Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,752.6 |
1,776.8 |
24.2 |
1.4% |
1,772.5 |
High |
1,780.2 |
1,782.2 |
2.0 |
0.1% |
1,782.2 |
Low |
1,750.7 |
1,767.5 |
16.8 |
1.0% |
1,735.8 |
Close |
1,777.6 |
1,771.1 |
-6.5 |
-0.4% |
1,771.1 |
Range |
29.5 |
14.7 |
-14.8 |
-50.2% |
46.4 |
ATR |
23.2 |
22.6 |
-0.6 |
-2.6% |
0.0 |
Volume |
6,989 |
2,839 |
-4,150 |
-59.4% |
51,855 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.7 |
1,809.1 |
1,779.2 |
|
R3 |
1,803.0 |
1,794.4 |
1,775.1 |
|
R2 |
1,788.3 |
1,788.3 |
1,773.8 |
|
R1 |
1,779.7 |
1,779.7 |
1,772.4 |
1,776.7 |
PP |
1,773.6 |
1,773.6 |
1,773.6 |
1,772.1 |
S1 |
1,765.0 |
1,765.0 |
1,769.8 |
1,762.0 |
S2 |
1,758.9 |
1,758.9 |
1,768.4 |
|
S3 |
1,744.2 |
1,750.3 |
1,767.1 |
|
S4 |
1,729.5 |
1,735.6 |
1,763.0 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.2 |
1,883.1 |
1,796.6 |
|
R3 |
1,855.8 |
1,836.7 |
1,783.9 |
|
R2 |
1,809.4 |
1,809.4 |
1,779.6 |
|
R1 |
1,790.3 |
1,790.3 |
1,775.4 |
1,776.7 |
PP |
1,763.0 |
1,763.0 |
1,763.0 |
1,756.2 |
S1 |
1,743.9 |
1,743.9 |
1,766.8 |
1,730.3 |
S2 |
1,716.6 |
1,716.6 |
1,762.6 |
|
S3 |
1,670.2 |
1,697.5 |
1,758.3 |
|
S4 |
1,623.8 |
1,651.1 |
1,745.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,782.2 |
1,735.8 |
46.4 |
2.6% |
21.4 |
1.2% |
76% |
True |
False |
10,371 |
10 |
1,787.0 |
1,735.8 |
51.2 |
2.9% |
20.5 |
1.2% |
69% |
False |
False |
8,728 |
20 |
1,787.0 |
1,644.8 |
142.2 |
8.0% |
24.6 |
1.4% |
89% |
False |
False |
8,347 |
40 |
1,787.0 |
1,586.8 |
200.2 |
11.3% |
20.5 |
1.2% |
92% |
False |
False |
6,346 |
60 |
1,787.0 |
1,557.0 |
230.0 |
13.0% |
21.0 |
1.2% |
93% |
False |
False |
6,044 |
80 |
1,787.0 |
1,550.0 |
237.0 |
13.4% |
22.1 |
1.2% |
93% |
False |
False |
4,942 |
100 |
1,787.0 |
1,534.3 |
252.7 |
14.3% |
23.0 |
1.3% |
94% |
False |
False |
4,370 |
120 |
1,787.0 |
1,534.3 |
252.7 |
14.3% |
22.0 |
1.2% |
94% |
False |
False |
3,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.7 |
2.618 |
1,820.7 |
1.618 |
1,806.0 |
1.000 |
1,796.9 |
0.618 |
1,791.3 |
HIGH |
1,782.2 |
0.618 |
1,776.6 |
0.500 |
1,774.9 |
0.382 |
1,773.1 |
LOW |
1,767.5 |
0.618 |
1,758.4 |
1.000 |
1,752.8 |
1.618 |
1,743.7 |
2.618 |
1,729.0 |
4.250 |
1,705.0 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,774.9 |
1,767.1 |
PP |
1,773.6 |
1,763.0 |
S1 |
1,772.4 |
1,759.0 |
|