Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,540.40 |
13,588.57 |
48.17 |
0.4% |
13,308.56 |
High |
13,653.24 |
13,593.15 |
-60.09 |
-0.4% |
13,653.24 |
Low |
13,533.94 |
13,526.67 |
-7.27 |
-0.1% |
13,251.39 |
Close |
13,593.37 |
13,553.10 |
-40.27 |
-0.3% |
13,593.37 |
Range |
119.30 |
66.48 |
-52.82 |
-44.3% |
401.85 |
ATR |
117.68 |
114.03 |
-3.64 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,757.08 |
13,721.57 |
13,589.66 |
|
R3 |
13,690.60 |
13,655.09 |
13,571.38 |
|
R2 |
13,624.12 |
13,624.12 |
13,565.29 |
|
R1 |
13,588.61 |
13,588.61 |
13,559.19 |
13,573.13 |
PP |
13,557.64 |
13,557.64 |
13,557.64 |
13,549.90 |
S1 |
13,522.13 |
13,522.13 |
13,547.01 |
13,506.65 |
S2 |
13,491.16 |
13,491.16 |
13,540.91 |
|
S3 |
13,424.68 |
13,455.65 |
13,534.82 |
|
S4 |
13,358.20 |
13,389.17 |
13,516.54 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,704.88 |
14,550.98 |
13,814.39 |
|
R3 |
14,303.03 |
14,149.13 |
13,703.88 |
|
R2 |
13,901.18 |
13,901.18 |
13,667.04 |
|
R1 |
13,747.28 |
13,747.28 |
13,630.21 |
13,824.23 |
PP |
13,499.33 |
13,499.33 |
13,499.33 |
13,537.81 |
S1 |
13,345.43 |
13,345.43 |
13,556.53 |
13,422.38 |
S2 |
13,097.48 |
13,097.48 |
13,519.70 |
|
S3 |
12,695.63 |
12,943.58 |
13,482.86 |
|
S4 |
12,293.78 |
12,541.73 |
13,372.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,653.24 |
13,253.21 |
400.03 |
3.0% |
118.25 |
0.9% |
75% |
False |
False |
|
10 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
115.95 |
0.9% |
85% |
False |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
108.49 |
0.8% |
85% |
False |
False |
|
40 |
13,653.24 |
12,521.84 |
1,131.40 |
8.3% |
119.59 |
0.9% |
91% |
False |
False |
|
60 |
13,653.24 |
12,450.17 |
1,203.07 |
8.9% |
128.43 |
0.9% |
92% |
False |
False |
|
80 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
138.22 |
1.0% |
94% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
137.96 |
1.0% |
94% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
138.68 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,875.69 |
2.618 |
13,767.19 |
1.618 |
13,700.71 |
1.000 |
13,659.63 |
0.618 |
13,634.23 |
HIGH |
13,593.15 |
0.618 |
13,567.75 |
0.500 |
13,559.91 |
0.382 |
13,552.07 |
LOW |
13,526.67 |
0.618 |
13,485.59 |
1.000 |
13,460.19 |
1.618 |
13,419.11 |
2.618 |
13,352.63 |
4.250 |
13,244.13 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,559.91 |
13,531.79 |
PP |
13,557.64 |
13,510.48 |
S1 |
13,555.37 |
13,489.18 |
|