Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,773.4 |
1,772.4 |
-1.0 |
-0.1% |
1,738.0 |
High |
1,781.8 |
1,774.9 |
-6.9 |
-0.4% |
1,780.2 |
Low |
1,764.2 |
1,757.7 |
-6.5 |
-0.4% |
1,720.0 |
Close |
1,771.7 |
1,770.2 |
-1.5 |
-0.1% |
1,772.7 |
Range |
17.6 |
17.2 |
-0.4 |
-2.3% |
60.2 |
ATR |
22.5 |
22.1 |
-0.4 |
-1.7% |
0.0 |
Volume |
162,962 |
144,572 |
-18,390 |
-11.3% |
859,351 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.2 |
1,811.9 |
1,779.7 |
|
R3 |
1,802.0 |
1,794.7 |
1,774.9 |
|
R2 |
1,784.8 |
1,784.8 |
1,773.4 |
|
R1 |
1,777.5 |
1,777.5 |
1,771.8 |
1,772.6 |
PP |
1,767.6 |
1,767.6 |
1,767.6 |
1,765.1 |
S1 |
1,760.3 |
1,760.3 |
1,768.6 |
1,755.4 |
S2 |
1,750.4 |
1,750.4 |
1,767.0 |
|
S3 |
1,733.2 |
1,743.1 |
1,765.5 |
|
S4 |
1,716.0 |
1,725.9 |
1,760.7 |
|
|
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 |
1,781.8 |
1,753.2 |
28.6 |
1.6% |
18.5 |
1.0% |
59% |
False |
False |
157,048 |
10 |
1,781.8 |
1,691.3 |
90.5 |
5.1% |
25.2 |
1.4% |
87% |
False |
False |
166,559 |
20 |
1,781.8 |
1,647.1 |
134.7 |
7.6% |
22.1 |
1.2% |
91% |
False |
False |
144,954 |
40 |
1,781.8 |
1,586.3 |
195.5 |
11.0% |
20.2 |
1.1% |
94% |
False |
False |
121,063 |
60 |
1,781.8 |
1,552.0 |
229.8 |
13.0% |
21.6 |
1.2% |
95% |
False |
False |
85,259 |
80 |
1,781.8 |
1,537.3 |
244.5 |
13.8% |
23.1 |
1.3% |
95% |
False |
False |
65,078 |
100 |
1,781.8 |
1,535.4 |
246.4 |
13.9% |
23.3 |
1.3% |
95% |
False |
False |
53,220 |
120 |
1,781.8 |
1,535.4 |
246.4 |
13.9% |
22.8 |
1.3% |
95% |
False |
False |
44,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.0 |
2.618 |
1,819.9 |
1.618 |
1,802.7 |
1.000 |
1,792.1 |
0.618 |
1,785.5 |
HIGH |
1,774.9 |
0.618 |
1,768.3 |
0.500 |
1,766.3 |
0.382 |
1,764.3 |
LOW |
1,757.7 |
0.618 |
1,747.1 |
1.000 |
1,740.5 |
1.618 |
1,729.9 |
2.618 |
1,712.7 |
4.250 |
1,684.6 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,768.9 |
1,769.3 |
PP |
1,767.6 |
1,768.4 |
S1 |
1,766.3 |
1,767.5 |
|