Trading Metrics calculated at close of trading on 18-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,405.0 |
4,397.0 |
-8.0 |
-0.2% |
4,352.0 |
High |
4,414.0 |
4,405.0 |
-9.0 |
-0.2% |
4,401.0 |
Low |
4,388.0 |
4,383.0 |
-5.0 |
-0.1% |
4,314.0 |
Close |
4,398.0 |
4,389.0 |
-9.0 |
-0.2% |
4,392.0 |
Range |
26.0 |
22.0 |
-4.0 |
-15.4% |
87.0 |
ATR |
40.6 |
39.3 |
-1.3 |
-3.3% |
0.0 |
Volume |
87,563 |
127,936 |
40,373 |
46.1% |
116,444 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,458.3 |
4,445.7 |
4,401.1 |
|
R3 |
4,436.3 |
4,423.7 |
4,395.1 |
|
R2 |
4,414.3 |
4,414.3 |
4,393.0 |
|
R1 |
4,401.7 |
4,401.7 |
4,391.0 |
4,397.0 |
PP |
4,392.3 |
4,392.3 |
4,392.3 |
4,390.0 |
S1 |
4,379.7 |
4,379.7 |
4,387.0 |
4,375.0 |
S2 |
4,370.3 |
4,370.3 |
4,385.0 |
|
S3 |
4,348.3 |
4,357.7 |
4,383.0 |
|
S4 |
4,326.3 |
4,335.7 |
4,376.9 |
|
|
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 |
4,333.0 |
81.0 |
1.8% |
25.2 |
0.6% |
69% |
False |
False |
59,346 |
10 |
4,414.0 |
4,257.0 |
157.0 |
3.6% |
30.7 |
0.7% |
84% |
False |
False |
41,481 |
20 |
4,414.0 |
4,257.0 |
157.0 |
3.6% |
32.9 |
0.7% |
84% |
False |
False |
31,689 |
40 |
4,414.0 |
4,033.0 |
381.0 |
8.7% |
34.2 |
0.8% |
93% |
False |
False |
27,172 |
60 |
4,414.0 |
3,975.0 |
439.0 |
10.0% |
35.5 |
0.8% |
94% |
False |
False |
25,364 |
80 |
4,414.0 |
3,950.0 |
464.0 |
10.6% |
35.6 |
0.8% |
95% |
False |
False |
23,553 |
100 |
4,414.0 |
3,950.0 |
464.0 |
10.6% |
33.8 |
0.8% |
95% |
False |
False |
18,879 |
120 |
4,414.0 |
3,950.0 |
464.0 |
10.6% |
30.8 |
0.7% |
95% |
False |
False |
15,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,498.5 |
2.618 |
4,462.6 |
1.618 |
4,440.6 |
1.000 |
4,427.0 |
0.618 |
4,418.6 |
HIGH |
4,405.0 |
0.618 |
4,396.6 |
0.500 |
4,394.0 |
0.382 |
4,391.4 |
LOW |
4,383.0 |
0.618 |
4,369.4 |
1.000 |
4,361.0 |
1.618 |
4,347.4 |
2.618 |
4,325.4 |
4.250 |
4,289.5 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,394.0 |
4,395.0 |
PP |
4,392.3 |
4,393.0 |
S1 |
4,390.7 |
4,391.0 |
|