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 |
7,421.5 |
7,382.0 |
-39.5 |
-0.5% |
7,208.0 |
High |
7,447.5 |
7,416.0 |
-31.5 |
-0.4% |
7,447.5 |
Low |
7,382.0 |
7,369.5 |
-12.5 |
-0.2% |
7,173.5 |
Close |
7,410.5 |
7,398.5 |
-12.0 |
-0.2% |
7,410.5 |
Range |
65.5 |
46.5 |
-19.0 |
-29.0% |
274.0 |
ATR |
115.4 |
110.5 |
-4.9 |
-4.3% |
0.0 |
Volume |
99,988 |
172,580 |
72,592 |
72.6% |
641,127 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,534.2 |
7,512.8 |
7,424.1 |
|
R3 |
7,487.7 |
7,466.3 |
7,411.3 |
|
R2 |
7,441.2 |
7,441.2 |
7,407.0 |
|
R1 |
7,419.8 |
7,419.8 |
7,402.8 |
7,430.5 |
PP |
7,394.7 |
7,394.7 |
7,394.7 |
7,400.0 |
S1 |
7,373.3 |
7,373.3 |
7,394.2 |
7,384.0 |
S2 |
7,348.2 |
7,348.2 |
7,390.0 |
|
S3 |
7,301.7 |
7,326.8 |
7,385.7 |
|
S4 |
7,255.2 |
7,280.3 |
7,372.9 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,165.8 |
8,062.2 |
7,561.2 |
|
R3 |
7,891.8 |
7,788.2 |
7,485.9 |
|
R2 |
7,617.8 |
7,617.8 |
7,460.7 |
|
R1 |
7,514.2 |
7,514.2 |
7,435.6 |
7,566.0 |
PP |
7,343.8 |
7,343.8 |
7,343.8 |
7,369.8 |
S1 |
7,240.2 |
7,240.2 |
7,385.4 |
7,292.0 |
S2 |
7,069.8 |
7,069.8 |
7,360.3 |
|
S3 |
6,795.8 |
6,966.2 |
7,335.2 |
|
S4 |
6,521.8 |
6,692.2 |
7,259.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,447.5 |
7,173.5 |
274.0 |
3.7% |
96.9 |
1.3% |
82% |
False |
False |
135,530 |
10 |
7,447.5 |
6,892.5 |
555.0 |
7.5% |
102.7 |
1.4% |
91% |
False |
False |
140,043 |
20 |
7,447.5 |
6,870.5 |
577.0 |
7.8% |
99.1 |
1.3% |
92% |
False |
False |
123,178 |
40 |
7,447.5 |
6,314.0 |
1,133.5 |
15.3% |
117.1 |
1.6% |
96% |
False |
False |
127,996 |
60 |
7,447.5 |
6,098.0 |
1,349.5 |
18.2% |
117.8 |
1.6% |
96% |
False |
False |
128,473 |
80 |
7,447.5 |
5,917.5 |
1,530.0 |
20.7% |
121.5 |
1.6% |
97% |
False |
False |
111,143 |
100 |
7,447.5 |
5,917.5 |
1,530.0 |
20.7% |
124.3 |
1.7% |
97% |
False |
False |
89,042 |
120 |
7,447.5 |
5,917.5 |
1,530.0 |
20.7% |
126.4 |
1.7% |
97% |
False |
False |
74,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,613.6 |
2.618 |
7,537.7 |
1.618 |
7,491.2 |
1.000 |
7,462.5 |
0.618 |
7,444.7 |
HIGH |
7,416.0 |
0.618 |
7,398.2 |
0.500 |
7,392.8 |
0.382 |
7,387.3 |
LOW |
7,369.5 |
0.618 |
7,340.8 |
1.000 |
7,323.0 |
1.618 |
7,294.3 |
2.618 |
7,247.8 |
4.250 |
7,171.9 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,396.6 |
7,386.8 |
PP |
7,394.7 |
7,375.2 |
S1 |
7,392.8 |
7,363.5 |
|