Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,397.0 |
4,398.0 |
1.0 |
0.0% |
4,352.0 |
High |
4,405.0 |
4,422.0 |
17.0 |
0.4% |
4,401.0 |
Low |
4,383.0 |
4,384.0 |
1.0 |
0.0% |
4,314.0 |
Close |
4,389.0 |
4,415.0 |
26.0 |
0.6% |
4,392.0 |
Range |
22.0 |
38.0 |
16.0 |
72.7% |
87.0 |
ATR |
39.3 |
39.2 |
-0.1 |
-0.2% |
0.0 |
Volume |
127,936 |
105,224 |
-22,712 |
-17.8% |
116,444 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,521.0 |
4,506.0 |
4,435.9 |
|
R3 |
4,483.0 |
4,468.0 |
4,425.5 |
|
R2 |
4,445.0 |
4,445.0 |
4,422.0 |
|
R1 |
4,430.0 |
4,430.0 |
4,418.5 |
4,437.5 |
PP |
4,407.0 |
4,407.0 |
4,407.0 |
4,410.8 |
S1 |
4,392.0 |
4,392.0 |
4,411.5 |
4,399.5 |
S2 |
4,369.0 |
4,369.0 |
4,408.0 |
|
S3 |
4,331.0 |
4,354.0 |
4,404.6 |
|
S4 |
4,293.0 |
4,316.0 |
4,394.1 |
|
|
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 |
4,422.0 |
4,336.0 |
86.0 |
1.9% |
25.8 |
0.6% |
92% |
True |
False |
75,819 |
10 |
4,422.0 |
4,300.0 |
122.0 |
2.8% |
30.1 |
0.7% |
94% |
True |
False |
49,483 |
20 |
4,422.0 |
4,257.0 |
165.0 |
3.7% |
33.6 |
0.8% |
96% |
True |
False |
35,939 |
40 |
4,422.0 |
4,078.0 |
344.0 |
7.8% |
33.8 |
0.8% |
98% |
True |
False |
29,200 |
60 |
4,422.0 |
3,996.0 |
426.0 |
9.6% |
35.5 |
0.8% |
98% |
True |
False |
26,835 |
80 |
4,422.0 |
3,950.0 |
472.0 |
10.7% |
35.5 |
0.8% |
99% |
True |
False |
24,864 |
100 |
4,422.0 |
3,950.0 |
472.0 |
10.7% |
33.8 |
0.8% |
99% |
True |
False |
19,931 |
120 |
4,422.0 |
3,950.0 |
472.0 |
10.7% |
30.9 |
0.7% |
99% |
True |
False |
16,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,583.5 |
2.618 |
4,521.5 |
1.618 |
4,483.5 |
1.000 |
4,460.0 |
0.618 |
4,445.5 |
HIGH |
4,422.0 |
0.618 |
4,407.5 |
0.500 |
4,403.0 |
0.382 |
4,398.5 |
LOW |
4,384.0 |
0.618 |
4,360.5 |
1.000 |
4,346.0 |
1.618 |
4,322.5 |
2.618 |
4,284.5 |
4.250 |
4,222.5 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,411.0 |
4,410.8 |
PP |
4,407.0 |
4,406.7 |
S1 |
4,403.0 |
4,402.5 |
|