Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,764.2 |
1,773.4 |
9.2 |
0.5% |
1,738.0 |
High |
1,775.9 |
1,781.8 |
5.9 |
0.3% |
1,780.2 |
Low |
1,753.2 |
1,764.2 |
11.0 |
0.6% |
1,720.0 |
Close |
1,771.2 |
1,771.7 |
0.5 |
0.0% |
1,772.7 |
Range |
22.7 |
17.6 |
-5.1 |
-22.5% |
60.2 |
ATR |
22.9 |
22.5 |
-0.4 |
-1.7% |
0.0 |
Volume |
163,628 |
162,962 |
-666 |
-0.4% |
859,351 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,825.4 |
1,816.1 |
1,781.4 |
|
R3 |
1,807.8 |
1,798.5 |
1,776.5 |
|
R2 |
1,790.2 |
1,790.2 |
1,774.9 |
|
R1 |
1,780.9 |
1,780.9 |
1,773.3 |
1,776.8 |
PP |
1,772.6 |
1,772.6 |
1,772.6 |
1,770.5 |
S1 |
1,763.3 |
1,763.3 |
1,770.1 |
1,759.2 |
S2 |
1,755.0 |
1,755.0 |
1,768.5 |
|
S3 |
1,737.4 |
1,745.7 |
1,766.9 |
|
S4 |
1,719.8 |
1,728.1 |
1,762.0 |
|
|
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 |
1,781.8 |
1,720.0 |
61.8 |
3.5% |
26.1 |
1.5% |
84% |
True |
False |
180,202 |
10 |
1,781.8 |
1,691.3 |
90.5 |
5.1% |
25.8 |
1.5% |
89% |
True |
False |
169,781 |
20 |
1,781.8 |
1,636.3 |
145.5 |
8.2% |
22.4 |
1.3% |
93% |
True |
False |
144,012 |
40 |
1,781.8 |
1,582.6 |
199.2 |
11.2% |
20.6 |
1.2% |
95% |
True |
False |
118,285 |
60 |
1,781.8 |
1,552.0 |
229.8 |
13.0% |
21.6 |
1.2% |
96% |
True |
False |
82,929 |
80 |
1,781.8 |
1,537.3 |
244.5 |
13.8% |
23.4 |
1.3% |
96% |
True |
False |
63,370 |
100 |
1,781.8 |
1,535.4 |
246.4 |
13.9% |
23.4 |
1.3% |
96% |
True |
False |
51,788 |
120 |
1,781.8 |
1,535.4 |
246.4 |
13.9% |
22.7 |
1.3% |
96% |
True |
False |
43,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,856.6 |
2.618 |
1,827.9 |
1.618 |
1,810.3 |
1.000 |
1,799.4 |
0.618 |
1,792.7 |
HIGH |
1,781.8 |
0.618 |
1,775.1 |
0.500 |
1,773.0 |
0.382 |
1,770.9 |
LOW |
1,764.2 |
0.618 |
1,753.3 |
1.000 |
1,746.6 |
1.618 |
1,735.7 |
2.618 |
1,718.1 |
4.250 |
1,689.4 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,773.0 |
1,770.3 |
PP |
1,772.6 |
1,768.9 |
S1 |
1,772.1 |
1,767.5 |
|