Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,402.0 |
4,423.0 |
21.0 |
0.5% |
4,344.0 |
High |
4,430.0 |
4,425.0 |
-5.0 |
-0.1% |
4,405.0 |
Low |
4,394.0 |
4,402.0 |
8.0 |
0.2% |
4,321.0 |
Close |
4,425.0 |
4,405.0 |
-20.0 |
-0.5% |
4,396.0 |
Range |
36.0 |
23.0 |
-13.0 |
-36.1% |
84.0 |
ATR |
30.7 |
30.1 |
-0.5 |
-1.8% |
0.0 |
Volume |
79,399 |
22,844 |
-56,555 |
-71.2% |
22,789 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,479.7 |
4,465.3 |
4,417.7 |
|
R3 |
4,456.7 |
4,442.3 |
4,411.3 |
|
R2 |
4,433.7 |
4,433.7 |
4,409.2 |
|
R1 |
4,419.3 |
4,419.3 |
4,407.1 |
4,415.0 |
PP |
4,410.7 |
4,410.7 |
4,410.7 |
4,408.5 |
S1 |
4,396.3 |
4,396.3 |
4,402.9 |
4,392.0 |
S2 |
4,387.7 |
4,387.7 |
4,400.8 |
|
S3 |
4,364.7 |
4,373.3 |
4,398.7 |
|
S4 |
4,341.7 |
4,350.3 |
4,392.4 |
|
|
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 |
4,430.0 |
4,381.0 |
49.0 |
1.1% |
26.0 |
0.6% |
49% |
False |
False |
61,435 |
10 |
4,430.0 |
4,321.0 |
109.0 |
2.5% |
25.3 |
0.6% |
77% |
False |
False |
31,418 |
20 |
4,430.0 |
4,271.0 |
159.0 |
3.6% |
20.7 |
0.5% |
84% |
False |
False |
15,824 |
40 |
4,430.0 |
4,077.0 |
353.0 |
8.0% |
13.8 |
0.3% |
93% |
False |
False |
7,944 |
60 |
4,430.0 |
3,982.0 |
448.0 |
10.2% |
10.9 |
0.2% |
94% |
False |
False |
5,333 |
80 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
8.3 |
0.2% |
95% |
False |
False |
4,008 |
100 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
7.8 |
0.2% |
95% |
False |
False |
3,222 |
120 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
6.6 |
0.2% |
95% |
False |
False |
2,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,522.8 |
2.618 |
4,485.2 |
1.618 |
4,462.2 |
1.000 |
4,448.0 |
0.618 |
4,439.2 |
HIGH |
4,425.0 |
0.618 |
4,416.2 |
0.500 |
4,413.5 |
0.382 |
4,410.8 |
LOW |
4,402.0 |
0.618 |
4,387.8 |
1.000 |
4,379.0 |
1.618 |
4,364.8 |
2.618 |
4,341.8 |
4.250 |
4,304.3 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,413.5 |
4,410.0 |
PP |
4,410.7 |
4,408.3 |
S1 |
4,407.8 |
4,406.7 |
|