Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,772.4 |
1,770.2 |
-2.2 |
-0.1% |
1,773.5 |
High |
1,774.9 |
1,790.0 |
15.1 |
0.9% |
1,790.0 |
Low |
1,757.7 |
1,769.1 |
11.4 |
0.6% |
1,753.2 |
Close |
1,770.2 |
1,778.0 |
7.8 |
0.4% |
1,778.0 |
Range |
17.2 |
20.9 |
3.7 |
21.5% |
36.8 |
ATR |
22.1 |
22.0 |
-0.1 |
-0.4% |
0.0 |
Volume |
144,572 |
185,293 |
40,721 |
28.2% |
775,010 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,841.7 |
1,830.8 |
1,789.5 |
|
R3 |
1,820.8 |
1,809.9 |
1,783.7 |
|
R2 |
1,799.9 |
1,799.9 |
1,781.8 |
|
R1 |
1,789.0 |
1,789.0 |
1,779.9 |
1,794.5 |
PP |
1,779.0 |
1,779.0 |
1,779.0 |
1,781.8 |
S1 |
1,768.1 |
1,768.1 |
1,776.1 |
1,773.6 |
S2 |
1,758.1 |
1,758.1 |
1,774.2 |
|
S3 |
1,737.2 |
1,747.2 |
1,772.3 |
|
S4 |
1,716.3 |
1,726.3 |
1,766.5 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.1 |
1,867.9 |
1,798.2 |
|
R3 |
1,847.3 |
1,831.1 |
1,788.1 |
|
R2 |
1,810.5 |
1,810.5 |
1,784.7 |
|
R1 |
1,794.3 |
1,794.3 |
1,781.4 |
1,802.4 |
PP |
1,773.7 |
1,773.7 |
1,773.7 |
1,777.8 |
S1 |
1,757.5 |
1,757.5 |
1,774.6 |
1,765.6 |
S2 |
1,736.9 |
1,736.9 |
1,771.3 |
|
S3 |
1,700.1 |
1,720.7 |
1,767.9 |
|
S4 |
1,663.3 |
1,683.9 |
1,757.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,790.0 |
1,753.2 |
36.8 |
2.1% |
20.2 |
1.1% |
67% |
True |
False |
155,002 |
10 |
1,790.0 |
1,720.0 |
70.0 |
3.9% |
21.9 |
1.2% |
83% |
True |
False |
163,436 |
20 |
1,790.0 |
1,647.1 |
142.9 |
8.0% |
22.0 |
1.2% |
92% |
True |
False |
146,997 |
40 |
1,790.0 |
1,586.3 |
203.7 |
11.5% |
20.2 |
1.1% |
94% |
True |
False |
124,226 |
60 |
1,790.0 |
1,552.0 |
238.0 |
13.4% |
21.6 |
1.2% |
95% |
True |
False |
88,281 |
80 |
1,790.0 |
1,551.0 |
239.0 |
13.4% |
22.9 |
1.3% |
95% |
True |
False |
67,143 |
100 |
1,790.0 |
1,535.4 |
254.6 |
14.3% |
23.4 |
1.3% |
95% |
True |
False |
55,032 |
120 |
1,790.0 |
1,535.4 |
254.6 |
14.3% |
22.8 |
1.3% |
95% |
True |
False |
46,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,878.8 |
2.618 |
1,844.7 |
1.618 |
1,823.8 |
1.000 |
1,810.9 |
0.618 |
1,802.9 |
HIGH |
1,790.0 |
0.618 |
1,782.0 |
0.500 |
1,779.6 |
0.382 |
1,777.1 |
LOW |
1,769.1 |
0.618 |
1,756.2 |
1.000 |
1,748.2 |
1.618 |
1,735.3 |
2.618 |
1,714.4 |
4.250 |
1,680.3 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,779.6 |
1,776.6 |
PP |
1,779.0 |
1,775.2 |
S1 |
1,778.5 |
1,773.9 |
|