1,391.25 |
1,399.50 |
1,419.25 |
|
S4 |
1,375.50 |
1,383.75 |
1,414.75 |
|
|
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 |
1,390.25 |
41.50 |
2.9% |
15.00 |
1.1% |
80% |
False |
False |
72,332 |
10 |
1,431.75 |
1,387.50 |
44.25 |
3.1% |
13.00 |
0.9% |
81% |
False |
False |
40,886 |
20 |
1,431.75 |
1,387.50 |
44.25 |
3.1% |
12.25 |
0.9% |
81% |
False |
False |
22,015 |
40 |
1,431.75 |
1,314.25 |
117.50 |
8.3% |
14.50 |
1.0% |
93% |
False |
False |
12,091 |
60 |
1,431.75 |
1,296.00 |
135.75 |
9.5% |
16.00 |
1.1% |
94% |
False |
False |
8,617 |
80 |
1,431.75 |
1,250.00 |
181.75 |
12.8% |
16.75 |
1.2% |
95% |
False |
False |
6,633 |
100 |
1,431.75 |
1,250.00 |
181.75 |
12.8% |
16.00 |
1.1% |
95% |
False |
False |
5,378 |
120 |
1,431.75 |
1,250.00 |
181.75 |
12.8% |
15.00 |
1.1% |
95% |
False |
False |
4,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,497.25 |
2.618 |
1,471.50 |
1.618 |
1,455.75 |
1.000 |
1,446.00 |
0.618 |
1,440.00 |
HIGH |
1,430.25 |
0.618 |
1,424.25 |
0.500 |
1,422.50 |
0.382 |
1,420.50 |
LOW |
1,414.50 |
0.618 |
1,404.75 |
1.000 |
1,398.75 |
1.618 |
1,389.00 |
2.618 |
1,373.25 |
4.250 |
1,347.50 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,423.00 |
1,423.50 |
PP |
1,422.75 |
1,423.25 |
S1 |
1,422.50 |
1,423.00 |
|