Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,597.24 |
13,577.85 |
-19.39 |
-0.1% |
13,588.57 |
High |
13,647.10 |
13,601.90 |
-45.20 |
-0.3% |
13,647.10 |
Low |
13,571.53 |
13,521.68 |
-49.85 |
-0.4% |
13,503.00 |
Close |
13,579.47 |
13,558.92 |
-20.55 |
-0.2% |
13,579.47 |
Range |
75.57 |
80.22 |
4.65 |
6.2% |
144.10 |
ATR |
104.52 |
102.79 |
-1.74 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,801.49 |
13,760.43 |
13,603.04 |
|
R3 |
13,721.27 |
13,680.21 |
13,580.98 |
|
R2 |
13,641.05 |
13,641.05 |
13,573.63 |
|
R1 |
13,599.99 |
13,599.99 |
13,566.27 |
13,580.41 |
PP |
13,560.83 |
13,560.83 |
13,560.83 |
13,551.05 |
S1 |
13,519.77 |
13,519.77 |
13,551.57 |
13,500.19 |
S2 |
13,480.61 |
13,480.61 |
13,544.21 |
|
S3 |
13,400.39 |
13,439.55 |
13,536.86 |
|
S4 |
13,320.17 |
13,359.33 |
13,514.80 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,008.82 |
13,938.25 |
13,658.73 |
|
R3 |
13,864.72 |
13,794.15 |
13,619.10 |
|
R2 |
13,720.62 |
13,720.62 |
13,605.89 |
|
R1 |
13,650.05 |
13,650.05 |
13,592.68 |
13,613.29 |
PP |
13,576.52 |
13,576.52 |
13,576.52 |
13,558.14 |
S1 |
13,505.95 |
13,505.95 |
13,566.26 |
13,469.19 |
S2 |
13,432.42 |
13,432.42 |
13,553.05 |
|
S3 |
13,288.32 |
13,361.85 |
13,539.84 |
|
S4 |
13,144.22 |
13,217.75 |
13,500.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,647.10 |
13,503.00 |
144.10 |
1.1% |
77.17 |
0.6% |
39% |
False |
False |
|
10 |
13,653.24 |
13,253.21 |
400.03 |
3.0% |
97.71 |
0.7% |
76% |
False |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
100.38 |
0.7% |
86% |
False |
False |
|
40 |
13,653.24 |
12,778.90 |
874.34 |
6.4% |
103.23 |
0.8% |
89% |
False |
False |
|
60 |
13,653.24 |
12,492.25 |
1,160.99 |
8.6% |
123.27 |
0.9% |
92% |
False |
False |
|
80 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
133.73 |
1.0% |
94% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
136.53 |
1.0% |
94% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
136.75 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,942.84 |
2.618 |
13,811.92 |
1.618 |
13,731.70 |
1.000 |
13,682.12 |
0.618 |
13,651.48 |
HIGH |
13,601.90 |
0.618 |
13,571.26 |
0.500 |
13,561.79 |
0.382 |
13,552.32 |
LOW |
13,521.68 |
0.618 |
13,472.10 |
1.000 |
13,441.46 |
1.618 |
13,391.88 |
2.618 |
13,311.66 |
4.250 |
13,180.75 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,561.79 |
13,575.05 |
PP |
13,560.83 |
13,569.67 |
S1 |
13,559.88 |
13,564.30 |
|