Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,349.0 |
4,385.0 |
36.0 |
0.8% |
4,408.0 |
High |
4,392.0 |
4,401.0 |
9.0 |
0.2% |
4,410.0 |
Low |
4,340.0 |
4,370.0 |
30.0 |
0.7% |
4,340.0 |
Close |
4,386.0 |
4,384.0 |
-2.0 |
0.0% |
4,384.0 |
Range |
52.0 |
31.0 |
-21.0 |
-40.4% |
70.0 |
ATR |
31.1 |
31.1 |
0.0 |
0.0% |
0.0 |
Volume |
23,148 |
26,059 |
2,911 |
12.6% |
107,121 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.0 |
4,462.0 |
4,401.1 |
|
R3 |
4,447.0 |
4,431.0 |
4,392.5 |
|
R2 |
4,416.0 |
4,416.0 |
4,389.7 |
|
R1 |
4,400.0 |
4,400.0 |
4,386.8 |
4,392.5 |
PP |
4,385.0 |
4,385.0 |
4,385.0 |
4,381.3 |
S1 |
4,369.0 |
4,369.0 |
4,381.2 |
4,361.5 |
S2 |
4,354.0 |
4,354.0 |
4,378.3 |
|
S3 |
4,323.0 |
4,338.0 |
4,375.5 |
|
S4 |
4,292.0 |
4,307.0 |
4,367.0 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.0 |
4,556.0 |
4,422.5 |
|
R3 |
4,518.0 |
4,486.0 |
4,403.3 |
|
R2 |
4,448.0 |
4,448.0 |
4,396.8 |
|
R1 |
4,416.0 |
4,416.0 |
4,390.4 |
4,397.0 |
PP |
4,378.0 |
4,378.0 |
4,378.0 |
4,368.5 |
S1 |
4,346.0 |
4,346.0 |
4,377.6 |
4,327.0 |
S2 |
4,308.0 |
4,308.0 |
4,371.2 |
|
S3 |
4,238.0 |
4,276.0 |
4,364.8 |
|
S4 |
4,168.0 |
4,206.0 |
4,345.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,410.0 |
4,340.0 |
70.0 |
1.6% |
30.8 |
0.7% |
63% |
False |
False |
21,424 |
10 |
4,430.0 |
4,340.0 |
90.0 |
2.1% |
28.4 |
0.6% |
49% |
False |
False |
42,009 |
20 |
4,430.0 |
4,271.0 |
159.0 |
3.6% |
26.3 |
0.6% |
71% |
False |
False |
22,223 |
40 |
4,430.0 |
4,172.0 |
258.0 |
5.9% |
17.2 |
0.4% |
82% |
False |
False |
11,154 |
60 |
4,430.0 |
4,031.0 |
399.0 |
9.1% |
13.2 |
0.3% |
88% |
False |
False |
7,471 |
80 |
4,430.0 |
3,982.0 |
448.0 |
10.2% |
10.4 |
0.2% |
90% |
False |
False |
5,616 |
100 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
9.3 |
0.2% |
90% |
False |
False |
4,510 |
120 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
8.1 |
0.2% |
90% |
False |
False |
3,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,532.8 |
2.618 |
4,482.2 |
1.618 |
4,451.2 |
1.000 |
4,432.0 |
0.618 |
4,420.2 |
HIGH |
4,401.0 |
0.618 |
4,389.2 |
0.500 |
4,385.5 |
0.382 |
4,381.8 |
LOW |
4,370.0 |
0.618 |
4,350.8 |
1.000 |
4,339.0 |
1.618 |
4,319.8 |
2.618 |
4,288.8 |
4.250 |
4,238.3 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,385.5 |
4,379.5 |
PP |
4,385.0 |
4,375.0 |
S1 |
4,384.5 |
4,370.5 |
|