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 |
1,460.00 |
1,459.75 |
-0.25 |
0.0% |
1,436.75 |
High |
1,465.50 |
1,461.75 |
-3.75 |
-0.3% |
1,474.75 |
Low |
1,457.75 |
1,450.00 |
-7.75 |
-0.5% |
1,421.50 |
Close |
1,459.50 |
1,460.50 |
1.00 |
0.1% |
1,465.75 |
Range |
7.75 |
11.75 |
4.00 |
51.6% |
53.25 |
ATR |
14.02 |
13.86 |
-0.16 |
-1.2% |
0.00 |
Volume |
457,469 |
309,519 |
-147,950 |
-32.3% |
8,147,015 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.75 |
1,488.25 |
1,467.00 |
|
R3 |
1,481.00 |
1,476.50 |
1,463.75 |
|
R2 |
1,469.25 |
1,469.25 |
1,462.75 |
|
R1 |
1,464.75 |
1,464.75 |
1,461.50 |
1,467.00 |
PP |
1,457.50 |
1,457.50 |
1,457.50 |
1,458.50 |
S1 |
1,453.00 |
1,453.00 |
1,459.50 |
1,455.25 |
S2 |
1,445.75 |
1,445.75 |
1,458.25 |
|
S3 |
1,434.00 |
1,441.25 |
1,457.25 |
|
S4 |
1,422.25 |
1,429.50 |
1,454.00 |
|
|
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 |
1,450.00 |
24.75 |
1.7% |
10.75 |
0.7% |
42% |
False |
True |
699,495 |
10 |
1,474.75 |
1,421.50 |
53.25 |
3.6% |
13.00 |
0.9% |
73% |
False |
False |
1,182,523 |
20 |
1,474.75 |
1,394.50 |
80.25 |
5.5% |
14.00 |
1.0% |
82% |
False |
False |
1,325,096 |
40 |
1,474.75 |
1,327.75 |
147.00 |
10.1% |
14.75 |
1.0% |
90% |
False |
False |
1,455,985 |
60 |
1,474.75 |
1,306.75 |
168.00 |
11.5% |
16.25 |
1.1% |
92% |
False |
False |
1,537,193 |
80 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
17.75 |
1.2% |
94% |
False |
False |
1,540,551 |
100 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.50 |
1.3% |
94% |
False |
False |
1,233,268 |
120 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.25 |
1.2% |
94% |
False |
False |
1,027,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,511.75 |
2.618 |
1,492.50 |
1.618 |
1,480.75 |
1.000 |
1,473.50 |
0.618 |
1,469.00 |
HIGH |
1,461.75 |
0.618 |
1,457.25 |
0.500 |
1,456.00 |
0.382 |
1,454.50 |
LOW |
1,450.00 |
0.618 |
1,442.75 |
1.000 |
1,438.25 |
1.618 |
1,431.00 |
2.618 |
1,419.25 |
4.250 |
1,400.00 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,459.00 |
1,459.50 |
PP |
1,457.50 |
1,458.75 |
S1 |
1,456.00 |
1,457.75 |
|