Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,565.41 |
13,575.17 |
9.76 |
0.1% |
13,308.56 |
High |
13,626.48 |
13,599.02 |
-27.46 |
-0.2% |
13,653.24 |
Low |
13,556.74 |
13,503.00 |
-53.74 |
-0.4% |
13,251.39 |
Close |
13,577.96 |
13,596.93 |
18.97 |
0.1% |
13,593.37 |
Range |
69.74 |
96.02 |
26.28 |
37.7% |
401.85 |
ATR |
107.57 |
106.75 |
-0.83 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,854.38 |
13,821.67 |
13,649.74 |
|
R3 |
13,758.36 |
13,725.65 |
13,623.34 |
|
R2 |
13,662.34 |
13,662.34 |
13,614.53 |
|
R1 |
13,629.63 |
13,629.63 |
13,605.73 |
13,645.99 |
PP |
13,566.32 |
13,566.32 |
13,566.32 |
13,574.49 |
S1 |
13,533.61 |
13,533.61 |
13,588.13 |
13,549.97 |
S2 |
13,470.30 |
13,470.30 |
13,579.33 |
|
S3 |
13,374.28 |
13,437.59 |
13,570.52 |
|
S4 |
13,278.26 |
13,341.57 |
13,544.12 |
|
|
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 |
13,503.00 |
150.24 |
1.1% |
83.17 |
0.6% |
63% |
False |
True |
|
10 |
13,653.24 |
13,251.39 |
401.85 |
3.0% |
94.81 |
0.7% |
86% |
False |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
106.25 |
0.8% |
92% |
False |
False |
|
40 |
13,653.24 |
12,680.59 |
972.65 |
7.2% |
111.33 |
0.8% |
94% |
False |
False |
|
60 |
13,653.24 |
12,450.17 |
1,203.07 |
8.8% |
125.51 |
0.9% |
95% |
False |
False |
|
80 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
136.24 |
1.0% |
97% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
137.47 |
1.0% |
97% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
137.77 |
1.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,007.11 |
2.618 |
13,850.40 |
1.618 |
13,754.38 |
1.000 |
13,695.04 |
0.618 |
13,658.36 |
HIGH |
13,599.02 |
0.618 |
13,562.34 |
0.500 |
13,551.01 |
0.382 |
13,539.68 |
LOW |
13,503.00 |
0.618 |
13,443.66 |
1.000 |
13,406.98 |
1.618 |
13,347.64 |
2.618 |
13,251.62 |
4.250 |
13,094.92 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,581.62 |
13,586.20 |
PP |
13,566.32 |
13,575.47 |
S1 |
13,551.01 |
13,564.74 |
|