Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,367.5 |
7,331.0 |
-36.5 |
-0.5% |
7,385.0 |
High |
7,376.0 |
7,351.0 |
-25.0 |
-0.3% |
7,483.5 |
Low |
7,258.5 |
7,271.5 |
13.0 |
0.2% |
7,309.5 |
Close |
7,294.5 |
7,291.5 |
-3.0 |
0.0% |
7,456.5 |
Range |
117.5 |
79.5 |
-38.0 |
-32.3% |
174.0 |
ATR |
103.8 |
102.1 |
-1.7 |
-1.7% |
0.0 |
Volume |
112,040 |
136,749 |
24,709 |
22.1% |
440,921 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,543.2 |
7,496.8 |
7,335.2 |
|
R3 |
7,463.7 |
7,417.3 |
7,313.4 |
|
R2 |
7,384.2 |
7,384.2 |
7,306.1 |
|
R1 |
7,337.8 |
7,337.8 |
7,298.8 |
7,321.3 |
PP |
7,304.7 |
7,304.7 |
7,304.7 |
7,296.4 |
S1 |
7,258.3 |
7,258.3 |
7,284.2 |
7,241.8 |
S2 |
7,225.2 |
7,225.2 |
7,276.9 |
|
S3 |
7,145.7 |
7,178.8 |
7,269.6 |
|
S4 |
7,066.2 |
7,099.3 |
7,247.8 |
|
|
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% |
86.7 |
1.2% |
15% |
False |
False |
115,100 |
10 |
7,483.5 |
7,258.5 |
225.0 |
3.1% |
79.5 |
1.1% |
15% |
False |
False |
95,905 |
20 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
95.0 |
1.3% |
68% |
False |
False |
52,849 |
40 |
7,483.5 |
6,554.5 |
929.0 |
12.7% |
96.9 |
1.3% |
79% |
False |
False |
26,625 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
16.0% |
105.9 |
1.5% |
83% |
False |
False |
17,960 |
80 |
7,483.5 |
6,061.5 |
1,422.0 |
19.5% |
108.7 |
1.5% |
86% |
False |
False |
14,105 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
109.4 |
1.5% |
88% |
False |
False |
11,348 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
109.1 |
1.5% |
88% |
False |
False |
9,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,688.9 |
2.618 |
7,559.1 |
1.618 |
7,479.6 |
1.000 |
7,430.5 |
0.618 |
7,400.1 |
HIGH |
7,351.0 |
0.618 |
7,320.6 |
0.500 |
7,311.3 |
0.382 |
7,301.9 |
LOW |
7,271.5 |
0.618 |
7,222.4 |
1.000 |
7,192.0 |
1.618 |
7,142.9 |
2.618 |
7,063.4 |
4.250 |
6,933.6 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,311.3 |
7,351.0 |
PP |
7,304.7 |
7,331.2 |
S1 |
7,298.1 |
7,311.3 |
|