Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,760.7 |
1,752.6 |
-8.1 |
-0.5% |
1,770.3 |
High |
1,765.5 |
1,780.2 |
14.7 |
0.8% |
1,787.0 |
Low |
1,735.8 |
1,750.7 |
14.9 |
0.9% |
1,751.2 |
Close |
1,750.7 |
1,777.6 |
26.9 |
1.5% |
1,775.6 |
Range |
29.7 |
29.5 |
-0.2 |
-0.7% |
35.8 |
ATR |
22.7 |
23.2 |
0.5 |
2.2% |
0.0 |
Volume |
15,237 |
6,989 |
-8,248 |
-54.1% |
35,433 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.0 |
1,847.3 |
1,793.8 |
|
R3 |
1,828.5 |
1,817.8 |
1,785.7 |
|
R2 |
1,799.0 |
1,799.0 |
1,783.0 |
|
R1 |
1,788.3 |
1,788.3 |
1,780.3 |
1,793.7 |
PP |
1,769.5 |
1,769.5 |
1,769.5 |
1,772.2 |
S1 |
1,758.8 |
1,758.8 |
1,774.9 |
1,764.2 |
S2 |
1,740.0 |
1,740.0 |
1,772.2 |
|
S3 |
1,710.5 |
1,729.3 |
1,769.5 |
|
S4 |
1,681.0 |
1,699.8 |
1,761.4 |
|
|
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% |
22.5 |
1.3% |
82% |
False |
False |
11,278 |
10 |
1,787.0 |
1,735.8 |
51.2 |
2.9% |
20.2 |
1.1% |
82% |
False |
False |
9,022 |
20 |
1,787.0 |
1,644.8 |
142.2 |
8.0% |
24.6 |
1.4% |
93% |
False |
False |
8,338 |
40 |
1,787.0 |
1,584.2 |
202.8 |
11.4% |
21.0 |
1.2% |
95% |
False |
False |
6,512 |
60 |
1,787.0 |
1,557.0 |
230.0 |
12.9% |
21.1 |
1.2% |
96% |
False |
False |
6,030 |
80 |
1,787.0 |
1,550.0 |
237.0 |
13.3% |
22.2 |
1.2% |
96% |
False |
False |
4,912 |
100 |
1,787.0 |
1,534.3 |
252.7 |
14.2% |
23.3 |
1.3% |
96% |
False |
False |
4,348 |
120 |
1,787.0 |
1,534.3 |
252.7 |
14.2% |
22.1 |
1.2% |
96% |
False |
False |
3,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,905.6 |
2.618 |
1,857.4 |
1.618 |
1,827.9 |
1.000 |
1,809.7 |
0.618 |
1,798.4 |
HIGH |
1,780.2 |
0.618 |
1,768.9 |
0.500 |
1,765.5 |
0.382 |
1,762.0 |
LOW |
1,750.7 |
0.618 |
1,732.5 |
1.000 |
1,721.2 |
1.618 |
1,703.0 |
2.618 |
1,673.5 |
4.250 |
1,625.3 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,773.6 |
1,771.1 |
PP |
1,769.5 |
1,764.5 |
S1 |
1,765.5 |
1,758.0 |
|