Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,770.0 |
1,768.2 |
-1.8 |
-0.1% |
1,770.3 |
High |
1,772.5 |
1,787.0 |
14.5 |
0.8% |
1,787.0 |
Low |
1,755.5 |
1,766.8 |
11.3 |
0.6% |
1,751.2 |
Close |
1,767.8 |
1,775.6 |
7.8 |
0.4% |
1,775.6 |
Range |
17.0 |
20.2 |
3.2 |
18.8% |
35.8 |
ATR |
23.0 |
22.8 |
-0.2 |
-0.9% |
0.0 |
Volume |
5,429 |
7,375 |
1,946 |
35.8% |
35,433 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,837.1 |
1,826.5 |
1,786.7 |
|
R3 |
1,816.9 |
1,806.3 |
1,781.2 |
|
R2 |
1,796.7 |
1,796.7 |
1,779.3 |
|
R1 |
1,786.1 |
1,786.1 |
1,777.5 |
1,791.4 |
PP |
1,776.5 |
1,776.5 |
1,776.5 |
1,779.1 |
S1 |
1,765.9 |
1,765.9 |
1,773.7 |
1,771.2 |
S2 |
1,756.3 |
1,756.3 |
1,771.9 |
|
S3 |
1,736.1 |
1,745.7 |
1,770.0 |
|
S4 |
1,715.9 |
1,725.5 |
1,764.5 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.7 |
1,862.9 |
1,795.3 |
|
R3 |
1,842.9 |
1,827.1 |
1,785.4 |
|
R2 |
1,807.1 |
1,807.1 |
1,782.2 |
|
R1 |
1,791.3 |
1,791.3 |
1,778.9 |
1,799.2 |
PP |
1,771.3 |
1,771.3 |
1,771.3 |
1,775.2 |
S1 |
1,755.5 |
1,755.5 |
1,772.3 |
1,763.4 |
S2 |
1,735.5 |
1,735.5 |
1,769.0 |
|
S3 |
1,699.7 |
1,719.7 |
1,765.8 |
|
S4 |
1,663.9 |
1,683.9 |
1,755.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,787.0 |
1,751.2 |
35.8 |
2.0% |
19.6 |
1.1% |
68% |
True |
False |
7,086 |
10 |
1,787.0 |
1,691.2 |
95.8 |
5.4% |
24.0 |
1.4% |
88% |
True |
False |
6,859 |
20 |
1,787.0 |
1,644.8 |
142.2 |
8.0% |
22.9 |
1.3% |
92% |
True |
False |
6,965 |
40 |
1,787.0 |
1,584.2 |
202.8 |
11.4% |
20.5 |
1.2% |
94% |
True |
False |
6,132 |
60 |
1,787.0 |
1,550.0 |
237.0 |
13.3% |
21.7 |
1.2% |
95% |
True |
False |
5,385 |
80 |
1,787.0 |
1,548.3 |
238.7 |
13.4% |
22.7 |
1.3% |
95% |
True |
False |
4,471 |
100 |
1,787.0 |
1,534.3 |
252.7 |
14.2% |
22.9 |
1.3% |
95% |
True |
False |
3,910 |
120 |
1,787.0 |
1,534.3 |
252.7 |
14.2% |
22.1 |
1.2% |
95% |
True |
False |
3,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.9 |
2.618 |
1,839.9 |
1.618 |
1,819.7 |
1.000 |
1,807.2 |
0.618 |
1,799.5 |
HIGH |
1,787.0 |
0.618 |
1,779.3 |
0.500 |
1,776.9 |
0.382 |
1,774.5 |
LOW |
1,766.8 |
0.618 |
1,754.3 |
1.000 |
1,746.6 |
1.618 |
1,734.1 |
2.618 |
1,713.9 |
4.250 |
1,681.0 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,776.9 |
1,774.2 |
PP |
1,776.5 |
1,772.7 |
S1 |
1,776.0 |
1,771.3 |
|