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 |
1,431.50 |
1,450.00 |
18.50 |
1.3% |
1,430.00 |
High |
1,457.25 |
1,468.00 |
10.75 |
0.7% |
1,468.00 |
Low |
1,428.00 |
1,449.50 |
21.50 |
1.5% |
1,414.50 |
Close |
1,450.50 |
1,459.00 |
8.50 |
0.6% |
1,459.00 |
Range |
29.25 |
18.50 |
-10.75 |
-36.8% |
53.50 |
ATR |
14.58 |
14.86 |
0.28 |
1.9% |
0.00 |
Volume |
1,355,960 |
2,463,875 |
1,107,915 |
81.7% |
4,380,993 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.25 |
1,505.25 |
1,469.25 |
|
R3 |
1,495.75 |
1,486.75 |
1,464.00 |
|
R2 |
1,477.25 |
1,477.25 |
1,462.50 |
|
R1 |
1,468.25 |
1,468.25 |
1,460.75 |
1,472.75 |
PP |
1,458.75 |
1,458.75 |
1,458.75 |
1,461.00 |
S1 |
1,449.75 |
1,449.75 |
1,457.25 |
1,454.25 |
S2 |
1,440.25 |
1,440.25 |
1,455.50 |
|
S3 |
1,421.75 |
1,431.25 |
1,454.00 |
|
S4 |
1,403.25 |
1,412.75 |
1,448.75 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.75 |
1,586.75 |
1,488.50 |
|
R3 |
1,554.25 |
1,533.25 |
1,473.75 |
|
R2 |
1,500.75 |
1,500.75 |
1,468.75 |
|
R1 |
1,479.75 |
1,479.75 |
1,464.00 |
1,490.25 |
PP |
1,447.25 |
1,447.25 |
1,447.25 |
1,452.50 |
S1 |
1,426.25 |
1,426.25 |
1,454.00 |
1,436.75 |
S2 |
1,393.75 |
1,393.75 |
1,449.25 |
|
S3 |
1,340.25 |
1,372.75 |
1,444.25 |
|
S4 |
1,286.75 |
1,319.25 |
1,429.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,468.00 |
1,414.50 |
53.50 |
3.7% |
17.25 |
1.2% |
83% |
True |
False |
876,198 |
10 |
1,468.00 |
1,387.50 |
80.50 |
5.5% |
15.25 |
1.0% |
89% |
True |
False |
450,519 |
20 |
1,468.00 |
1,387.50 |
80.50 |
5.5% |
13.75 |
0.9% |
89% |
True |
False |
226,969 |
40 |
1,468.00 |
1,314.25 |
153.75 |
10.5% |
15.00 |
1.0% |
94% |
True |
False |
114,654 |
60 |
1,468.00 |
1,296.00 |
172.00 |
11.8% |
16.00 |
1.1% |
95% |
True |
False |
77,027 |
80 |
1,468.00 |
1,250.00 |
218.00 |
14.9% |
16.75 |
1.2% |
96% |
True |
False |
57,968 |
100 |
1,468.00 |
1,250.00 |
218.00 |
14.9% |
16.50 |
1.1% |
96% |
True |
False |
46,448 |
120 |
1,468.00 |
1,250.00 |
218.00 |
14.9% |
15.25 |
1.0% |
96% |
True |
False |
38,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,546.50 |
2.618 |
1,516.50 |
1.618 |
1,498.00 |
1.000 |
1,486.50 |
0.618 |
1,479.50 |
HIGH |
1,468.00 |
0.618 |
1,461.00 |
0.500 |
1,458.75 |
0.382 |
1,456.50 |
LOW |
1,449.50 |
0.618 |
1,438.00 |
1.000 |
1,431.00 |
1.618 |
1,419.50 |
2.618 |
1,401.00 |
4.250 |
1,371.00 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,459.00 |
1,454.25 |
PP |
1,458.75 |
1,449.50 |
S1 |
1,458.75 |
1,444.75 |
|