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 |
1,770.3 |
1,761.8 |
-8.5 |
-0.5% |
1,736.0 |
High |
1,776.1 |
1,773.4 |
-2.7 |
-0.2% |
1,777.0 |
Low |
1,754.3 |
1,751.2 |
-3.1 |
-0.2% |
1,691.2 |
Close |
1,768.0 |
1,768.7 |
0.7 |
0.0% |
1,770.1 |
Range |
21.8 |
22.2 |
0.4 |
1.8% |
85.8 |
ATR |
24.1 |
24.0 |
-0.1 |
-0.6% |
0.0 |
Volume |
4,978 |
9,780 |
4,802 |
96.5% |
33,159 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.0 |
1,822.1 |
1,780.9 |
|
R3 |
1,808.8 |
1,799.9 |
1,774.8 |
|
R2 |
1,786.6 |
1,786.6 |
1,772.8 |
|
R1 |
1,777.7 |
1,777.7 |
1,770.7 |
1,782.2 |
PP |
1,764.4 |
1,764.4 |
1,764.4 |
1,766.7 |
S1 |
1,755.5 |
1,755.5 |
1,766.7 |
1,760.0 |
S2 |
1,742.2 |
1,742.2 |
1,764.6 |
|
S3 |
1,720.0 |
1,733.3 |
1,762.6 |
|
S4 |
1,697.8 |
1,711.1 |
1,756.5 |
|
|
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% |
31.8 |
1.8% |
90% |
False |
False |
7,819 |
10 |
1,777.0 |
1,687.2 |
89.8 |
5.1% |
27.0 |
1.5% |
91% |
False |
False |
7,408 |
20 |
1,777.0 |
1,619.1 |
157.9 |
8.9% |
23.5 |
1.3% |
95% |
False |
False |
6,761 |
40 |
1,777.0 |
1,570.4 |
206.6 |
11.7% |
20.8 |
1.2% |
96% |
False |
False |
6,201 |
60 |
1,777.0 |
1,550.0 |
227.0 |
12.8% |
21.8 |
1.2% |
96% |
False |
False |
5,126 |
80 |
1,777.0 |
1,534.5 |
242.5 |
13.7% |
23.2 |
1.3% |
97% |
False |
False |
4,306 |
100 |
1,777.0 |
1,534.3 |
242.7 |
13.7% |
22.7 |
1.3% |
97% |
False |
False |
3,729 |
120 |
1,777.0 |
1,534.3 |
242.7 |
13.7% |
21.9 |
1.2% |
97% |
False |
False |
3,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,867.8 |
2.618 |
1,831.5 |
1.618 |
1,809.3 |
1.000 |
1,795.6 |
0.618 |
1,787.1 |
HIGH |
1,773.4 |
0.618 |
1,764.9 |
0.500 |
1,762.3 |
0.382 |
1,759.7 |
LOW |
1,751.2 |
0.618 |
1,737.5 |
1.000 |
1,729.0 |
1.618 |
1,715.3 |
2.618 |
1,693.1 |
4.250 |
1,656.9 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,766.6 |
1,767.2 |
PP |
1,764.4 |
1,765.6 |
S1 |
1,762.3 |
1,764.1 |
|