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 |
1,423.25 |
1,431.50 |
8.25 |
0.6% |
1,398.75 |
High |
1,433.00 |
1,457.25 |
24.25 |
1.7% |
1,431.75 |
Low |
1,421.50 |
1,428.00 |
6.50 |
0.5% |
1,387.50 |
Close |
1,432.50 |
1,450.50 |
18.00 |
1.3% |
1,431.25 |
Range |
11.50 |
29.25 |
17.75 |
154.3% |
44.25 |
ATR |
13.45 |
14.58 |
1.13 |
8.4% |
0.00 |
Volume |
288,402 |
1,355,960 |
1,067,558 |
370.2% |
124,203 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.00 |
1,521.00 |
1,466.50 |
|
R3 |
1,503.75 |
1,491.75 |
1,458.50 |
|
R2 |
1,474.50 |
1,474.50 |
1,455.75 |
|
R1 |
1,462.50 |
1,462.50 |
1,453.25 |
1,468.50 |
PP |
1,445.25 |
1,445.25 |
1,445.25 |
1,448.25 |
S1 |
1,433.25 |
1,433.25 |
1,447.75 |
1,439.25 |
S2 |
1,416.00 |
1,416.00 |
1,445.25 |
|
S3 |
1,386.75 |
1,404.00 |
1,442.50 |
|
S4 |
1,357.50 |
1,374.75 |
1,434.50 |
|
|
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 |
1,457.25 |
1,414.50 |
42.75 |
2.9% |
15.25 |
1.1% |
84% |
True |
False |
389,338 |
10 |
1,457.25 |
1,387.50 |
69.75 |
4.8% |
15.00 |
1.0% |
90% |
True |
False |
204,812 |
20 |
1,457.25 |
1,387.50 |
69.75 |
4.8% |
13.25 |
0.9% |
90% |
True |
False |
103,919 |
40 |
1,457.25 |
1,314.25 |
143.00 |
9.9% |
15.00 |
1.0% |
95% |
True |
False |
53,093 |
60 |
1,457.25 |
1,296.00 |
161.25 |
11.1% |
16.25 |
1.1% |
96% |
True |
False |
35,987 |
80 |
1,457.25 |
1,250.00 |
207.25 |
14.3% |
16.75 |
1.2% |
97% |
True |
False |
27,173 |
100 |
1,457.25 |
1,250.00 |
207.25 |
14.3% |
16.25 |
1.1% |
97% |
True |
False |
21,821 |
120 |
1,457.25 |
1,250.00 |
207.25 |
14.3% |
15.00 |
1.0% |
97% |
True |
False |
18,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.50 |
2.618 |
1,533.75 |
1.618 |
1,504.50 |
1.000 |
1,486.50 |
0.618 |
1,475.25 |
HIGH |
1,457.25 |
0.618 |
1,446.00 |
0.500 |
1,442.50 |
0.382 |
1,439.25 |
LOW |
1,428.00 |
0.618 |
1,410.00 |
1.000 |
1,398.75 |
1.618 |
1,380.75 |
2.618 |
1,351.50 |
4.250 |
1,303.75 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,448.00 |
1,445.50 |
PP |
1,445.25 |
1,440.75 |
S1 |
1,442.50 |
1,436.00 |
|