Trading Metrics calculated at close of trading on 18-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,773.5 |
1,764.2 |
-9.3 |
-0.5% |
1,738.0 |
High |
1,778.9 |
1,775.9 |
-3.0 |
-0.2% |
1,780.2 |
Low |
1,756.2 |
1,753.2 |
-3.0 |
-0.2% |
1,720.0 |
Close |
1,770.6 |
1,771.2 |
0.6 |
0.0% |
1,772.7 |
Range |
22.7 |
22.7 |
0.0 |
0.0% |
60.2 |
ATR |
22.9 |
22.9 |
0.0 |
-0.1% |
0.0 |
Volume |
118,555 |
163,628 |
45,073 |
38.0% |
859,351 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.9 |
1,825.7 |
1,783.7 |
|
R3 |
1,812.2 |
1,803.0 |
1,777.4 |
|
R2 |
1,789.5 |
1,789.5 |
1,775.4 |
|
R1 |
1,780.3 |
1,780.3 |
1,773.3 |
1,784.9 |
PP |
1,766.8 |
1,766.8 |
1,766.8 |
1,769.1 |
S1 |
1,757.6 |
1,757.6 |
1,769.1 |
1,762.2 |
S2 |
1,744.1 |
1,744.1 |
1,767.0 |
|
S3 |
1,721.4 |
1,734.9 |
1,765.0 |
|
S4 |
1,698.7 |
1,712.2 |
1,758.7 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.2 |
1,915.7 |
1,805.8 |
|
R3 |
1,878.0 |
1,855.5 |
1,789.3 |
|
R2 |
1,817.8 |
1,817.8 |
1,783.7 |
|
R1 |
1,795.3 |
1,795.3 |
1,778.2 |
1,806.6 |
PP |
1,757.6 |
1,757.6 |
1,757.6 |
1,763.3 |
S1 |
1,735.1 |
1,735.1 |
1,767.2 |
1,746.4 |
S2 |
1,697.4 |
1,697.4 |
1,761.7 |
|
S3 |
1,637.2 |
1,674.9 |
1,756.1 |
|
S4 |
1,577.0 |
1,614.7 |
1,739.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,780.2 |
1,720.0 |
60.2 |
3.4% |
27.0 |
1.5% |
85% |
False |
False |
184,207 |
10 |
1,780.2 |
1,689.6 |
90.6 |
5.1% |
24.9 |
1.4% |
90% |
False |
False |
163,643 |
20 |
1,780.2 |
1,620.8 |
159.4 |
9.0% |
22.6 |
1.3% |
94% |
False |
False |
141,836 |
40 |
1,780.2 |
1,572.7 |
207.5 |
11.7% |
20.5 |
1.2% |
96% |
False |
False |
114,726 |
60 |
1,780.2 |
1,552.0 |
228.2 |
12.9% |
21.7 |
1.2% |
96% |
False |
False |
80,271 |
80 |
1,780.2 |
1,537.3 |
242.9 |
13.7% |
23.4 |
1.3% |
96% |
False |
False |
61,425 |
100 |
1,780.2 |
1,535.4 |
244.8 |
13.8% |
23.3 |
1.3% |
96% |
False |
False |
50,178 |
120 |
1,780.2 |
1,535.4 |
244.8 |
13.8% |
22.7 |
1.3% |
96% |
False |
False |
42,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.4 |
2.618 |
1,835.3 |
1.618 |
1,812.6 |
1.000 |
1,798.6 |
0.618 |
1,789.9 |
HIGH |
1,775.9 |
0.618 |
1,767.2 |
0.500 |
1,764.6 |
0.382 |
1,761.9 |
LOW |
1,753.2 |
0.618 |
1,739.2 |
1.000 |
1,730.5 |
1.618 |
1,716.5 |
2.618 |
1,693.8 |
4.250 |
1,656.7 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,769.0 |
1,769.7 |
PP |
1,766.8 |
1,768.2 |
S1 |
1,764.6 |
1,766.7 |
|