Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,434.5 |
7,367.5 |
-67.0 |
-0.9% |
7,385.0 |
High |
7,443.5 |
7,376.0 |
-67.5 |
-0.9% |
7,483.5 |
Low |
7,351.5 |
7,258.5 |
-93.0 |
-1.3% |
7,309.5 |
Close |
7,426.0 |
7,294.5 |
-131.5 |
-1.8% |
7,456.5 |
Range |
92.0 |
117.5 |
25.5 |
27.7% |
174.0 |
ATR |
98.9 |
103.8 |
4.9 |
5.0% |
0.0 |
Volume |
136,246 |
112,040 |
-24,206 |
-17.8% |
440,921 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,662.2 |
7,595.8 |
7,359.1 |
|
R3 |
7,544.7 |
7,478.3 |
7,326.8 |
|
R2 |
7,427.2 |
7,427.2 |
7,316.0 |
|
R1 |
7,360.8 |
7,360.8 |
7,305.3 |
7,335.3 |
PP |
7,309.7 |
7,309.7 |
7,309.7 |
7,296.9 |
S1 |
7,243.3 |
7,243.3 |
7,283.7 |
7,217.8 |
S2 |
7,192.2 |
7,192.2 |
7,273.0 |
|
S3 |
7,074.7 |
7,125.8 |
7,262.2 |
|
S4 |
6,957.2 |
7,008.3 |
7,229.9 |
|
|
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 |
7,258.5 |
225.0 |
3.1% |
88.6 |
1.2% |
16% |
False |
True |
106,420 |
10 |
7,483.5 |
7,258.5 |
225.0 |
3.1% |
84.0 |
1.2% |
16% |
False |
True |
84,280 |
20 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
95.0 |
1.3% |
69% |
False |
False |
46,027 |
40 |
7,483.5 |
6,554.5 |
929.0 |
12.7% |
96.6 |
1.3% |
80% |
False |
False |
23,223 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
16.0% |
105.4 |
1.4% |
84% |
False |
False |
15,683 |
80 |
7,483.5 |
6,004.5 |
1,479.0 |
20.3% |
109.4 |
1.5% |
87% |
False |
False |
12,409 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
109.8 |
1.5% |
88% |
False |
False |
9,981 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
109.6 |
1.5% |
88% |
False |
False |
8,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,875.4 |
2.618 |
7,683.6 |
1.618 |
7,566.1 |
1.000 |
7,493.5 |
0.618 |
7,448.6 |
HIGH |
7,376.0 |
0.618 |
7,331.1 |
0.500 |
7,317.3 |
0.382 |
7,303.4 |
LOW |
7,258.5 |
0.618 |
7,185.9 |
1.000 |
7,141.0 |
1.618 |
7,068.4 |
2.618 |
6,950.9 |
4.250 |
6,759.1 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,317.3 |
7,352.0 |
PP |
7,309.7 |
7,332.8 |
S1 |
7,302.1 |
7,313.7 |
|