Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,422.0 |
7,434.5 |
12.5 |
0.2% |
7,385.0 |
High |
7,445.5 |
7,443.5 |
-2.0 |
0.0% |
7,483.5 |
Low |
7,390.0 |
7,351.5 |
-38.5 |
-0.5% |
7,309.5 |
Close |
7,418.5 |
7,426.0 |
7.5 |
0.1% |
7,456.5 |
Range |
55.5 |
92.0 |
36.5 |
65.8% |
174.0 |
ATR |
99.4 |
98.9 |
-0.5 |
-0.5% |
0.0 |
Volume |
105,304 |
136,246 |
30,942 |
29.4% |
440,921 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,683.0 |
7,646.5 |
7,476.6 |
|
R3 |
7,591.0 |
7,554.5 |
7,451.3 |
|
R2 |
7,499.0 |
7,499.0 |
7,442.9 |
|
R1 |
7,462.5 |
7,462.5 |
7,434.4 |
7,434.8 |
PP |
7,407.0 |
7,407.0 |
7,407.0 |
7,393.1 |
S1 |
7,370.5 |
7,370.5 |
7,417.6 |
7,342.8 |
S2 |
7,315.0 |
7,315.0 |
7,409.1 |
|
S3 |
7,223.0 |
7,278.5 |
7,400.7 |
|
S4 |
7,131.0 |
7,186.5 |
7,375.4 |
|
|
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 |
7,316.5 |
167.0 |
2.2% |
80.4 |
1.1% |
66% |
False |
False |
102,683 |
10 |
7,483.5 |
7,283.5 |
200.0 |
2.7% |
82.6 |
1.1% |
71% |
False |
False |
74,252 |
20 |
7,483.5 |
6,875.0 |
608.5 |
8.2% |
91.7 |
1.2% |
91% |
False |
False |
40,532 |
40 |
7,483.5 |
6,554.5 |
929.0 |
12.5% |
95.5 |
1.3% |
94% |
False |
False |
20,433 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
15.7% |
104.8 |
1.4% |
95% |
False |
False |
13,817 |
80 |
7,483.5 |
5,924.0 |
1,559.5 |
21.0% |
109.3 |
1.5% |
96% |
False |
False |
11,018 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.0% |
110.2 |
1.5% |
96% |
False |
False |
8,861 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.0% |
109.3 |
1.5% |
96% |
False |
False |
7,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,834.5 |
2.618 |
7,684.4 |
1.618 |
7,592.4 |
1.000 |
7,535.5 |
0.618 |
7,500.4 |
HIGH |
7,443.5 |
0.618 |
7,408.4 |
0.500 |
7,397.5 |
0.382 |
7,386.6 |
LOW |
7,351.5 |
0.618 |
7,294.6 |
1.000 |
7,259.5 |
1.618 |
7,202.6 |
2.618 |
7,110.6 |
4.250 |
6,960.5 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,416.5 |
7,423.2 |
PP |
7,407.0 |
7,420.3 |
S1 |
7,397.5 |
7,417.5 |
|