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 |
1,703.0 |
1,742.1 |
39.1 |
2.3% |
1,696.2 |
High |
1,744.5 |
1,744.5 |
0.0 |
0.0% |
1,744.5 |
Low |
1,694.0 |
1,730.0 |
36.0 |
2.1% |
1,691.7 |
Close |
1,742.8 |
1,734.1 |
-8.7 |
-0.5% |
1,742.8 |
Range |
50.5 |
14.5 |
-36.0 |
-71.3% |
52.8 |
ATR |
19.5 |
19.1 |
-0.4 |
-1.8% |
0.0 |
Volume |
2,236 |
1,531 |
-705 |
-31.5% |
6,675 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,779.7 |
1,771.4 |
1,742.1 |
|
R3 |
1,765.2 |
1,756.9 |
1,738.1 |
|
R2 |
1,750.7 |
1,750.7 |
1,736.8 |
|
R1 |
1,742.4 |
1,742.4 |
1,735.4 |
1,739.3 |
PP |
1,736.2 |
1,736.2 |
1,736.2 |
1,734.7 |
S1 |
1,727.9 |
1,727.9 |
1,732.8 |
1,724.8 |
S2 |
1,721.7 |
1,721.7 |
1,731.4 |
|
S3 |
1,707.2 |
1,713.4 |
1,730.1 |
|
S4 |
1,692.7 |
1,698.9 |
1,726.1 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.7 |
1,866.6 |
1,771.8 |
|
R3 |
1,831.9 |
1,813.8 |
1,757.3 |
|
R2 |
1,779.1 |
1,779.1 |
1,752.5 |
|
R1 |
1,761.0 |
1,761.0 |
1,747.6 |
1,770.1 |
PP |
1,726.3 |
1,726.3 |
1,726.3 |
1,730.9 |
S1 |
1,708.2 |
1,708.2 |
1,738.0 |
1,717.3 |
S2 |
1,673.5 |
1,673.5 |
1,733.1 |
|
S3 |
1,620.7 |
1,655.4 |
1,728.3 |
|
S4 |
1,567.9 |
1,602.6 |
1,713.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,744.5 |
1,691.7 |
52.8 |
3.0% |
20.1 |
1.2% |
80% |
True |
False |
1,641 |
10 |
1,744.5 |
1,651.9 |
92.6 |
5.3% |
19.7 |
1.1% |
89% |
True |
False |
1,233 |
20 |
1,744.5 |
1,598.0 |
146.5 |
8.4% |
17.4 |
1.0% |
93% |
True |
False |
1,271 |
40 |
1,744.5 |
1,569.9 |
174.6 |
10.1% |
15.6 |
0.9% |
94% |
True |
False |
1,134 |
60 |
1,744.5 |
1,556.3 |
188.2 |
10.9% |
17.1 |
1.0% |
94% |
True |
False |
994 |
80 |
1,744.5 |
1,540.0 |
204.5 |
11.8% |
18.7 |
1.1% |
95% |
True |
False |
1,022 |
100 |
1,744.5 |
1,538.1 |
206.4 |
11.9% |
17.3 |
1.0% |
95% |
True |
False |
1,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,806.1 |
2.618 |
1,782.5 |
1.618 |
1,768.0 |
1.000 |
1,759.0 |
0.618 |
1,753.5 |
HIGH |
1,744.5 |
0.618 |
1,739.0 |
0.500 |
1,737.3 |
0.382 |
1,735.5 |
LOW |
1,730.0 |
0.618 |
1,721.0 |
1.000 |
1,715.5 |
1.618 |
1,706.5 |
2.618 |
1,692.0 |
4.250 |
1,668.4 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,737.3 |
1,729.2 |
PP |
1,736.2 |
1,724.2 |
S1 |
1,735.2 |
1,719.3 |
|