Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,770.2 |
1,774.7 |
4.5 |
0.3% |
1,773.5 |
High |
1,790.0 |
1,775.3 |
-14.7 |
-0.8% |
1,790.0 |
Low |
1,769.1 |
1,757.9 |
-11.2 |
-0.6% |
1,753.2 |
Close |
1,778.0 |
1,764.6 |
-13.4 |
-0.8% |
1,778.0 |
Range |
20.9 |
17.4 |
-3.5 |
-16.7% |
36.8 |
ATR |
22.0 |
21.9 |
-0.1 |
-0.6% |
0.0 |
Volume |
185,293 |
159,194 |
-26,099 |
-14.1% |
775,010 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.1 |
1,808.8 |
1,774.2 |
|
R3 |
1,800.7 |
1,791.4 |
1,769.4 |
|
R2 |
1,783.3 |
1,783.3 |
1,767.8 |
|
R1 |
1,774.0 |
1,774.0 |
1,766.2 |
1,770.0 |
PP |
1,765.9 |
1,765.9 |
1,765.9 |
1,763.9 |
S1 |
1,756.6 |
1,756.6 |
1,763.0 |
1,752.6 |
S2 |
1,748.5 |
1,748.5 |
1,761.4 |
|
S3 |
1,731.1 |
1,739.2 |
1,759.8 |
|
S4 |
1,713.7 |
1,721.8 |
1,755.0 |
|
|
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% |
19.2 |
1.1% |
31% |
False |
False |
163,129 |
10 |
1,790.0 |
1,720.0 |
70.0 |
4.0% |
22.1 |
1.3% |
64% |
False |
False |
168,240 |
20 |
1,790.0 |
1,647.1 |
142.9 |
8.1% |
22.3 |
1.3% |
82% |
False |
False |
150,227 |
40 |
1,790.0 |
1,586.3 |
203.7 |
11.5% |
20.2 |
1.1% |
88% |
False |
False |
126,602 |
60 |
1,790.0 |
1,557.3 |
232.7 |
13.2% |
21.4 |
1.2% |
89% |
False |
False |
90,877 |
80 |
1,790.0 |
1,551.0 |
239.0 |
13.5% |
22.9 |
1.3% |
89% |
False |
False |
69,028 |
100 |
1,790.0 |
1,535.4 |
254.6 |
14.4% |
23.4 |
1.3% |
90% |
False |
False |
56,547 |
120 |
1,790.0 |
1,535.4 |
254.6 |
14.4% |
22.6 |
1.3% |
90% |
False |
False |
47,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,849.3 |
2.618 |
1,820.9 |
1.618 |
1,803.5 |
1.000 |
1,792.7 |
0.618 |
1,786.1 |
HIGH |
1,775.3 |
0.618 |
1,768.7 |
0.500 |
1,766.6 |
0.382 |
1,764.5 |
LOW |
1,757.9 |
0.618 |
1,747.1 |
1.000 |
1,740.5 |
1.618 |
1,729.7 |
2.618 |
1,712.3 |
4.250 |
1,684.0 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,766.6 |
1,773.9 |
PP |
1,765.9 |
1,770.8 |
S1 |
1,765.3 |
1,767.7 |
|