Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,427.0 |
7,422.0 |
-5.0 |
-0.1% |
7,385.0 |
High |
7,483.5 |
7,445.5 |
-38.0 |
-0.5% |
7,483.5 |
Low |
7,394.5 |
7,390.0 |
-4.5 |
-0.1% |
7,309.5 |
Close |
7,456.5 |
7,418.5 |
-38.0 |
-0.5% |
7,456.5 |
Range |
89.0 |
55.5 |
-33.5 |
-37.6% |
174.0 |
ATR |
102.0 |
99.4 |
-2.5 |
-2.5% |
0.0 |
Volume |
85,163 |
105,304 |
20,141 |
23.6% |
440,921 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,584.5 |
7,557.0 |
7,449.0 |
|
R3 |
7,529.0 |
7,501.5 |
7,433.8 |
|
R2 |
7,473.5 |
7,473.5 |
7,428.7 |
|
R1 |
7,446.0 |
7,446.0 |
7,423.6 |
7,432.0 |
PP |
7,418.0 |
7,418.0 |
7,418.0 |
7,411.0 |
S1 |
7,390.5 |
7,390.5 |
7,413.4 |
7,376.5 |
S2 |
7,362.5 |
7,362.5 |
7,408.3 |
|
S3 |
7,307.0 |
7,335.0 |
7,403.2 |
|
S4 |
7,251.5 |
7,279.5 |
7,388.0 |
|
|
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% |
78.8 |
1.1% |
63% |
False |
False |
94,386 |
10 |
7,483.5 |
7,176.5 |
307.0 |
4.1% |
87.5 |
1.2% |
79% |
False |
False |
62,708 |
20 |
7,483.5 |
6,875.0 |
608.5 |
8.2% |
91.9 |
1.2% |
89% |
False |
False |
33,737 |
40 |
7,483.5 |
6,554.5 |
929.0 |
12.5% |
95.5 |
1.3% |
93% |
False |
False |
17,036 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
15.7% |
105.6 |
1.4% |
94% |
False |
False |
11,551 |
80 |
7,483.5 |
5,924.0 |
1,559.5 |
21.0% |
109.2 |
1.5% |
96% |
False |
False |
9,321 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.0% |
111.2 |
1.5% |
96% |
False |
False |
7,499 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.0% |
109.6 |
1.5% |
96% |
False |
False |
6,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,681.4 |
2.618 |
7,590.8 |
1.618 |
7,535.3 |
1.000 |
7,501.0 |
0.618 |
7,479.8 |
HIGH |
7,445.5 |
0.618 |
7,424.3 |
0.500 |
7,417.8 |
0.382 |
7,411.2 |
LOW |
7,390.0 |
0.618 |
7,355.7 |
1.000 |
7,334.5 |
1.618 |
7,300.2 |
2.618 |
7,244.7 |
4.250 |
7,154.1 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,418.3 |
7,412.3 |
PP |
7,418.0 |
7,406.2 |
S1 |
7,417.8 |
7,400.0 |
|