Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,391.0 |
7,352.0 |
-39.0 |
-0.5% |
7,208.0 |
High |
7,403.5 |
7,402.0 |
-1.5 |
0.0% |
7,447.5 |
Low |
7,325.0 |
7,312.5 |
-12.5 |
-0.2% |
7,173.5 |
Close |
7,392.5 |
7,383.0 |
-9.5 |
-0.1% |
7,410.5 |
Range |
78.5 |
89.5 |
11.0 |
14.0% |
274.0 |
ATR |
107.1 |
105.8 |
-1.3 |
-1.2% |
0.0 |
Volume |
161,310 |
161,310 |
0 |
0.0% |
641,127 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.3 |
7,598.2 |
7,432.2 |
|
R3 |
7,544.8 |
7,508.7 |
7,407.6 |
|
R2 |
7,455.3 |
7,455.3 |
7,399.4 |
|
R1 |
7,419.2 |
7,419.2 |
7,391.2 |
7,437.3 |
PP |
7,365.8 |
7,365.8 |
7,365.8 |
7,374.9 |
S1 |
7,329.7 |
7,329.7 |
7,374.8 |
7,347.8 |
S2 |
7,276.3 |
7,276.3 |
7,366.6 |
|
S3 |
7,186.8 |
7,240.2 |
7,358.4 |
|
S4 |
7,097.3 |
7,150.7 |
7,333.8 |
|
|
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 |
7,305.0 |
142.5 |
1.9% |
72.9 |
1.0% |
55% |
False |
False |
155,594 |
10 |
7,447.5 |
7,165.0 |
282.5 |
3.8% |
87.2 |
1.2% |
77% |
False |
False |
140,153 |
20 |
7,447.5 |
6,870.5 |
577.0 |
7.8% |
101.6 |
1.4% |
89% |
False |
False |
133,213 |
40 |
7,447.5 |
6,323.0 |
1,124.5 |
15.2% |
111.3 |
1.5% |
94% |
False |
False |
128,750 |
60 |
7,447.5 |
6,098.0 |
1,349.5 |
18.3% |
117.2 |
1.6% |
95% |
False |
False |
130,672 |
80 |
7,447.5 |
5,917.5 |
1,530.0 |
20.7% |
120.3 |
1.6% |
96% |
False |
False |
117,367 |
100 |
7,447.5 |
5,917.5 |
1,530.0 |
20.7% |
122.8 |
1.7% |
96% |
False |
False |
94,087 |
120 |
7,447.5 |
5,917.5 |
1,530.0 |
20.7% |
125.4 |
1.7% |
96% |
False |
False |
78,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,782.4 |
2.618 |
7,636.3 |
1.618 |
7,546.8 |
1.000 |
7,491.5 |
0.618 |
7,457.3 |
HIGH |
7,402.0 |
0.618 |
7,367.8 |
0.500 |
7,357.3 |
0.382 |
7,346.7 |
LOW |
7,312.5 |
0.618 |
7,257.2 |
1.000 |
7,223.0 |
1.618 |
7,167.7 |
2.618 |
7,078.2 |
4.250 |
6,932.1 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,374.4 |
7,373.4 |
PP |
7,365.8 |
7,363.8 |
S1 |
7,357.3 |
7,354.3 |
|