Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,772.5 |
1,765.7 |
-6.8 |
-0.4% |
1,770.3 |
High |
1,772.5 |
1,775.2 |
2.7 |
0.2% |
1,787.0 |
Low |
1,755.9 |
1,758.9 |
3.0 |
0.2% |
1,751.2 |
Close |
1,762.2 |
1,763.9 |
1.7 |
0.1% |
1,775.6 |
Range |
16.6 |
16.3 |
-0.3 |
-1.8% |
35.8 |
ATR |
22.6 |
22.1 |
-0.4 |
-2.0% |
0.0 |
Volume |
9,065 |
17,725 |
8,660 |
95.5% |
35,433 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.9 |
1,805.7 |
1,772.9 |
|
R3 |
1,798.6 |
1,789.4 |
1,768.4 |
|
R2 |
1,782.3 |
1,782.3 |
1,766.9 |
|
R1 |
1,773.1 |
1,773.1 |
1,765.4 |
1,769.6 |
PP |
1,766.0 |
1,766.0 |
1,766.0 |
1,764.2 |
S1 |
1,756.8 |
1,756.8 |
1,762.4 |
1,753.3 |
S2 |
1,749.7 |
1,749.7 |
1,760.9 |
|
S3 |
1,733.4 |
1,740.5 |
1,759.4 |
|
S4 |
1,717.1 |
1,724.2 |
1,754.9 |
|
|
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 |
1,755.5 |
31.5 |
1.8% |
17.4 |
1.0% |
27% |
False |
False |
9,493 |
10 |
1,787.0 |
1,691.2 |
95.8 |
5.4% |
24.6 |
1.4% |
76% |
False |
False |
8,656 |
20 |
1,787.0 |
1,644.8 |
142.2 |
8.1% |
23.3 |
1.3% |
84% |
False |
False |
7,955 |
40 |
1,787.0 |
1,584.2 |
202.8 |
11.5% |
20.6 |
1.2% |
89% |
False |
False |
6,316 |
60 |
1,787.0 |
1,557.0 |
230.0 |
13.0% |
20.9 |
1.2% |
90% |
False |
False |
5,761 |
80 |
1,787.0 |
1,550.0 |
237.0 |
13.4% |
21.8 |
1.2% |
90% |
False |
False |
4,718 |
100 |
1,787.0 |
1,534.3 |
252.7 |
14.3% |
22.9 |
1.3% |
91% |
False |
False |
4,144 |
120 |
1,787.0 |
1,534.3 |
252.7 |
14.3% |
21.8 |
1.2% |
91% |
False |
False |
3,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.5 |
2.618 |
1,817.9 |
1.618 |
1,801.6 |
1.000 |
1,791.5 |
0.618 |
1,785.3 |
HIGH |
1,775.2 |
0.618 |
1,769.0 |
0.500 |
1,767.1 |
0.382 |
1,765.1 |
LOW |
1,758.9 |
0.618 |
1,748.8 |
1.000 |
1,742.6 |
1.618 |
1,732.5 |
2.618 |
1,716.2 |
4.250 |
1,689.6 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,767.1 |
1,771.5 |
PP |
1,766.0 |
1,768.9 |
S1 |
1,765.0 |
1,766.4 |
|