Trading Metrics calculated at close of trading on 18-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,385.0 |
7,389.5 |
4.5 |
0.1% |
7,211.5 |
High |
7,419.5 |
7,393.5 |
-26.0 |
-0.4% |
7,451.0 |
Low |
7,373.0 |
7,309.5 |
-63.5 |
-0.9% |
7,176.5 |
Close |
7,402.5 |
7,373.0 |
-29.5 |
-0.4% |
7,414.0 |
Range |
46.5 |
84.0 |
37.5 |
80.6% |
274.5 |
ATR |
106.5 |
105.5 |
-1.0 |
-0.9% |
0.0 |
Volume |
74,295 |
94,761 |
20,466 |
27.5% |
101,665 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,610.7 |
7,575.8 |
7,419.2 |
|
R3 |
7,526.7 |
7,491.8 |
7,396.1 |
|
R2 |
7,442.7 |
7,442.7 |
7,388.4 |
|
R1 |
7,407.8 |
7,407.8 |
7,380.7 |
7,383.3 |
PP |
7,358.7 |
7,358.7 |
7,358.7 |
7,346.4 |
S1 |
7,323.8 |
7,323.8 |
7,365.3 |
7,299.3 |
S2 |
7,274.7 |
7,274.7 |
7,357.6 |
|
S3 |
7,190.7 |
7,239.8 |
7,349.9 |
|
S4 |
7,106.7 |
7,155.8 |
7,326.8 |
|
|
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 |
7,283.5 |
167.5 |
2.3% |
84.8 |
1.2% |
53% |
False |
False |
45,821 |
10 |
7,451.0 |
6,898.0 |
553.0 |
7.5% |
98.4 |
1.3% |
86% |
False |
False |
28,926 |
20 |
7,451.0 |
6,875.0 |
576.0 |
7.8% |
94.7 |
1.3% |
86% |
False |
False |
14,939 |
40 |
7,451.0 |
6,320.0 |
1,131.0 |
15.3% |
107.9 |
1.5% |
93% |
False |
False |
7,664 |
60 |
7,451.0 |
6,112.5 |
1,338.5 |
18.2% |
108.3 |
1.5% |
94% |
False |
False |
5,290 |
80 |
7,451.0 |
5,924.0 |
1,527.0 |
20.7% |
112.6 |
1.5% |
95% |
False |
False |
4,626 |
100 |
7,451.0 |
5,924.0 |
1,527.0 |
20.7% |
111.2 |
1.5% |
95% |
False |
False |
3,728 |
120 |
7,451.0 |
5,924.0 |
1,527.0 |
20.7% |
110.1 |
1.5% |
95% |
False |
False |
3,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,750.5 |
2.618 |
7,613.4 |
1.618 |
7,529.4 |
1.000 |
7,477.5 |
0.618 |
7,445.4 |
HIGH |
7,393.5 |
0.618 |
7,361.4 |
0.500 |
7,351.5 |
0.382 |
7,341.6 |
LOW |
7,309.5 |
0.618 |
7,257.6 |
1.000 |
7,225.5 |
1.618 |
7,173.6 |
2.618 |
7,089.6 |
4.250 |
6,952.5 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,365.8 |
7,380.3 |
PP |
7,358.7 |
7,377.8 |
S1 |
7,351.5 |
7,375.4 |
|