Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,352.0 |
7,426.0 |
74.0 |
1.0% |
7,382.0 |
High |
7,402.0 |
7,476.0 |
74.0 |
1.0% |
7,476.0 |
Low |
7,312.5 |
7,391.0 |
78.5 |
1.1% |
7,305.0 |
Close |
7,383.0 |
7,476.0 |
93.0 |
1.3% |
7,476.0 |
Range |
89.5 |
85.0 |
-4.5 |
-5.0% |
171.0 |
ATR |
105.8 |
104.9 |
-0.9 |
-0.9% |
0.0 |
Volume |
161,310 |
25,334 |
-135,976 |
-84.3% |
703,318 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,702.7 |
7,674.3 |
7,522.8 |
|
R3 |
7,617.7 |
7,589.3 |
7,499.4 |
|
R2 |
7,532.7 |
7,532.7 |
7,491.6 |
|
R1 |
7,504.3 |
7,504.3 |
7,483.8 |
7,518.5 |
PP |
7,447.7 |
7,447.7 |
7,447.7 |
7,454.8 |
S1 |
7,419.3 |
7,419.3 |
7,468.2 |
7,433.5 |
S2 |
7,362.7 |
7,362.7 |
7,460.4 |
|
S3 |
7,277.7 |
7,334.3 |
7,452.6 |
|
S4 |
7,192.7 |
7,249.3 |
7,429.3 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,932.0 |
7,875.0 |
7,570.1 |
|
R3 |
7,761.0 |
7,704.0 |
7,523.0 |
|
R2 |
7,590.0 |
7,590.0 |
7,507.4 |
|
R1 |
7,533.0 |
7,533.0 |
7,491.7 |
7,561.5 |
PP |
7,419.0 |
7,419.0 |
7,419.0 |
7,433.3 |
S1 |
7,362.0 |
7,362.0 |
7,460.3 |
7,390.5 |
S2 |
7,248.0 |
7,248.0 |
7,444.7 |
|
S3 |
7,077.0 |
7,191.0 |
7,429.0 |
|
S4 |
6,906.0 |
7,020.0 |
7,382.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,476.0 |
7,305.0 |
171.0 |
2.3% |
76.8 |
1.0% |
100% |
True |
False |
140,663 |
10 |
7,476.0 |
7,173.5 |
302.5 |
4.0% |
87.2 |
1.2% |
100% |
True |
False |
134,444 |
20 |
7,476.0 |
6,870.5 |
605.5 |
8.1% |
97.8 |
1.3% |
100% |
True |
False |
128,421 |
40 |
7,476.0 |
6,513.5 |
962.5 |
12.9% |
106.7 |
1.4% |
100% |
True |
False |
124,154 |
60 |
7,476.0 |
6,098.0 |
1,378.0 |
18.4% |
116.7 |
1.6% |
100% |
True |
False |
129,167 |
80 |
7,476.0 |
5,917.5 |
1,558.5 |
20.8% |
119.7 |
1.6% |
100% |
True |
False |
117,660 |
100 |
7,476.0 |
5,917.5 |
1,558.5 |
20.8% |
121.6 |
1.6% |
100% |
True |
False |
94,338 |
120 |
7,476.0 |
5,917.5 |
1,558.5 |
20.8% |
125.6 |
1.7% |
100% |
True |
False |
78,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,837.3 |
2.618 |
7,698.5 |
1.618 |
7,613.5 |
1.000 |
7,561.0 |
0.618 |
7,528.5 |
HIGH |
7,476.0 |
0.618 |
7,443.5 |
0.500 |
7,433.5 |
0.382 |
7,423.5 |
LOW |
7,391.0 |
0.618 |
7,338.5 |
1.000 |
7,306.0 |
1.618 |
7,253.5 |
2.618 |
7,168.5 |
4.250 |
7,029.8 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,461.8 |
7,448.8 |
PP |
7,447.7 |
7,421.5 |
S1 |
7,433.5 |
7,394.3 |
|