Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
9,155 |
9,125 |
-30 |
-0.3% |
8,825 |
High |
9,220 |
9,235 |
15 |
0.2% |
9,220 |
Low |
9,045 |
9,100 |
55 |
0.6% |
8,730 |
Close |
9,125 |
9,140 |
15 |
0.2% |
9,195 |
Range |
175 |
135 |
-40 |
-22.9% |
490 |
ATR |
111 |
113 |
2 |
1.5% |
0 |
Volume |
4,560 |
6,061 |
1,501 |
32.9% |
42,514 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,563 |
9,487 |
9,214 |
|
R3 |
9,428 |
9,352 |
9,177 |
|
R2 |
9,293 |
9,293 |
9,165 |
|
R1 |
9,217 |
9,217 |
9,153 |
9,255 |
PP |
9,158 |
9,158 |
9,158 |
9,178 |
S1 |
9,082 |
9,082 |
9,128 |
9,120 |
S2 |
9,023 |
9,023 |
9,115 |
|
S3 |
8,888 |
8,947 |
9,103 |
|
S4 |
8,753 |
8,812 |
9,066 |
|
|
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 |
9,235 |
8,885 |
350 |
3.8% |
154 |
1.7% |
73% |
True |
False |
6,197 |
10 |
9,235 |
8,620 |
615 |
6.7% |
140 |
1.5% |
85% |
True |
False |
6,142 |
20 |
9,245 |
8,620 |
625 |
6.8% |
112 |
1.2% |
83% |
False |
False |
3,193 |
40 |
9,245 |
8,365 |
880 |
9.6% |
64 |
0.7% |
88% |
False |
False |
1,599 |
60 |
9,245 |
8,365 |
880 |
9.6% |
44 |
0.5% |
88% |
False |
False |
1,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,809 |
2.618 |
9,589 |
1.618 |
9,454 |
1.000 |
9,370 |
0.618 |
9,319 |
HIGH |
9,235 |
0.618 |
9,184 |
0.500 |
9,168 |
0.382 |
9,152 |
LOW |
9,100 |
0.618 |
9,017 |
1.000 |
8,965 |
1.618 |
8,882 |
2.618 |
8,747 |
4.250 |
8,526 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
9,168 |
9,140 |
PP |
9,158 |
9,140 |
S1 |
9,149 |
9,140 |
|