Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
9,125 |
9,155 |
30 |
0.3% |
8,825 |
High |
9,235 |
9,165 |
-70 |
-0.8% |
9,220 |
Low |
9,100 |
8,990 |
-110 |
-1.2% |
8,730 |
Close |
9,140 |
9,040 |
-100 |
-1.1% |
9,195 |
Range |
135 |
175 |
40 |
29.6% |
490 |
ATR |
113 |
117 |
4 |
3.9% |
0 |
Volume |
6,061 |
4,629 |
-1,432 |
-23.6% |
42,514 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,590 |
9,490 |
9,136 |
|
R3 |
9,415 |
9,315 |
9,088 |
|
R2 |
9,240 |
9,240 |
9,072 |
|
R1 |
9,140 |
9,140 |
9,056 |
9,103 |
PP |
9,065 |
9,065 |
9,065 |
9,046 |
S1 |
8,965 |
8,965 |
9,024 |
8,928 |
S2 |
8,890 |
8,890 |
9,008 |
|
S3 |
8,715 |
8,790 |
8,992 |
|
S4 |
8,540 |
8,615 |
8,944 |
|
|
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 |
8,990 |
245 |
2.7% |
154 |
1.7% |
20% |
False |
True |
5,497 |
10 |
9,235 |
8,730 |
505 |
5.6% |
138 |
1.5% |
61% |
False |
False |
6,417 |
20 |
9,245 |
8,620 |
625 |
6.9% |
118 |
1.3% |
67% |
False |
False |
3,425 |
40 |
9,245 |
8,375 |
870 |
9.6% |
68 |
0.8% |
76% |
False |
False |
1,715 |
60 |
9,245 |
8,365 |
880 |
9.7% |
47 |
0.5% |
77% |
False |
False |
1,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,909 |
2.618 |
9,623 |
1.618 |
9,448 |
1.000 |
9,340 |
0.618 |
9,273 |
HIGH |
9,165 |
0.618 |
9,098 |
0.500 |
9,078 |
0.382 |
9,057 |
LOW |
8,990 |
0.618 |
8,882 |
1.000 |
8,815 |
1.618 |
8,707 |
2.618 |
8,532 |
4.250 |
8,246 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
9,078 |
9,113 |
PP |
9,065 |
9,088 |
S1 |
9,053 |
9,064 |
|