Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,356.0 |
4,349.0 |
-7.0 |
-0.2% |
4,415.0 |
High |
4,372.0 |
4,392.0 |
20.0 |
0.5% |
4,430.0 |
Low |
4,353.0 |
4,340.0 |
-13.0 |
-0.3% |
4,390.0 |
Close |
4,367.0 |
4,386.0 |
19.0 |
0.4% |
4,410.0 |
Range |
19.0 |
52.0 |
33.0 |
173.7% |
40.0 |
ATR |
29.5 |
31.1 |
1.6 |
5.5% |
0.0 |
Volume |
16,392 |
23,148 |
6,756 |
41.2% |
312,970 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,528.7 |
4,509.3 |
4,414.6 |
|
R3 |
4,476.7 |
4,457.3 |
4,400.3 |
|
R2 |
4,424.7 |
4,424.7 |
4,395.5 |
|
R1 |
4,405.3 |
4,405.3 |
4,390.8 |
4,415.0 |
PP |
4,372.7 |
4,372.7 |
4,372.7 |
4,377.5 |
S1 |
4,353.3 |
4,353.3 |
4,381.2 |
4,363.0 |
S2 |
4,320.7 |
4,320.7 |
4,376.5 |
|
S3 |
4,268.7 |
4,301.3 |
4,371.7 |
|
S4 |
4,216.7 |
4,249.3 |
4,357.4 |
|
|
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 |
4,340.0 |
90.0 |
2.1% |
29.4 |
0.7% |
51% |
False |
True |
20,557 |
10 |
4,430.0 |
4,340.0 |
90.0 |
2.1% |
27.7 |
0.6% |
51% |
False |
True |
40,996 |
20 |
4,430.0 |
4,271.0 |
159.0 |
3.6% |
25.7 |
0.6% |
72% |
False |
False |
20,921 |
40 |
4,430.0 |
4,172.0 |
258.0 |
5.9% |
16.5 |
0.4% |
83% |
False |
False |
10,506 |
60 |
4,430.0 |
4,031.0 |
399.0 |
9.1% |
12.7 |
0.3% |
89% |
False |
False |
7,037 |
80 |
4,430.0 |
3,982.0 |
448.0 |
10.2% |
10.0 |
0.2% |
90% |
False |
False |
5,290 |
100 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
9.2 |
0.2% |
91% |
False |
False |
4,250 |
120 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
7.8 |
0.2% |
91% |
False |
False |
3,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,613.0 |
2.618 |
4,528.1 |
1.618 |
4,476.1 |
1.000 |
4,444.0 |
0.618 |
4,424.1 |
HIGH |
4,392.0 |
0.618 |
4,372.1 |
0.500 |
4,366.0 |
0.382 |
4,359.9 |
LOW |
4,340.0 |
0.618 |
4,307.9 |
1.000 |
4,288.0 |
1.618 |
4,255.9 |
2.618 |
4,203.9 |
4.250 |
4,119.0 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,379.3 |
4,380.2 |
PP |
4,372.7 |
4,374.3 |
S1 |
4,366.0 |
4,368.5 |
|