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 |
7,382.0 |
7,387.0 |
5.0 |
0.1% |
7,208.0 |
High |
7,416.0 |
7,389.5 |
-26.5 |
-0.4% |
7,447.5 |
Low |
7,369.5 |
7,305.0 |
-64.5 |
-0.9% |
7,173.5 |
Close |
7,398.5 |
7,369.0 |
-29.5 |
-0.4% |
7,410.5 |
Range |
46.5 |
84.5 |
38.0 |
81.7% |
274.0 |
ATR |
110.5 |
109.3 |
-1.2 |
-1.1% |
0.0 |
Volume |
172,580 |
182,784 |
10,204 |
5.9% |
641,127 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,608.0 |
7,573.0 |
7,415.5 |
|
R3 |
7,523.5 |
7,488.5 |
7,392.2 |
|
R2 |
7,439.0 |
7,439.0 |
7,384.5 |
|
R1 |
7,404.0 |
7,404.0 |
7,376.7 |
7,379.3 |
PP |
7,354.5 |
7,354.5 |
7,354.5 |
7,342.1 |
S1 |
7,319.5 |
7,319.5 |
7,361.3 |
7,294.8 |
S2 |
7,270.0 |
7,270.0 |
7,353.5 |
|
S3 |
7,185.5 |
7,235.0 |
7,345.8 |
|
S4 |
7,101.0 |
7,150.5 |
7,322.5 |
|
|
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 |
7,279.5 |
168.0 |
2.3% |
85.5 |
1.2% |
53% |
False |
False |
144,875 |
10 |
7,447.5 |
6,892.5 |
555.0 |
7.5% |
101.2 |
1.4% |
86% |
False |
False |
143,633 |
20 |
7,447.5 |
6,870.5 |
577.0 |
7.8% |
99.5 |
1.3% |
86% |
False |
False |
127,445 |
40 |
7,447.5 |
6,314.0 |
1,133.5 |
15.4% |
114.1 |
1.5% |
93% |
False |
False |
128,175 |
60 |
7,447.5 |
6,098.0 |
1,349.5 |
18.3% |
118.1 |
1.6% |
94% |
False |
False |
129,431 |
80 |
7,447.5 |
5,917.5 |
1,530.0 |
20.8% |
120.9 |
1.6% |
95% |
False |
False |
113,348 |
100 |
7,447.5 |
5,917.5 |
1,530.0 |
20.8% |
123.8 |
1.7% |
95% |
False |
False |
90,867 |
120 |
7,447.5 |
5,917.5 |
1,530.0 |
20.8% |
126.4 |
1.7% |
95% |
False |
False |
75,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,748.6 |
2.618 |
7,610.7 |
1.618 |
7,526.2 |
1.000 |
7,474.0 |
0.618 |
7,441.7 |
HIGH |
7,389.5 |
0.618 |
7,357.2 |
0.500 |
7,347.3 |
0.382 |
7,337.3 |
LOW |
7,305.0 |
0.618 |
7,252.8 |
1.000 |
7,220.5 |
1.618 |
7,168.3 |
2.618 |
7,083.8 |
4.250 |
6,945.9 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,361.8 |
7,376.3 |
PP |
7,354.5 |
7,373.8 |
S1 |
7,347.3 |
7,371.4 |
|