Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,417.5 |
7,385.0 |
-32.5 |
-0.4% |
7,211.5 |
High |
7,451.0 |
7,419.5 |
-31.5 |
-0.4% |
7,451.0 |
Low |
7,386.0 |
7,373.0 |
-13.0 |
-0.2% |
7,176.5 |
Close |
7,414.0 |
7,402.5 |
-11.5 |
-0.2% |
7,414.0 |
Range |
65.0 |
46.5 |
-18.5 |
-28.5% |
274.5 |
ATR |
111.1 |
106.5 |
-4.6 |
-4.2% |
0.0 |
Volume |
27,795 |
74,295 |
46,500 |
167.3% |
101,665 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,537.8 |
7,516.7 |
7,428.1 |
|
R3 |
7,491.3 |
7,470.2 |
7,415.3 |
|
R2 |
7,444.8 |
7,444.8 |
7,411.0 |
|
R1 |
7,423.7 |
7,423.7 |
7,406.8 |
7,434.3 |
PP |
7,398.3 |
7,398.3 |
7,398.3 |
7,403.6 |
S1 |
7,377.2 |
7,377.2 |
7,398.2 |
7,387.8 |
S2 |
7,351.8 |
7,351.8 |
7,394.0 |
|
S3 |
7,305.3 |
7,330.7 |
7,389.7 |
|
S4 |
7,258.8 |
7,284.2 |
7,376.9 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,170.7 |
8,066.8 |
7,565.0 |
|
R3 |
7,896.2 |
7,792.3 |
7,489.5 |
|
R2 |
7,621.7 |
7,621.7 |
7,464.3 |
|
R1 |
7,517.8 |
7,517.8 |
7,439.2 |
7,569.8 |
PP |
7,347.2 |
7,347.2 |
7,347.2 |
7,373.1 |
S1 |
7,243.3 |
7,243.3 |
7,388.8 |
7,295.3 |
S2 |
7,072.7 |
7,072.7 |
7,363.7 |
|
S3 |
6,798.2 |
6,968.8 |
7,338.5 |
|
S4 |
6,523.7 |
6,694.3 |
7,263.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,451.0 |
7,176.5 |
274.5 |
3.7% |
96.2 |
1.3% |
82% |
False |
False |
31,030 |
10 |
7,451.0 |
6,898.0 |
553.0 |
7.5% |
99.4 |
1.3% |
91% |
False |
False |
19,887 |
20 |
7,451.0 |
6,875.0 |
576.0 |
7.8% |
94.2 |
1.3% |
92% |
False |
False |
10,220 |
40 |
7,451.0 |
6,320.0 |
1,131.0 |
15.3% |
111.1 |
1.5% |
96% |
False |
False |
5,306 |
60 |
7,451.0 |
6,112.5 |
1,338.5 |
18.1% |
109.1 |
1.5% |
96% |
False |
False |
3,716 |
80 |
7,451.0 |
5,924.0 |
1,527.0 |
20.6% |
112.8 |
1.5% |
97% |
False |
False |
3,443 |
100 |
7,451.0 |
5,924.0 |
1,527.0 |
20.6% |
111.8 |
1.5% |
97% |
False |
False |
2,781 |
120 |
7,451.0 |
5,924.0 |
1,527.0 |
20.6% |
110.3 |
1.5% |
97% |
False |
False |
2,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,617.1 |
2.618 |
7,541.2 |
1.618 |
7,494.7 |
1.000 |
7,466.0 |
0.618 |
7,448.2 |
HIGH |
7,419.5 |
0.618 |
7,401.7 |
0.500 |
7,396.3 |
0.382 |
7,390.8 |
LOW |
7,373.0 |
0.618 |
7,344.3 |
1.000 |
7,326.5 |
1.618 |
7,297.8 |
2.618 |
7,251.3 |
4.250 |
7,175.4 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,400.4 |
7,390.8 |
PP |
7,398.3 |
7,379.0 |
S1 |
7,396.3 |
7,367.3 |
|