Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,765.7 |
1,760.7 |
-5.0 |
-0.3% |
1,770.3 |
High |
1,775.2 |
1,765.5 |
-9.7 |
-0.5% |
1,787.0 |
Low |
1,758.9 |
1,735.8 |
-23.1 |
-1.3% |
1,751.2 |
Close |
1,763.9 |
1,750.7 |
-13.2 |
-0.7% |
1,775.6 |
Range |
16.3 |
29.7 |
13.4 |
82.2% |
35.8 |
ATR |
22.1 |
22.7 |
0.5 |
2.4% |
0.0 |
Volume |
17,725 |
15,237 |
-2,488 |
-14.0% |
35,433 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.8 |
1,824.9 |
1,767.0 |
|
R3 |
1,810.1 |
1,795.2 |
1,758.9 |
|
R2 |
1,780.4 |
1,780.4 |
1,756.1 |
|
R1 |
1,765.5 |
1,765.5 |
1,753.4 |
1,758.1 |
PP |
1,750.7 |
1,750.7 |
1,750.7 |
1,747.0 |
S1 |
1,735.8 |
1,735.8 |
1,748.0 |
1,728.4 |
S2 |
1,721.0 |
1,721.0 |
1,745.3 |
|
S3 |
1,691.3 |
1,706.1 |
1,742.5 |
|
S4 |
1,661.6 |
1,676.4 |
1,734.4 |
|
|
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 |
1,735.8 |
51.2 |
2.9% |
20.0 |
1.1% |
29% |
False |
True |
10,966 |
10 |
1,787.0 |
1,691.2 |
95.8 |
5.5% |
25.3 |
1.4% |
62% |
False |
False |
9,557 |
20 |
1,787.0 |
1,644.8 |
142.2 |
8.1% |
24.0 |
1.4% |
74% |
False |
False |
8,486 |
40 |
1,787.0 |
1,584.2 |
202.8 |
11.6% |
20.9 |
1.2% |
82% |
False |
False |
6,526 |
60 |
1,787.0 |
1,557.0 |
230.0 |
13.1% |
21.1 |
1.2% |
84% |
False |
False |
5,947 |
80 |
1,787.0 |
1,550.0 |
237.0 |
13.5% |
22.0 |
1.3% |
85% |
False |
False |
4,836 |
100 |
1,787.0 |
1,534.3 |
252.7 |
14.4% |
23.1 |
1.3% |
86% |
False |
False |
4,282 |
120 |
1,787.0 |
1,534.3 |
252.7 |
14.4% |
21.9 |
1.3% |
86% |
False |
False |
3,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,891.7 |
2.618 |
1,843.3 |
1.618 |
1,813.6 |
1.000 |
1,795.2 |
0.618 |
1,783.9 |
HIGH |
1,765.5 |
0.618 |
1,754.2 |
0.500 |
1,750.7 |
0.382 |
1,747.1 |
LOW |
1,735.8 |
0.618 |
1,717.4 |
1.000 |
1,706.1 |
1.618 |
1,687.7 |
2.618 |
1,658.0 |
4.250 |
1,609.6 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,750.7 |
1,755.5 |
PP |
1,750.7 |
1,753.9 |
S1 |
1,750.7 |
1,752.3 |
|