Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,393.0 |
4,415.0 |
22.0 |
0.5% |
4,344.0 |
High |
4,405.0 |
4,420.0 |
15.0 |
0.3% |
4,405.0 |
Low |
4,381.0 |
4,394.0 |
13.0 |
0.3% |
4,321.0 |
Close |
4,396.0 |
4,404.0 |
8.0 |
0.2% |
4,396.0 |
Range |
24.0 |
26.0 |
2.0 |
8.3% |
84.0 |
ATR |
31.3 |
31.0 |
-0.4 |
-1.2% |
0.0 |
Volume |
15,935 |
70,016 |
54,081 |
339.4% |
22,789 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.0 |
4,470.0 |
4,418.3 |
|
R3 |
4,458.0 |
4,444.0 |
4,411.2 |
|
R2 |
4,432.0 |
4,432.0 |
4,408.8 |
|
R1 |
4,418.0 |
4,418.0 |
4,406.4 |
4,412.0 |
PP |
4,406.0 |
4,406.0 |
4,406.0 |
4,403.0 |
S1 |
4,392.0 |
4,392.0 |
4,401.6 |
4,386.0 |
S2 |
4,380.0 |
4,380.0 |
4,399.2 |
|
S3 |
4,354.0 |
4,366.0 |
4,396.9 |
|
S4 |
4,328.0 |
4,340.0 |
4,389.7 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,626.0 |
4,595.0 |
4,442.2 |
|
R3 |
4,542.0 |
4,511.0 |
4,419.1 |
|
R2 |
4,458.0 |
4,458.0 |
4,411.4 |
|
R1 |
4,427.0 |
4,427.0 |
4,403.7 |
4,442.5 |
PP |
4,374.0 |
4,374.0 |
4,374.0 |
4,381.8 |
S1 |
4,343.0 |
4,343.0 |
4,388.3 |
4,358.5 |
S2 |
4,290.0 |
4,290.0 |
4,380.6 |
|
S3 |
4,206.0 |
4,259.0 |
4,372.9 |
|
S4 |
4,122.0 |
4,175.0 |
4,349.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,420.0 |
4,321.0 |
99.0 |
2.2% |
23.0 |
0.5% |
84% |
True |
False |
18,543 |
10 |
4,420.0 |
4,271.0 |
149.0 |
3.4% |
23.3 |
0.5% |
89% |
True |
False |
9,354 |
20 |
4,420.0 |
4,271.0 |
149.0 |
3.4% |
18.1 |
0.4% |
89% |
True |
False |
4,768 |
40 |
4,420.0 |
4,077.0 |
343.0 |
7.8% |
12.0 |
0.3% |
95% |
True |
False |
2,426 |
60 |
4,420.0 |
3,982.0 |
438.0 |
9.9% |
9.6 |
0.2% |
96% |
True |
False |
1,646 |
80 |
4,420.0 |
3,950.0 |
470.0 |
10.7% |
7.6 |
0.2% |
97% |
True |
False |
1,244 |
100 |
4,420.0 |
3,950.0 |
470.0 |
10.7% |
7.0 |
0.2% |
97% |
True |
False |
1,010 |
120 |
4,420.0 |
3,950.0 |
470.0 |
10.7% |
5.9 |
0.1% |
97% |
True |
False |
845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,530.5 |
2.618 |
4,488.1 |
1.618 |
4,462.1 |
1.000 |
4,446.0 |
0.618 |
4,436.1 |
HIGH |
4,420.0 |
0.618 |
4,410.1 |
0.500 |
4,407.0 |
0.382 |
4,403.9 |
LOW |
4,394.0 |
0.618 |
4,377.9 |
1.000 |
4,368.0 |
1.618 |
4,351.9 |
2.618 |
4,325.9 |
4.250 |
4,283.5 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,407.0 |
4,396.2 |
PP |
4,406.0 |
4,388.3 |
S1 |
4,405.0 |
4,380.5 |
|