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 |
1,465.75 |
1,460.50 |
-5.25 |
-0.4% |
1,436.75 |
High |
1,465.75 |
1,463.25 |
-2.50 |
-0.2% |
1,474.75 |
Low |
1,457.50 |
1,455.75 |
-1.75 |
-0.1% |
1,421.50 |
Close |
1,460.75 |
1,459.25 |
-1.50 |
-0.1% |
1,465.75 |
Range |
8.25 |
7.50 |
-0.75 |
-9.1% |
53.25 |
ATR |
15.05 |
14.51 |
-0.54 |
-3.6% |
0.00 |
Volume |
676,512 |
762,529 |
86,017 |
12.7% |
8,147,015 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.00 |
1,478.00 |
1,463.50 |
|
R3 |
1,474.50 |
1,470.50 |
1,461.25 |
|
R2 |
1,467.00 |
1,467.00 |
1,460.50 |
|
R1 |
1,463.00 |
1,463.00 |
1,460.00 |
1,461.25 |
PP |
1,459.50 |
1,459.50 |
1,459.50 |
1,458.50 |
S1 |
1,455.50 |
1,455.50 |
1,458.50 |
1,453.75 |
S2 |
1,452.00 |
1,452.00 |
1,458.00 |
|
S3 |
1,444.50 |
1,448.00 |
1,457.25 |
|
S4 |
1,437.00 |
1,440.50 |
1,455.00 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,613.75 |
1,593.00 |
1,495.00 |
|
R3 |
1,560.50 |
1,539.75 |
1,480.50 |
|
R2 |
1,507.25 |
1,507.25 |
1,475.50 |
|
R1 |
1,486.50 |
1,486.50 |
1,470.75 |
1,497.00 |
PP |
1,454.00 |
1,454.00 |
1,454.00 |
1,459.25 |
S1 |
1,433.25 |
1,433.25 |
1,460.75 |
1,443.50 |
S2 |
1,400.75 |
1,400.75 |
1,456.00 |
|
S3 |
1,347.50 |
1,380.00 |
1,451.00 |
|
S4 |
1,294.25 |
1,326.75 |
1,436.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,474.75 |
1,428.50 |
46.25 |
3.2% |
15.00 |
1.0% |
66% |
False |
False |
1,411,847 |
10 |
1,474.75 |
1,397.25 |
77.50 |
5.3% |
15.25 |
1.0% |
80% |
False |
False |
1,452,791 |
20 |
1,474.75 |
1,394.50 |
80.25 |
5.5% |
14.25 |
1.0% |
81% |
False |
False |
1,456,861 |
40 |
1,474.75 |
1,321.25 |
153.50 |
10.5% |
15.25 |
1.0% |
90% |
False |
False |
1,535,570 |
60 |
1,474.75 |
1,302.50 |
172.25 |
11.8% |
16.50 |
1.1% |
91% |
False |
False |
1,585,255 |
80 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.00 |
1.2% |
93% |
False |
False |
1,531,121 |
100 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.50 |
1.3% |
93% |
False |
False |
1,225,638 |
120 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.25 |
1.2% |
93% |
False |
False |
1,021,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,495.00 |
2.618 |
1,483.00 |
1.618 |
1,475.50 |
1.000 |
1,470.75 |
0.618 |
1,468.00 |
HIGH |
1,463.25 |
0.618 |
1,460.50 |
0.500 |
1,459.50 |
0.382 |
1,458.50 |
LOW |
1,455.75 |
0.618 |
1,451.00 |
1.000 |
1,448.25 |
1.618 |
1,443.50 |
2.618 |
1,436.00 |
4.250 |
1,424.00 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,459.50 |
1,465.25 |
PP |
1,459.50 |
1,463.25 |
S1 |
1,459.25 |
1,461.25 |
|