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 |
7,387.0 |
7,391.0 |
4.0 |
0.1% |
7,208.0 |
High |
7,389.5 |
7,403.5 |
14.0 |
0.2% |
7,447.5 |
Low |
7,305.0 |
7,325.0 |
20.0 |
0.3% |
7,173.5 |
Close |
7,369.0 |
7,392.5 |
23.5 |
0.3% |
7,410.5 |
Range |
84.5 |
78.5 |
-6.0 |
-7.1% |
274.0 |
ATR |
109.3 |
107.1 |
-2.2 |
-2.0% |
0.0 |
Volume |
182,784 |
161,310 |
-21,474 |
-11.7% |
641,127 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,609.2 |
7,579.3 |
7,435.7 |
|
R3 |
7,530.7 |
7,500.8 |
7,414.1 |
|
R2 |
7,452.2 |
7,452.2 |
7,406.9 |
|
R1 |
7,422.3 |
7,422.3 |
7,399.7 |
7,437.3 |
PP |
7,373.7 |
7,373.7 |
7,373.7 |
7,381.1 |
S1 |
7,343.8 |
7,343.8 |
7,385.3 |
7,358.8 |
S2 |
7,295.2 |
7,295.2 |
7,378.1 |
|
S3 |
7,216.7 |
7,265.3 |
7,370.9 |
|
S4 |
7,138.2 |
7,186.8 |
7,349.3 |
|
|
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% |
80.3 |
1.1% |
67% |
False |
False |
152,192 |
10 |
7,447.5 |
6,977.5 |
470.0 |
6.4% |
97.9 |
1.3% |
88% |
False |
False |
141,893 |
20 |
7,447.5 |
6,870.5 |
577.0 |
7.8% |
99.9 |
1.4% |
90% |
False |
False |
130,843 |
40 |
7,447.5 |
6,323.0 |
1,124.5 |
15.2% |
112.5 |
1.5% |
95% |
False |
False |
128,427 |
60 |
7,447.5 |
6,098.0 |
1,349.5 |
18.3% |
117.0 |
1.6% |
96% |
False |
False |
129,990 |
80 |
7,447.5 |
5,917.5 |
1,530.0 |
20.7% |
120.5 |
1.6% |
96% |
False |
False |
115,363 |
100 |
7,447.5 |
5,917.5 |
1,530.0 |
20.7% |
122.8 |
1.7% |
96% |
False |
False |
92,476 |
120 |
7,447.5 |
5,917.5 |
1,530.0 |
20.7% |
125.8 |
1.7% |
96% |
False |
False |
77,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,737.1 |
2.618 |
7,609.0 |
1.618 |
7,530.5 |
1.000 |
7,482.0 |
0.618 |
7,452.0 |
HIGH |
7,403.5 |
0.618 |
7,373.5 |
0.500 |
7,364.3 |
0.382 |
7,355.0 |
LOW |
7,325.0 |
0.618 |
7,276.5 |
1.000 |
7,246.5 |
1.618 |
7,198.0 |
2.618 |
7,119.5 |
4.250 |
6,991.4 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,383.1 |
7,381.8 |
PP |
7,373.7 |
7,371.2 |
S1 |
7,364.3 |
7,360.5 |
|