Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,768.2 |
1,772.5 |
4.3 |
0.2% |
1,770.3 |
High |
1,787.0 |
1,772.5 |
-14.5 |
-0.8% |
1,787.0 |
Low |
1,766.8 |
1,755.9 |
-10.9 |
-0.6% |
1,751.2 |
Close |
1,775.6 |
1,762.2 |
-13.4 |
-0.8% |
1,775.6 |
Range |
20.2 |
16.6 |
-3.6 |
-17.8% |
35.8 |
ATR |
22.8 |
22.6 |
-0.2 |
-1.0% |
0.0 |
Volume |
7,375 |
9,065 |
1,690 |
22.9% |
35,433 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.3 |
1,804.4 |
1,771.3 |
|
R3 |
1,796.7 |
1,787.8 |
1,766.8 |
|
R2 |
1,780.1 |
1,780.1 |
1,765.2 |
|
R1 |
1,771.2 |
1,771.2 |
1,763.7 |
1,767.4 |
PP |
1,763.5 |
1,763.5 |
1,763.5 |
1,761.6 |
S1 |
1,754.6 |
1,754.6 |
1,760.7 |
1,750.8 |
S2 |
1,746.9 |
1,746.9 |
1,759.2 |
|
S3 |
1,730.3 |
1,738.0 |
1,757.6 |
|
S4 |
1,713.7 |
1,721.4 |
1,753.1 |
|
|
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% |
18.5 |
1.1% |
31% |
False |
False |
7,904 |
10 |
1,787.0 |
1,691.2 |
95.8 |
5.4% |
24.1 |
1.4% |
74% |
False |
False |
7,266 |
20 |
1,787.0 |
1,644.8 |
142.2 |
8.1% |
23.2 |
1.3% |
83% |
False |
False |
7,230 |
40 |
1,787.0 |
1,584.2 |
202.8 |
11.5% |
20.5 |
1.2% |
88% |
False |
False |
6,000 |
60 |
1,787.0 |
1,556.7 |
230.3 |
13.1% |
21.5 |
1.2% |
89% |
False |
False |
5,526 |
80 |
1,787.0 |
1,548.3 |
238.7 |
13.5% |
22.7 |
1.3% |
90% |
False |
False |
4,524 |
100 |
1,787.0 |
1,534.3 |
252.7 |
14.3% |
22.9 |
1.3% |
90% |
False |
False |
3,978 |
120 |
1,787.0 |
1,534.3 |
252.7 |
14.3% |
21.9 |
1.2% |
90% |
False |
False |
3,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,843.1 |
2.618 |
1,816.0 |
1.618 |
1,799.4 |
1.000 |
1,789.1 |
0.618 |
1,782.8 |
HIGH |
1,772.5 |
0.618 |
1,766.2 |
0.500 |
1,764.2 |
0.382 |
1,762.2 |
LOW |
1,755.9 |
0.618 |
1,745.6 |
1.000 |
1,739.3 |
1.618 |
1,729.0 |
2.618 |
1,712.4 |
4.250 |
1,685.4 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,764.2 |
1,771.3 |
PP |
1,763.5 |
1,768.2 |
S1 |
1,762.9 |
1,765.2 |
|