Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,397.0 |
4,356.0 |
-41.0 |
-0.9% |
4,415.0 |
High |
4,397.0 |
4,372.0 |
-25.0 |
-0.6% |
4,430.0 |
Low |
4,373.0 |
4,353.0 |
-20.0 |
-0.5% |
4,390.0 |
Close |
4,385.0 |
4,367.0 |
-18.0 |
-0.4% |
4,410.0 |
Range |
24.0 |
19.0 |
-5.0 |
-20.8% |
40.0 |
ATR |
29.3 |
29.5 |
0.2 |
0.7% |
0.0 |
Volume |
19,849 |
16,392 |
-3,457 |
-17.4% |
312,970 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,421.0 |
4,413.0 |
4,377.5 |
|
R3 |
4,402.0 |
4,394.0 |
4,372.2 |
|
R2 |
4,383.0 |
4,383.0 |
4,370.5 |
|
R1 |
4,375.0 |
4,375.0 |
4,368.7 |
4,379.0 |
PP |
4,364.0 |
4,364.0 |
4,364.0 |
4,366.0 |
S1 |
4,356.0 |
4,356.0 |
4,365.3 |
4,360.0 |
S2 |
4,345.0 |
4,345.0 |
4,363.5 |
|
S3 |
4,326.0 |
4,337.0 |
4,361.8 |
|
S4 |
4,307.0 |
4,318.0 |
4,356.6 |
|
|
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 |
4,353.0 |
77.0 |
1.8% |
23.6 |
0.5% |
18% |
False |
True |
20,496 |
10 |
4,430.0 |
4,341.0 |
89.0 |
2.0% |
23.9 |
0.5% |
29% |
False |
False |
38,990 |
20 |
4,430.0 |
4,271.0 |
159.0 |
3.6% |
25.0 |
0.6% |
60% |
False |
False |
19,778 |
40 |
4,430.0 |
4,172.0 |
258.0 |
5.9% |
15.2 |
0.3% |
76% |
False |
False |
9,927 |
60 |
4,430.0 |
4,031.0 |
399.0 |
9.1% |
11.9 |
0.3% |
84% |
False |
False |
6,651 |
80 |
4,430.0 |
3,950.0 |
480.0 |
11.0% |
9.4 |
0.2% |
87% |
False |
False |
5,002 |
100 |
4,430.0 |
3,950.0 |
480.0 |
11.0% |
8.7 |
0.2% |
87% |
False |
False |
4,018 |
120 |
4,430.0 |
3,950.0 |
480.0 |
11.0% |
7.4 |
0.2% |
87% |
False |
False |
3,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,452.8 |
2.618 |
4,421.7 |
1.618 |
4,402.7 |
1.000 |
4,391.0 |
0.618 |
4,383.7 |
HIGH |
4,372.0 |
0.618 |
4,364.7 |
0.500 |
4,362.5 |
0.382 |
4,360.3 |
LOW |
4,353.0 |
0.618 |
4,341.3 |
1.000 |
4,334.0 |
1.618 |
4,322.3 |
2.618 |
4,303.3 |
4.250 |
4,272.3 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,365.5 |
4,381.5 |
PP |
4,364.0 |
4,376.7 |
S1 |
4,362.5 |
4,371.8 |
|