Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
9,030 |
9,200 |
170 |
1.9% |
8,825 |
High |
9,220 |
9,220 |
0 |
0.0% |
9,220 |
Low |
9,020 |
9,135 |
115 |
1.3% |
8,730 |
Close |
9,195 |
9,160 |
-35 |
-0.4% |
9,195 |
Range |
200 |
85 |
-115 |
-57.5% |
490 |
ATR |
108 |
106 |
-2 |
-1.5% |
0 |
Volume |
8,266 |
3,969 |
-4,297 |
-52.0% |
42,514 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,427 |
9,378 |
9,207 |
|
R3 |
9,342 |
9,293 |
9,184 |
|
R2 |
9,257 |
9,257 |
9,176 |
|
R1 |
9,208 |
9,208 |
9,168 |
9,190 |
PP |
9,172 |
9,172 |
9,172 |
9,163 |
S1 |
9,123 |
9,123 |
9,152 |
9,105 |
S2 |
9,087 |
9,087 |
9,145 |
|
S3 |
9,002 |
9,038 |
9,137 |
|
S4 |
8,917 |
8,953 |
9,113 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,518 |
10,347 |
9,465 |
|
R3 |
10,028 |
9,857 |
9,330 |
|
R2 |
9,538 |
9,538 |
9,285 |
|
R1 |
9,367 |
9,367 |
9,240 |
9,453 |
PP |
9,048 |
9,048 |
9,048 |
9,091 |
S1 |
8,877 |
8,877 |
9,150 |
8,963 |
S2 |
8,558 |
8,558 |
9,105 |
|
S3 |
8,068 |
8,387 |
9,060 |
|
S4 |
7,578 |
7,897 |
8,926 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,220 |
8,730 |
490 |
5.3% |
142 |
1.6% |
88% |
True |
False |
7,956 |
10 |
9,220 |
8,620 |
600 |
6.6% |
139 |
1.5% |
90% |
True |
False |
5,266 |
20 |
9,245 |
8,620 |
625 |
6.8% |
98 |
1.1% |
86% |
False |
False |
2,663 |
40 |
9,245 |
8,365 |
880 |
9.6% |
56 |
0.6% |
90% |
False |
False |
1,333 |
60 |
9,245 |
8,365 |
880 |
9.6% |
39 |
0.4% |
90% |
False |
False |
890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,581 |
2.618 |
9,443 |
1.618 |
9,358 |
1.000 |
9,305 |
0.618 |
9,273 |
HIGH |
9,220 |
0.618 |
9,188 |
0.500 |
9,178 |
0.382 |
9,168 |
LOW |
9,135 |
0.618 |
9,083 |
1.000 |
9,050 |
1.618 |
8,998 |
2.618 |
8,913 |
4.250 |
8,774 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
9,178 |
9,124 |
PP |
9,172 |
9,088 |
S1 |
9,166 |
9,053 |
|