Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,359.5 |
7,427.0 |
67.5 |
0.9% |
7,385.0 |
High |
7,405.5 |
7,483.5 |
78.0 |
1.1% |
7,483.5 |
Low |
7,316.5 |
7,394.5 |
78.0 |
1.1% |
7,309.5 |
Close |
7,387.0 |
7,456.5 |
69.5 |
0.9% |
7,456.5 |
Range |
89.0 |
89.0 |
0.0 |
0.0% |
174.0 |
ATR |
102.4 |
102.0 |
-0.4 |
-0.4% |
0.0 |
Volume |
93,351 |
85,163 |
-8,188 |
-8.8% |
440,921 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,711.8 |
7,673.2 |
7,505.5 |
|
R3 |
7,622.8 |
7,584.2 |
7,481.0 |
|
R2 |
7,533.8 |
7,533.8 |
7,472.8 |
|
R1 |
7,495.2 |
7,495.2 |
7,464.7 |
7,514.5 |
PP |
7,444.8 |
7,444.8 |
7,444.8 |
7,454.5 |
S1 |
7,406.2 |
7,406.2 |
7,448.3 |
7,425.5 |
S2 |
7,355.8 |
7,355.8 |
7,440.2 |
|
S3 |
7,266.8 |
7,317.2 |
7,432.0 |
|
S4 |
7,177.8 |
7,228.2 |
7,407.6 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,938.5 |
7,871.5 |
7,552.2 |
|
R3 |
7,764.5 |
7,697.5 |
7,504.4 |
|
R2 |
7,590.5 |
7,590.5 |
7,488.4 |
|
R1 |
7,523.5 |
7,523.5 |
7,472.5 |
7,557.0 |
PP |
7,416.5 |
7,416.5 |
7,416.5 |
7,433.3 |
S1 |
7,349.5 |
7,349.5 |
7,440.6 |
7,383.0 |
S2 |
7,242.5 |
7,242.5 |
7,424.6 |
|
S3 |
7,068.5 |
7,175.5 |
7,408.7 |
|
S4 |
6,894.5 |
7,001.5 |
7,360.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,483.5 |
7,309.5 |
174.0 |
2.3% |
77.0 |
1.0% |
84% |
True |
False |
88,184 |
10 |
7,483.5 |
7,176.5 |
307.0 |
4.1% |
86.7 |
1.2% |
91% |
True |
False |
54,258 |
20 |
7,483.5 |
6,875.0 |
608.5 |
8.2% |
94.0 |
1.3% |
96% |
True |
False |
28,487 |
40 |
7,483.5 |
6,520.0 |
963.5 |
12.9% |
101.5 |
1.4% |
97% |
True |
False |
14,411 |
60 |
7,483.5 |
6,281.0 |
1,202.5 |
16.1% |
107.4 |
1.4% |
98% |
True |
False |
9,800 |
80 |
7,483.5 |
5,924.0 |
1,559.5 |
20.9% |
111.5 |
1.5% |
98% |
True |
False |
8,013 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
20.9% |
111.9 |
1.5% |
98% |
True |
False |
6,446 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
20.9% |
109.8 |
1.5% |
98% |
True |
False |
5,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,861.8 |
2.618 |
7,716.5 |
1.618 |
7,627.5 |
1.000 |
7,572.5 |
0.618 |
7,538.5 |
HIGH |
7,483.5 |
0.618 |
7,449.5 |
0.500 |
7,439.0 |
0.382 |
7,428.5 |
LOW |
7,394.5 |
0.618 |
7,339.5 |
1.000 |
7,305.5 |
1.618 |
7,250.5 |
2.618 |
7,161.5 |
4.250 |
7,016.3 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,450.7 |
7,437.7 |
PP |
7,444.8 |
7,418.8 |
S1 |
7,439.0 |
7,400.0 |
|