Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,410.0 |
4,408.0 |
-2.0 |
0.0% |
4,415.0 |
High |
4,430.0 |
4,410.0 |
-20.0 |
-0.5% |
4,430.0 |
Low |
4,406.0 |
4,382.0 |
-24.0 |
-0.5% |
4,390.0 |
Close |
4,410.0 |
4,398.0 |
-12.0 |
-0.3% |
4,410.0 |
Range |
24.0 |
28.0 |
4.0 |
16.7% |
40.0 |
ATR |
29.8 |
29.6 |
-0.1 |
-0.4% |
0.0 |
Volume |
21,726 |
21,673 |
-53 |
-0.2% |
312,970 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,480.7 |
4,467.3 |
4,413.4 |
|
R3 |
4,452.7 |
4,439.3 |
4,405.7 |
|
R2 |
4,424.7 |
4,424.7 |
4,403.1 |
|
R1 |
4,411.3 |
4,411.3 |
4,400.6 |
4,404.0 |
PP |
4,396.7 |
4,396.7 |
4,396.7 |
4,393.0 |
S1 |
4,383.3 |
4,383.3 |
4,395.4 |
4,376.0 |
S2 |
4,368.7 |
4,368.7 |
4,392.9 |
|
S3 |
4,340.7 |
4,355.3 |
4,390.3 |
|
S4 |
4,312.7 |
4,327.3 |
4,382.6 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,530.0 |
4,510.0 |
4,432.0 |
|
R3 |
4,490.0 |
4,470.0 |
4,421.0 |
|
R2 |
4,450.0 |
4,450.0 |
4,417.3 |
|
R1 |
4,430.0 |
4,430.0 |
4,413.7 |
4,420.0 |
PP |
4,410.0 |
4,410.0 |
4,410.0 |
4,405.0 |
S1 |
4,390.0 |
4,390.0 |
4,406.3 |
4,380.0 |
S2 |
4,370.0 |
4,370.0 |
4,402.7 |
|
S3 |
4,330.0 |
4,350.0 |
4,399.0 |
|
S4 |
4,290.0 |
4,310.0 |
4,388.0 |
|
|
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 |
4,382.0 |
48.0 |
1.1% |
26.4 |
0.6% |
33% |
False |
True |
52,925 |
10 |
4,430.0 |
4,321.0 |
109.0 |
2.5% |
24.7 |
0.6% |
71% |
False |
False |
35,734 |
20 |
4,430.0 |
4,271.0 |
159.0 |
3.6% |
23.1 |
0.5% |
80% |
False |
False |
17,977 |
40 |
4,430.0 |
4,141.0 |
289.0 |
6.6% |
15.1 |
0.3% |
89% |
False |
False |
9,022 |
60 |
4,430.0 |
4,023.0 |
407.0 |
9.3% |
11.8 |
0.3% |
92% |
False |
False |
6,056 |
80 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
8.9 |
0.2% |
93% |
False |
False |
4,550 |
100 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
8.3 |
0.2% |
93% |
False |
False |
3,656 |
120 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
7.0 |
0.2% |
93% |
False |
False |
3,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,529.0 |
2.618 |
4,483.3 |
1.618 |
4,455.3 |
1.000 |
4,438.0 |
0.618 |
4,427.3 |
HIGH |
4,410.0 |
0.618 |
4,399.3 |
0.500 |
4,396.0 |
0.382 |
4,392.7 |
LOW |
4,382.0 |
0.618 |
4,364.7 |
1.000 |
4,354.0 |
1.618 |
4,336.7 |
2.618 |
4,308.7 |
4.250 |
4,263.0 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,397.3 |
4,406.0 |
PP |
4,396.7 |
4,403.3 |
S1 |
4,396.0 |
4,400.7 |
|