Trading Metrics calculated at close of trading on 18-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,588.57 |
13,552.33 |
-36.24 |
-0.3% |
13,308.56 |
High |
13,593.15 |
13,582.12 |
-11.03 |
-0.1% |
13,653.24 |
Low |
13,526.67 |
13,517.81 |
-8.86 |
-0.1% |
13,251.39 |
Close |
13,553.10 |
13,564.64 |
11.54 |
0.1% |
13,593.37 |
Range |
66.48 |
64.31 |
-2.17 |
-3.3% |
401.85 |
ATR |
114.03 |
110.48 |
-3.55 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,747.79 |
13,720.52 |
13,600.01 |
|
R3 |
13,683.48 |
13,656.21 |
13,582.33 |
|
R2 |
13,619.17 |
13,619.17 |
13,576.43 |
|
R1 |
13,591.90 |
13,591.90 |
13,570.54 |
13,605.54 |
PP |
13,554.86 |
13,554.86 |
13,554.86 |
13,561.67 |
S1 |
13,527.59 |
13,527.59 |
13,558.74 |
13,541.23 |
S2 |
13,490.55 |
13,490.55 |
13,552.85 |
|
S3 |
13,426.24 |
13,463.28 |
13,546.95 |
|
S4 |
13,361.93 |
13,398.97 |
13,529.27 |
|
|
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 |
13,317.52 |
335.72 |
2.5% |
110.88 |
0.8% |
74% |
False |
False |
|
10 |
13,653.24 |
13,018.74 |
634.50 |
4.7% |
110.85 |
0.8% |
86% |
False |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
109.40 |
0.8% |
87% |
False |
False |
|
40 |
13,653.24 |
12,521.84 |
1,131.40 |
8.3% |
115.27 |
0.8% |
92% |
False |
False |
|
60 |
13,653.24 |
12,450.17 |
1,203.07 |
8.9% |
127.85 |
0.9% |
93% |
False |
False |
|
80 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
137.52 |
1.0% |
95% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
137.09 |
1.0% |
95% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
138.02 |
1.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,855.44 |
2.618 |
13,750.48 |
1.618 |
13,686.17 |
1.000 |
13,646.43 |
0.618 |
13,621.86 |
HIGH |
13,582.12 |
0.618 |
13,557.55 |
0.500 |
13,549.97 |
0.382 |
13,542.38 |
LOW |
13,517.81 |
0.618 |
13,478.07 |
1.000 |
13,453.50 |
1.618 |
13,413.76 |
2.618 |
13,349.45 |
4.250 |
13,244.49 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,559.75 |
13,585.53 |
PP |
13,554.86 |
13,578.56 |
S1 |
13,549.97 |
13,571.60 |
|