Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,552.33 |
13,565.41 |
13.08 |
0.1% |
13,308.56 |
High |
13,582.12 |
13,626.48 |
44.36 |
0.3% |
13,653.24 |
Low |
13,517.81 |
13,556.74 |
38.93 |
0.3% |
13,251.39 |
Close |
13,564.64 |
13,577.96 |
13.32 |
0.1% |
13,593.37 |
Range |
64.31 |
69.74 |
5.43 |
8.4% |
401.85 |
ATR |
110.48 |
107.57 |
-2.91 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,796.28 |
13,756.86 |
13,616.32 |
|
R3 |
13,726.54 |
13,687.12 |
13,597.14 |
|
R2 |
13,656.80 |
13,656.80 |
13,590.75 |
|
R1 |
13,617.38 |
13,617.38 |
13,584.35 |
13,637.09 |
PP |
13,587.06 |
13,587.06 |
13,587.06 |
13,596.92 |
S1 |
13,547.64 |
13,547.64 |
13,571.57 |
13,567.35 |
S2 |
13,517.32 |
13,517.32 |
13,565.17 |
|
S3 |
13,447.58 |
13,477.90 |
13,558.78 |
|
S4 |
13,377.84 |
13,408.16 |
13,539.60 |
|
|
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 |
13,325.11 |
328.13 |
2.4% |
113.61 |
0.8% |
77% |
False |
False |
|
10 |
13,653.24 |
13,045.08 |
608.16 |
4.5% |
110.11 |
0.8% |
88% |
False |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
105.68 |
0.8% |
89% |
False |
False |
|
40 |
13,653.24 |
12,617.62 |
1,035.62 |
7.6% |
111.81 |
0.8% |
93% |
False |
False |
|
60 |
13,653.24 |
12,450.17 |
1,203.07 |
8.9% |
125.98 |
0.9% |
94% |
False |
False |
|
80 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
137.00 |
1.0% |
95% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
137.04 |
1.0% |
95% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
137.61 |
1.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,922.88 |
2.618 |
13,809.06 |
1.618 |
13,739.32 |
1.000 |
13,696.22 |
0.618 |
13,669.58 |
HIGH |
13,626.48 |
0.618 |
13,599.84 |
0.500 |
13,591.61 |
0.382 |
13,583.38 |
LOW |
13,556.74 |
0.618 |
13,513.64 |
1.000 |
13,487.00 |
1.618 |
13,443.90 |
2.618 |
13,374.16 |
4.250 |
13,260.35 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,591.61 |
13,576.02 |
PP |
13,587.06 |
13,574.08 |
S1 |
13,582.51 |
13,572.15 |
|