Trading Metrics calculated at close of trading on 18-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,415.0 |
4,403.0 |
-12.0 |
-0.3% |
4,344.0 |
High |
4,420.0 |
4,411.0 |
-9.0 |
-0.2% |
4,405.0 |
Low |
4,394.0 |
4,390.0 |
-4.0 |
-0.1% |
4,321.0 |
Close |
4,404.0 |
4,396.0 |
-8.0 |
-0.2% |
4,396.0 |
Range |
26.0 |
21.0 |
-5.0 |
-19.2% |
84.0 |
ATR |
31.0 |
30.3 |
-0.7 |
-2.3% |
0.0 |
Volume |
70,016 |
118,985 |
48,969 |
69.9% |
22,789 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,462.0 |
4,450.0 |
4,407.6 |
|
R3 |
4,441.0 |
4,429.0 |
4,401.8 |
|
R2 |
4,420.0 |
4,420.0 |
4,399.9 |
|
R1 |
4,408.0 |
4,408.0 |
4,397.9 |
4,403.5 |
PP |
4,399.0 |
4,399.0 |
4,399.0 |
4,396.8 |
S1 |
4,387.0 |
4,387.0 |
4,394.1 |
4,382.5 |
S2 |
4,378.0 |
4,378.0 |
4,392.2 |
|
S3 |
4,357.0 |
4,366.0 |
4,390.2 |
|
S4 |
4,336.0 |
4,345.0 |
4,384.5 |
|
|
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 |
4,339.0 |
81.0 |
1.8% |
23.6 |
0.5% |
70% |
False |
False |
42,082 |
10 |
4,420.0 |
4,271.0 |
149.0 |
3.4% |
21.6 |
0.5% |
84% |
False |
False |
21,240 |
20 |
4,420.0 |
4,271.0 |
149.0 |
3.4% |
18.6 |
0.4% |
84% |
False |
False |
10,716 |
40 |
4,420.0 |
4,077.0 |
343.0 |
7.8% |
12.4 |
0.3% |
93% |
False |
False |
5,400 |
60 |
4,420.0 |
3,982.0 |
438.0 |
10.0% |
10.0 |
0.2% |
95% |
False |
False |
3,629 |
80 |
4,420.0 |
3,950.0 |
470.0 |
10.7% |
7.9 |
0.2% |
95% |
False |
False |
2,731 |
100 |
4,420.0 |
3,950.0 |
470.0 |
10.7% |
7.2 |
0.2% |
95% |
False |
False |
2,200 |
120 |
4,420.0 |
3,950.0 |
470.0 |
10.7% |
6.1 |
0.1% |
95% |
False |
False |
1,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,500.3 |
2.618 |
4,466.0 |
1.618 |
4,445.0 |
1.000 |
4,432.0 |
0.618 |
4,424.0 |
HIGH |
4,411.0 |
0.618 |
4,403.0 |
0.500 |
4,400.5 |
0.382 |
4,398.0 |
LOW |
4,390.0 |
0.618 |
4,377.0 |
1.000 |
4,369.0 |
1.618 |
4,356.0 |
2.618 |
4,335.0 |
4.250 |
4,300.8 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,400.5 |
4,400.5 |
PP |
4,399.0 |
4,399.0 |
S1 |
4,397.5 |
4,397.5 |
|