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 |
1,736.8 |
1,774.0 |
37.2 |
2.1% |
1,742.1 |
High |
1,776.0 |
1,782.2 |
6.2 |
0.3% |
1,782.2 |
Low |
1,718.0 |
1,771.7 |
53.7 |
3.1% |
1,718.0 |
Close |
1,774.4 |
1,775.1 |
0.7 |
0.0% |
1,775.1 |
Range |
58.0 |
10.5 |
-47.5 |
-81.9% |
64.2 |
ATR |
21.5 |
20.7 |
-0.8 |
-3.6% |
0.0 |
Volume |
4,615 |
5,270 |
655 |
14.2% |
17,213 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.8 |
1,802.0 |
1,780.9 |
|
R3 |
1,797.3 |
1,791.5 |
1,778.0 |
|
R2 |
1,786.8 |
1,786.8 |
1,777.0 |
|
R1 |
1,781.0 |
1,781.0 |
1,776.1 |
1,783.9 |
PP |
1,776.3 |
1,776.3 |
1,776.3 |
1,777.8 |
S1 |
1,770.5 |
1,770.5 |
1,774.1 |
1,773.4 |
S2 |
1,765.8 |
1,765.8 |
1,773.2 |
|
S3 |
1,755.3 |
1,760.0 |
1,772.2 |
|
S4 |
1,744.8 |
1,749.5 |
1,769.3 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.0 |
1,927.3 |
1,810.4 |
|
R3 |
1,886.8 |
1,863.1 |
1,792.8 |
|
R2 |
1,822.6 |
1,822.6 |
1,786.9 |
|
R1 |
1,798.9 |
1,798.9 |
1,781.0 |
1,810.8 |
PP |
1,758.4 |
1,758.4 |
1,758.4 |
1,764.4 |
S1 |
1,734.7 |
1,734.7 |
1,769.2 |
1,746.6 |
S2 |
1,694.2 |
1,694.2 |
1,763.3 |
|
S3 |
1,630.0 |
1,670.5 |
1,757.4 |
|
S4 |
1,565.8 |
1,606.3 |
1,739.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,782.2 |
1,718.0 |
64.2 |
3.6% |
22.9 |
1.3% |
89% |
True |
False |
3,442 |
10 |
1,782.2 |
1,651.9 |
130.3 |
7.3% |
24.5 |
1.4% |
95% |
True |
False |
2,454 |
20 |
1,782.2 |
1,616.6 |
165.6 |
9.3% |
19.3 |
1.1% |
96% |
True |
False |
1,799 |
40 |
1,782.2 |
1,569.9 |
212.3 |
12.0% |
16.8 |
0.9% |
97% |
True |
False |
1,454 |
60 |
1,782.2 |
1,556.3 |
225.9 |
12.7% |
17.7 |
1.0% |
97% |
True |
False |
1,222 |
80 |
1,782.2 |
1,540.0 |
242.2 |
13.6% |
18.9 |
1.1% |
97% |
True |
False |
1,139 |
100 |
1,782.2 |
1,538.1 |
244.1 |
13.8% |
17.9 |
1.0% |
97% |
True |
False |
1,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.8 |
2.618 |
1,809.7 |
1.618 |
1,799.2 |
1.000 |
1,792.7 |
0.618 |
1,788.7 |
HIGH |
1,782.2 |
0.618 |
1,778.2 |
0.500 |
1,777.0 |
0.382 |
1,775.7 |
LOW |
1,771.7 |
0.618 |
1,765.2 |
1.000 |
1,761.2 |
1.618 |
1,754.7 |
2.618 |
1,744.2 |
4.250 |
1,727.1 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,777.0 |
1,766.8 |
PP |
1,776.3 |
1,758.4 |
S1 |
1,775.7 |
1,750.1 |
|