Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,774.7 |
1,766.2 |
-8.5 |
-0.5% |
1,773.5 |
High |
1,775.3 |
1,777.9 |
2.6 |
0.1% |
1,790.0 |
Low |
1,757.9 |
1,761.0 |
3.1 |
0.2% |
1,753.2 |
Close |
1,764.6 |
1,766.4 |
1.8 |
0.1% |
1,778.0 |
Range |
17.4 |
16.9 |
-0.5 |
-2.9% |
36.8 |
ATR |
21.9 |
21.5 |
-0.4 |
-1.6% |
0.0 |
Volume |
159,194 |
157,676 |
-1,518 |
-1.0% |
775,010 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.1 |
1,809.7 |
1,775.7 |
|
R3 |
1,802.2 |
1,792.8 |
1,771.0 |
|
R2 |
1,785.3 |
1,785.3 |
1,769.5 |
|
R1 |
1,775.9 |
1,775.9 |
1,767.9 |
1,780.6 |
PP |
1,768.4 |
1,768.4 |
1,768.4 |
1,770.8 |
S1 |
1,759.0 |
1,759.0 |
1,764.9 |
1,763.7 |
S2 |
1,751.5 |
1,751.5 |
1,763.3 |
|
S3 |
1,734.6 |
1,742.1 |
1,761.8 |
|
S4 |
1,717.7 |
1,725.2 |
1,757.1 |
|
|
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 |
1,757.7 |
32.3 |
1.8% |
18.0 |
1.0% |
27% |
False |
False |
161,939 |
10 |
1,790.0 |
1,720.0 |
70.0 |
4.0% |
22.5 |
1.3% |
66% |
False |
False |
173,073 |
20 |
1,790.0 |
1,647.1 |
142.9 |
8.1% |
22.5 |
1.3% |
83% |
False |
False |
154,406 |
40 |
1,790.0 |
1,586.3 |
203.7 |
11.5% |
20.3 |
1.1% |
88% |
False |
False |
127,588 |
60 |
1,790.0 |
1,559.5 |
230.5 |
13.0% |
20.8 |
1.2% |
90% |
False |
False |
93,377 |
80 |
1,790.0 |
1,552.0 |
238.0 |
13.5% |
22.0 |
1.2% |
90% |
False |
False |
70,937 |
100 |
1,790.0 |
1,535.4 |
254.6 |
14.4% |
23.4 |
1.3% |
91% |
False |
False |
58,090 |
120 |
1,790.0 |
1,535.4 |
254.6 |
14.4% |
22.4 |
1.3% |
91% |
False |
False |
48,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,849.7 |
2.618 |
1,822.1 |
1.618 |
1,805.2 |
1.000 |
1,794.8 |
0.618 |
1,788.3 |
HIGH |
1,777.9 |
0.618 |
1,771.4 |
0.500 |
1,769.5 |
0.382 |
1,767.5 |
LOW |
1,761.0 |
0.618 |
1,750.6 |
1.000 |
1,744.1 |
1.618 |
1,733.7 |
2.618 |
1,716.8 |
4.250 |
1,689.2 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,769.5 |
1,774.0 |
PP |
1,768.4 |
1,771.4 |
S1 |
1,767.4 |
1,768.9 |
|