Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,389.0 |
4,405.0 |
16.0 |
0.4% |
4,352.0 |
High |
4,401.0 |
4,414.0 |
13.0 |
0.3% |
4,401.0 |
Low |
4,376.0 |
4,388.0 |
12.0 |
0.3% |
4,314.0 |
Close |
4,392.0 |
4,398.0 |
6.0 |
0.1% |
4,392.0 |
Range |
25.0 |
26.0 |
1.0 |
4.0% |
87.0 |
ATR |
41.7 |
40.6 |
-1.1 |
-2.7% |
0.0 |
Volume |
39,239 |
87,563 |
48,324 |
123.2% |
116,444 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.0 |
4,464.0 |
4,412.3 |
|
R3 |
4,452.0 |
4,438.0 |
4,405.2 |
|
R2 |
4,426.0 |
4,426.0 |
4,402.8 |
|
R1 |
4,412.0 |
4,412.0 |
4,400.4 |
4,406.0 |
PP |
4,400.0 |
4,400.0 |
4,400.0 |
4,397.0 |
S1 |
4,386.0 |
4,386.0 |
4,395.6 |
4,380.0 |
S2 |
4,374.0 |
4,374.0 |
4,393.2 |
|
S3 |
4,348.0 |
4,360.0 |
4,390.9 |
|
S4 |
4,322.0 |
4,334.0 |
4,383.7 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,630.0 |
4,598.0 |
4,439.9 |
|
R3 |
4,543.0 |
4,511.0 |
4,415.9 |
|
R2 |
4,456.0 |
4,456.0 |
4,408.0 |
|
R1 |
4,424.0 |
4,424.0 |
4,400.0 |
4,440.0 |
PP |
4,369.0 |
4,369.0 |
4,369.0 |
4,377.0 |
S1 |
4,337.0 |
4,337.0 |
4,384.0 |
4,353.0 |
S2 |
4,282.0 |
4,282.0 |
4,376.1 |
|
S3 |
4,195.0 |
4,250.0 |
4,368.1 |
|
S4 |
4,108.0 |
4,163.0 |
4,344.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,414.0 |
4,314.0 |
100.0 |
2.3% |
25.2 |
0.6% |
84% |
True |
False |
37,057 |
10 |
4,414.0 |
4,257.0 |
157.0 |
3.6% |
33.5 |
0.8% |
90% |
True |
False |
31,075 |
20 |
4,414.0 |
4,257.0 |
157.0 |
3.6% |
34.1 |
0.8% |
90% |
True |
False |
26,630 |
40 |
4,414.0 |
4,033.0 |
381.0 |
8.7% |
34.3 |
0.8% |
96% |
True |
False |
24,494 |
60 |
4,414.0 |
3,969.0 |
445.0 |
10.1% |
35.6 |
0.8% |
96% |
True |
False |
23,566 |
80 |
4,414.0 |
3,950.0 |
464.0 |
10.6% |
35.5 |
0.8% |
97% |
True |
False |
21,955 |
100 |
4,414.0 |
3,950.0 |
464.0 |
10.6% |
33.6 |
0.8% |
97% |
True |
False |
17,600 |
120 |
4,414.0 |
3,950.0 |
464.0 |
10.6% |
30.8 |
0.7% |
97% |
True |
False |
14,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,524.5 |
2.618 |
4,482.1 |
1.618 |
4,456.1 |
1.000 |
4,440.0 |
0.618 |
4,430.1 |
HIGH |
4,414.0 |
0.618 |
4,404.1 |
0.500 |
4,401.0 |
0.382 |
4,397.9 |
LOW |
4,388.0 |
0.618 |
4,371.9 |
1.000 |
4,362.0 |
1.618 |
4,345.9 |
2.618 |
4,319.9 |
4.250 |
4,277.5 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,401.0 |
4,390.3 |
PP |
4,400.0 |
4,382.7 |
S1 |
4,399.0 |
4,375.0 |
|