Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,413.47 |
13,485.89 |
72.42 |
0.5% |
13,577.85 |
High |
13,522.83 |
13,487.66 |
-35.17 |
-0.3% |
13,620.21 |
Low |
13,413.47 |
13,367.27 |
-46.20 |
-0.3% |
13,367.27 |
Close |
13,485.97 |
13,437.13 |
-48.84 |
-0.4% |
13,437.13 |
Range |
109.36 |
120.39 |
11.03 |
10.1% |
252.94 |
ATR |
105.02 |
106.11 |
1.10 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,791.86 |
13,734.88 |
13,503.34 |
|
R3 |
13,671.47 |
13,614.49 |
13,470.24 |
|
R2 |
13,551.08 |
13,551.08 |
13,459.20 |
|
R1 |
13,494.10 |
13,494.10 |
13,448.17 |
13,462.40 |
PP |
13,430.69 |
13,430.69 |
13,430.69 |
13,414.83 |
S1 |
13,373.71 |
13,373.71 |
13,426.09 |
13,342.01 |
S2 |
13,310.30 |
13,310.30 |
13,415.06 |
|
S3 |
13,189.91 |
13,253.32 |
13,404.02 |
|
S4 |
13,069.52 |
13,132.93 |
13,370.92 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,233.69 |
14,088.35 |
13,576.25 |
|
R3 |
13,980.75 |
13,835.41 |
13,506.69 |
|
R2 |
13,727.81 |
13,727.81 |
13,483.50 |
|
R1 |
13,582.47 |
13,582.47 |
13,460.32 |
13,528.67 |
PP |
13,474.87 |
13,474.87 |
13,474.87 |
13,447.97 |
S1 |
13,329.53 |
13,329.53 |
13,413.94 |
13,275.73 |
S2 |
13,221.93 |
13,221.93 |
13,390.76 |
|
S3 |
12,968.99 |
13,076.59 |
13,367.57 |
|
S4 |
12,716.05 |
12,823.65 |
13,298.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,620.21 |
13,367.27 |
252.94 |
1.9% |
109.28 |
0.8% |
28% |
False |
True |
|
10 |
13,647.10 |
13,367.27 |
279.83 |
2.1% |
91.85 |
0.7% |
25% |
False |
True |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
108.04 |
0.8% |
68% |
False |
False |
|
40 |
13,653.24 |
12,884.82 |
768.42 |
5.7% |
102.97 |
0.8% |
72% |
False |
False |
|
60 |
13,653.24 |
12,492.25 |
1,160.99 |
8.6% |
121.16 |
0.9% |
81% |
False |
False |
|
80 |
13,653.24 |
12,398.44 |
1,254.80 |
9.3% |
130.09 |
1.0% |
83% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
135.59 |
1.0% |
87% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
135.42 |
1.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,999.32 |
2.618 |
13,802.84 |
1.618 |
13,682.45 |
1.000 |
13,608.05 |
0.618 |
13,562.06 |
HIGH |
13,487.66 |
0.618 |
13,441.67 |
0.500 |
13,427.47 |
0.382 |
13,413.26 |
LOW |
13,367.27 |
0.618 |
13,292.87 |
1.000 |
13,246.88 |
1.618 |
13,172.48 |
2.618 |
13,052.09 |
4.250 |
12,855.61 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,433.91 |
13,445.05 |
PP |
13,430.69 |
13,442.41 |
S1 |
13,427.47 |
13,439.77 |
|