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 |
1,419.00 |
1,423.25 |
4.25 |
0.3% |
1,398.75 |
High |
1,430.25 |
1,433.00 |
2.75 |
0.2% |
1,431.75 |
Low |
1,414.50 |
1,421.50 |
7.00 |
0.5% |
1,387.50 |
Close |
1,423.50 |
1,432.50 |
9.00 |
0.6% |
1,431.25 |
Range |
15.75 |
11.50 |
-4.25 |
-27.0% |
44.25 |
ATR |
13.60 |
13.45 |
-0.15 |
-1.1% |
0.00 |
Volume |
193,840 |
288,402 |
94,562 |
48.8% |
124,203 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,463.50 |
1,459.50 |
1,438.75 |
|
R3 |
1,452.00 |
1,448.00 |
1,435.75 |
|
R2 |
1,440.50 |
1,440.50 |
1,434.50 |
|
R1 |
1,436.50 |
1,436.50 |
1,433.50 |
1,438.50 |
PP |
1,429.00 |
1,429.00 |
1,429.00 |
1,430.00 |
S1 |
1,425.00 |
1,425.00 |
1,431.50 |
1,427.00 |
S2 |
1,417.50 |
1,417.50 |
1,430.50 |
|
S3 |
1,406.00 |
1,413.50 |
1,429.25 |
|
S4 |
1,394.50 |
1,402.00 |
1,426.25 |
|
|
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 |
1,433.00 |
1,396.75 |
36.25 |
2.5% |
15.25 |
1.1% |
99% |
True |
False |
127,983 |
10 |
1,433.00 |
1,387.50 |
45.50 |
3.2% |
13.25 |
0.9% |
99% |
True |
False |
69,524 |
20 |
1,433.00 |
1,387.50 |
45.50 |
3.2% |
12.50 |
0.9% |
99% |
True |
False |
36,250 |
40 |
1,433.00 |
1,314.25 |
118.75 |
8.3% |
14.50 |
1.0% |
100% |
True |
False |
19,252 |
60 |
1,433.00 |
1,296.00 |
137.00 |
9.6% |
16.00 |
1.1% |
100% |
True |
False |
13,400 |
80 |
1,433.00 |
1,250.00 |
183.00 |
12.8% |
16.75 |
1.2% |
100% |
True |
False |
10,224 |
100 |
1,433.00 |
1,250.00 |
183.00 |
12.8% |
16.25 |
1.1% |
100% |
True |
False |
8,262 |
120 |
1,433.00 |
1,250.00 |
183.00 |
12.8% |
15.00 |
1.0% |
100% |
True |
False |
6,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,482.00 |
2.618 |
1,463.00 |
1.618 |
1,451.50 |
1.000 |
1,444.50 |
0.618 |
1,440.00 |
HIGH |
1,433.00 |
0.618 |
1,428.50 |
0.500 |
1,427.25 |
0.382 |
1,426.00 |
LOW |
1,421.50 |
0.618 |
1,414.50 |
1.000 |
1,410.00 |
1.618 |
1,403.00 |
2.618 |
1,391.50 |
4.250 |
1,372.50 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,430.75 |
1,429.50 |
PP |
1,429.00 |
1,426.75 |
S1 |
1,427.25 |
1,423.75 |
|