Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,766.2 |
1,762.7 |
-3.5 |
-0.2% |
1,773.5 |
High |
1,777.9 |
1,768.4 |
-9.5 |
-0.5% |
1,790.0 |
Low |
1,761.0 |
1,738.3 |
-22.7 |
-1.3% |
1,753.2 |
Close |
1,766.4 |
1,753.6 |
-12.8 |
-0.7% |
1,778.0 |
Range |
16.9 |
30.1 |
13.2 |
78.1% |
36.8 |
ATR |
21.5 |
22.2 |
0.6 |
2.8% |
0.0 |
Volume |
157,676 |
196,374 |
38,698 |
24.5% |
775,010 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.7 |
1,828.8 |
1,770.2 |
|
R3 |
1,813.6 |
1,798.7 |
1,761.9 |
|
R2 |
1,783.5 |
1,783.5 |
1,759.1 |
|
R1 |
1,768.6 |
1,768.6 |
1,756.4 |
1,761.0 |
PP |
1,753.4 |
1,753.4 |
1,753.4 |
1,749.7 |
S1 |
1,738.5 |
1,738.5 |
1,750.8 |
1,730.9 |
S2 |
1,723.3 |
1,723.3 |
1,748.1 |
|
S3 |
1,693.2 |
1,708.4 |
1,745.3 |
|
S4 |
1,663.1 |
1,678.3 |
1,737.0 |
|
|
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 |
1,738.3 |
51.7 |
2.9% |
20.5 |
1.2% |
30% |
False |
True |
168,621 |
10 |
1,790.0 |
1,720.0 |
70.0 |
4.0% |
23.3 |
1.3% |
48% |
False |
False |
174,412 |
20 |
1,790.0 |
1,647.1 |
142.9 |
8.1% |
23.2 |
1.3% |
75% |
False |
False |
159,284 |
40 |
1,790.0 |
1,586.3 |
203.7 |
11.6% |
20.6 |
1.2% |
82% |
False |
False |
129,594 |
60 |
1,790.0 |
1,559.5 |
230.5 |
13.1% |
21.1 |
1.2% |
84% |
False |
False |
96,455 |
80 |
1,790.0 |
1,552.0 |
238.0 |
13.6% |
22.2 |
1.3% |
85% |
False |
False |
73,330 |
100 |
1,790.0 |
1,535.4 |
254.6 |
14.5% |
23.5 |
1.3% |
86% |
False |
False |
59,980 |
120 |
1,790.0 |
1,535.4 |
254.6 |
14.5% |
22.6 |
1.3% |
86% |
False |
False |
50,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.3 |
2.618 |
1,847.2 |
1.618 |
1,817.1 |
1.000 |
1,798.5 |
0.618 |
1,787.0 |
HIGH |
1,768.4 |
0.618 |
1,756.9 |
0.500 |
1,753.4 |
0.382 |
1,749.8 |
LOW |
1,738.3 |
0.618 |
1,719.7 |
1.000 |
1,708.2 |
1.618 |
1,689.6 |
2.618 |
1,659.5 |
4.250 |
1,610.4 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,753.5 |
1,758.1 |
PP |
1,753.4 |
1,756.6 |
S1 |
1,753.4 |
1,755.1 |
|