Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,331.0 |
7,347.5 |
16.5 |
0.2% |
7,422.0 |
High |
7,351.0 |
7,354.5 |
3.5 |
0.0% |
7,445.5 |
Low |
7,271.5 |
7,220.0 |
-51.5 |
-0.7% |
7,220.0 |
Close |
7,291.5 |
7,238.5 |
-53.0 |
-0.7% |
7,238.5 |
Range |
79.5 |
134.5 |
55.0 |
69.2% |
225.5 |
ATR |
102.1 |
104.4 |
2.3 |
2.3% |
0.0 |
Volume |
136,749 |
135,456 |
-1,293 |
-0.9% |
625,795 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,674.5 |
7,591.0 |
7,312.5 |
|
R3 |
7,540.0 |
7,456.5 |
7,275.5 |
|
R2 |
7,405.5 |
7,405.5 |
7,263.2 |
|
R1 |
7,322.0 |
7,322.0 |
7,250.8 |
7,296.5 |
PP |
7,271.0 |
7,271.0 |
7,271.0 |
7,258.3 |
S1 |
7,187.5 |
7,187.5 |
7,226.2 |
7,162.0 |
S2 |
7,136.5 |
7,136.5 |
7,213.8 |
|
S3 |
7,002.0 |
7,053.0 |
7,201.5 |
|
S4 |
6,867.5 |
6,918.5 |
7,164.5 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,977.8 |
7,833.7 |
7,362.5 |
|
R3 |
7,752.3 |
7,608.2 |
7,300.5 |
|
R2 |
7,526.8 |
7,526.8 |
7,279.8 |
|
R1 |
7,382.7 |
7,382.7 |
7,259.2 |
7,342.0 |
PP |
7,301.3 |
7,301.3 |
7,301.3 |
7,281.0 |
S1 |
7,157.2 |
7,157.2 |
7,217.8 |
7,116.5 |
S2 |
7,075.8 |
7,075.8 |
7,197.2 |
|
S3 |
6,850.3 |
6,931.7 |
7,176.5 |
|
S4 |
6,624.8 |
6,706.2 |
7,114.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,445.5 |
7,220.0 |
225.5 |
3.1% |
95.8 |
1.3% |
8% |
False |
True |
125,159 |
10 |
7,483.5 |
7,220.0 |
263.5 |
3.6% |
86.4 |
1.2% |
7% |
False |
True |
106,671 |
20 |
7,483.5 |
6,892.0 |
591.5 |
8.2% |
96.5 |
1.3% |
59% |
False |
False |
59,602 |
40 |
7,483.5 |
6,611.0 |
872.5 |
12.1% |
92.7 |
1.3% |
72% |
False |
False |
29,999 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
16.1% |
105.6 |
1.5% |
79% |
False |
False |
20,178 |
80 |
7,483.5 |
6,061.5 |
1,422.0 |
19.6% |
108.7 |
1.5% |
83% |
False |
False |
15,776 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.5% |
110.1 |
1.5% |
84% |
False |
False |
12,702 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.5% |
109.3 |
1.5% |
84% |
False |
False |
10,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,926.1 |
2.618 |
7,706.6 |
1.618 |
7,572.1 |
1.000 |
7,489.0 |
0.618 |
7,437.6 |
HIGH |
7,354.5 |
0.618 |
7,303.1 |
0.500 |
7,287.3 |
0.382 |
7,271.4 |
LOW |
7,220.0 |
0.618 |
7,136.9 |
1.000 |
7,085.5 |
1.618 |
7,002.4 |
2.618 |
6,867.9 |
4.250 |
6,648.4 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,287.3 |
7,298.0 |
PP |
7,271.0 |
7,278.2 |
S1 |
7,254.8 |
7,258.3 |
|