Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,408.0 |
4,397.0 |
-11.0 |
-0.2% |
4,415.0 |
High |
4,410.0 |
4,397.0 |
-13.0 |
-0.3% |
4,430.0 |
Low |
4,382.0 |
4,373.0 |
-9.0 |
-0.2% |
4,390.0 |
Close |
4,398.0 |
4,385.0 |
-13.0 |
-0.3% |
4,410.0 |
Range |
28.0 |
24.0 |
-4.0 |
-14.3% |
40.0 |
ATR |
29.6 |
29.3 |
-0.3 |
-1.1% |
0.0 |
Volume |
21,673 |
19,849 |
-1,824 |
-8.4% |
312,970 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,457.0 |
4,445.0 |
4,398.2 |
|
R3 |
4,433.0 |
4,421.0 |
4,391.6 |
|
R2 |
4,409.0 |
4,409.0 |
4,389.4 |
|
R1 |
4,397.0 |
4,397.0 |
4,387.2 |
4,391.0 |
PP |
4,385.0 |
4,385.0 |
4,385.0 |
4,382.0 |
S1 |
4,373.0 |
4,373.0 |
4,382.8 |
4,367.0 |
S2 |
4,361.0 |
4,361.0 |
4,380.6 |
|
S3 |
4,337.0 |
4,349.0 |
4,378.4 |
|
S4 |
4,313.0 |
4,325.0 |
4,371.8 |
|
|
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 |
4,373.0 |
57.0 |
1.3% |
27.0 |
0.6% |
21% |
False |
True |
33,098 |
10 |
4,430.0 |
4,339.0 |
91.0 |
2.1% |
25.3 |
0.6% |
51% |
False |
False |
37,590 |
20 |
4,430.0 |
4,271.0 |
159.0 |
3.6% |
24.3 |
0.6% |
72% |
False |
False |
18,970 |
40 |
4,430.0 |
4,172.0 |
258.0 |
5.9% |
14.9 |
0.3% |
83% |
False |
False |
9,518 |
60 |
4,430.0 |
4,031.0 |
399.0 |
9.1% |
11.5 |
0.3% |
89% |
False |
False |
6,380 |
80 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
9.2 |
0.2% |
91% |
False |
False |
4,798 |
100 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
8.5 |
0.2% |
91% |
False |
False |
3,855 |
120 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
7.2 |
0.2% |
91% |
False |
False |
3,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,499.0 |
2.618 |
4,459.8 |
1.618 |
4,435.8 |
1.000 |
4,421.0 |
0.618 |
4,411.8 |
HIGH |
4,397.0 |
0.618 |
4,387.8 |
0.500 |
4,385.0 |
0.382 |
4,382.2 |
LOW |
4,373.0 |
0.618 |
4,358.2 |
1.000 |
4,349.0 |
1.618 |
4,334.2 |
2.618 |
4,310.2 |
4.250 |
4,271.0 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,385.0 |
4,401.5 |
PP |
4,385.0 |
4,396.0 |
S1 |
4,385.0 |
4,390.5 |
|