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 |
1,771.7 |
1,770.0 |
-1.7 |
-0.1% |
1,736.0 |
High |
1,779.0 |
1,772.5 |
-6.5 |
-0.4% |
1,777.0 |
Low |
1,762.3 |
1,755.5 |
-6.8 |
-0.4% |
1,691.2 |
Close |
1,769.3 |
1,767.8 |
-1.5 |
-0.1% |
1,770.1 |
Range |
16.7 |
17.0 |
0.3 |
1.8% |
85.8 |
ATR |
23.5 |
23.0 |
-0.5 |
-2.0% |
0.0 |
Volume |
7,871 |
5,429 |
-2,442 |
-31.0% |
33,159 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.3 |
1,809.0 |
1,777.2 |
|
R3 |
1,799.3 |
1,792.0 |
1,772.5 |
|
R2 |
1,782.3 |
1,782.3 |
1,770.9 |
|
R1 |
1,775.0 |
1,775.0 |
1,769.4 |
1,770.2 |
PP |
1,765.3 |
1,765.3 |
1,765.3 |
1,762.8 |
S1 |
1,758.0 |
1,758.0 |
1,766.2 |
1,753.2 |
S2 |
1,748.3 |
1,748.3 |
1,764.7 |
|
S3 |
1,731.3 |
1,741.0 |
1,763.1 |
|
S4 |
1,714.3 |
1,724.0 |
1,758.5 |
|
|
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 |
1,779.0 |
1,751.2 |
27.8 |
1.6% |
17.9 |
1.0% |
60% |
False |
False |
6,766 |
10 |
1,779.0 |
1,688.8 |
90.2 |
5.1% |
27.3 |
1.5% |
88% |
False |
False |
7,278 |
20 |
1,779.0 |
1,644.8 |
134.2 |
7.6% |
23.0 |
1.3% |
92% |
False |
False |
6,806 |
40 |
1,779.0 |
1,584.2 |
194.8 |
11.0% |
20.5 |
1.2% |
94% |
False |
False |
6,199 |
60 |
1,779.0 |
1,550.0 |
229.0 |
13.0% |
21.7 |
1.2% |
95% |
False |
False |
5,271 |
80 |
1,779.0 |
1,534.5 |
244.5 |
13.8% |
22.9 |
1.3% |
95% |
False |
False |
4,419 |
100 |
1,779.0 |
1,534.3 |
244.7 |
13.8% |
22.8 |
1.3% |
95% |
False |
False |
3,855 |
120 |
1,779.0 |
1,534.3 |
244.7 |
13.8% |
22.0 |
1.2% |
95% |
False |
False |
3,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.8 |
2.618 |
1,817.0 |
1.618 |
1,800.0 |
1.000 |
1,789.5 |
0.618 |
1,783.0 |
HIGH |
1,772.5 |
0.618 |
1,766.0 |
0.500 |
1,764.0 |
0.382 |
1,762.0 |
LOW |
1,755.5 |
0.618 |
1,745.0 |
1.000 |
1,738.5 |
1.618 |
1,728.0 |
2.618 |
1,711.0 |
4.250 |
1,683.3 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,766.5 |
1,766.9 |
PP |
1,765.3 |
1,766.0 |
S1 |
1,764.0 |
1,765.1 |
|