Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,389.5 |
7,398.0 |
8.5 |
0.1% |
7,211.5 |
High |
7,393.5 |
7,406.5 |
13.0 |
0.2% |
7,451.0 |
Low |
7,309.5 |
7,330.0 |
20.5 |
0.3% |
7,176.5 |
Close |
7,373.0 |
7,396.5 |
23.5 |
0.3% |
7,414.0 |
Range |
84.0 |
76.5 |
-7.5 |
-8.9% |
274.5 |
ATR |
105.5 |
103.4 |
-2.1 |
-2.0% |
0.0 |
Volume |
94,761 |
93,351 |
-1,410 |
-1.5% |
101,665 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,607.2 |
7,578.3 |
7,438.6 |
|
R3 |
7,530.7 |
7,501.8 |
7,417.5 |
|
R2 |
7,454.2 |
7,454.2 |
7,410.5 |
|
R1 |
7,425.3 |
7,425.3 |
7,403.5 |
7,401.5 |
PP |
7,377.7 |
7,377.7 |
7,377.7 |
7,365.8 |
S1 |
7,348.8 |
7,348.8 |
7,389.5 |
7,325.0 |
S2 |
7,301.2 |
7,301.2 |
7,382.5 |
|
S3 |
7,224.7 |
7,272.3 |
7,375.5 |
|
S4 |
7,148.2 |
7,195.8 |
7,354.4 |
|
|
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% |
79.3 |
1.1% |
67% |
False |
False |
62,139 |
10 |
7,451.0 |
6,983.0 |
468.0 |
6.3% |
95.7 |
1.3% |
88% |
False |
False |
37,466 |
20 |
7,451.0 |
6,875.0 |
576.0 |
7.8% |
95.4 |
1.3% |
91% |
False |
False |
19,587 |
40 |
7,451.0 |
6,337.5 |
1,113.5 |
15.1% |
106.4 |
1.4% |
95% |
False |
False |
9,985 |
60 |
7,451.0 |
6,112.5 |
1,338.5 |
18.1% |
108.5 |
1.5% |
96% |
False |
False |
6,839 |
80 |
7,451.0 |
5,924.0 |
1,527.0 |
20.6% |
112.3 |
1.5% |
96% |
False |
False |
5,789 |
100 |
7,451.0 |
5,924.0 |
1,527.0 |
20.6% |
111.2 |
1.5% |
96% |
False |
False |
4,662 |
120 |
7,451.0 |
5,924.0 |
1,527.0 |
20.6% |
109.6 |
1.5% |
96% |
False |
False |
3,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,731.6 |
2.618 |
7,606.8 |
1.618 |
7,530.3 |
1.000 |
7,483.0 |
0.618 |
7,453.8 |
HIGH |
7,406.5 |
0.618 |
7,377.3 |
0.500 |
7,368.3 |
0.382 |
7,359.2 |
LOW |
7,330.0 |
0.618 |
7,282.7 |
1.000 |
7,253.5 |
1.618 |
7,206.2 |
2.618 |
7,129.7 |
4.250 |
7,004.9 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,387.1 |
7,385.8 |
PP |
7,377.7 |
7,375.2 |
S1 |
7,368.3 |
7,364.5 |
|