Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,767.0 |
1,770.3 |
3.3 |
0.2% |
1,736.0 |
High |
1,777.0 |
1,776.1 |
-0.9 |
-0.1% |
1,777.0 |
Low |
1,765.2 |
1,754.3 |
-10.9 |
-0.6% |
1,691.2 |
Close |
1,770.1 |
1,768.0 |
-2.1 |
-0.1% |
1,770.1 |
Range |
11.8 |
21.8 |
10.0 |
84.7% |
85.8 |
ATR |
24.3 |
24.1 |
-0.2 |
-0.7% |
0.0 |
Volume |
5,774 |
4,978 |
-796 |
-13.8% |
33,159 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.5 |
1,821.6 |
1,780.0 |
|
R3 |
1,809.7 |
1,799.8 |
1,774.0 |
|
R2 |
1,787.9 |
1,787.9 |
1,772.0 |
|
R1 |
1,778.0 |
1,778.0 |
1,770.0 |
1,772.1 |
PP |
1,766.1 |
1,766.1 |
1,766.1 |
1,763.2 |
S1 |
1,756.2 |
1,756.2 |
1,766.0 |
1,750.3 |
S2 |
1,744.3 |
1,744.3 |
1,764.0 |
|
S3 |
1,722.5 |
1,734.4 |
1,762.0 |
|
S4 |
1,700.7 |
1,712.6 |
1,756.0 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.5 |
1,972.6 |
1,817.3 |
|
R3 |
1,917.7 |
1,886.8 |
1,793.7 |
|
R2 |
1,831.9 |
1,831.9 |
1,785.8 |
|
R1 |
1,801.0 |
1,801.0 |
1,778.0 |
1,816.5 |
PP |
1,746.1 |
1,746.1 |
1,746.1 |
1,753.8 |
S1 |
1,715.2 |
1,715.2 |
1,762.2 |
1,730.7 |
S2 |
1,660.3 |
1,660.3 |
1,754.4 |
|
S3 |
1,574.5 |
1,629.4 |
1,746.5 |
|
S4 |
1,488.7 |
1,543.6 |
1,722.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,777.0 |
1,691.2 |
85.8 |
4.9% |
29.7 |
1.7% |
90% |
False |
False |
6,629 |
10 |
1,777.0 |
1,685.1 |
91.9 |
5.2% |
26.1 |
1.5% |
90% |
False |
False |
7,194 |
20 |
1,777.0 |
1,609.6 |
167.4 |
9.5% |
23.1 |
1.3% |
95% |
False |
False |
6,365 |
40 |
1,777.0 |
1,564.5 |
212.5 |
12.0% |
20.8 |
1.2% |
96% |
False |
False |
6,133 |
60 |
1,777.0 |
1,550.0 |
227.0 |
12.8% |
21.7 |
1.2% |
96% |
False |
False |
4,978 |
80 |
1,777.0 |
1,534.5 |
242.5 |
13.7% |
23.2 |
1.3% |
96% |
False |
False |
4,198 |
100 |
1,777.0 |
1,534.3 |
242.7 |
13.7% |
22.7 |
1.3% |
96% |
False |
False |
3,634 |
120 |
1,777.0 |
1,534.3 |
242.7 |
13.7% |
21.9 |
1.2% |
96% |
False |
False |
3,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,868.8 |
2.618 |
1,833.2 |
1.618 |
1,811.4 |
1.000 |
1,797.9 |
0.618 |
1,789.6 |
HIGH |
1,776.1 |
0.618 |
1,767.8 |
0.500 |
1,765.2 |
0.382 |
1,762.6 |
LOW |
1,754.3 |
0.618 |
1,740.8 |
1.000 |
1,732.5 |
1.618 |
1,719.0 |
2.618 |
1,697.2 |
4.250 |
1,661.7 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,767.1 |
1,756.7 |
PP |
1,766.1 |
1,745.4 |
S1 |
1,765.2 |
1,734.1 |
|