Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
9,155 |
9,050 |
-105 |
-1.1% |
9,200 |
High |
9,165 |
9,100 |
-65 |
-0.7% |
9,235 |
Low |
8,990 |
9,030 |
40 |
0.4% |
8,990 |
Close |
9,040 |
9,055 |
15 |
0.2% |
9,055 |
Range |
175 |
70 |
-105 |
-60.0% |
245 |
ATR |
117 |
114 |
-3 |
-2.9% |
0 |
Volume |
4,629 |
2,809 |
-1,820 |
-39.3% |
22,028 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,272 |
9,233 |
9,094 |
|
R3 |
9,202 |
9,163 |
9,074 |
|
R2 |
9,132 |
9,132 |
9,068 |
|
R1 |
9,093 |
9,093 |
9,062 |
9,113 |
PP |
9,062 |
9,062 |
9,062 |
9,071 |
S1 |
9,023 |
9,023 |
9,049 |
9,043 |
S2 |
8,992 |
8,992 |
9,042 |
|
S3 |
8,922 |
8,953 |
9,036 |
|
S4 |
8,852 |
8,883 |
9,017 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,828 |
9,687 |
9,190 |
|
R3 |
9,583 |
9,442 |
9,123 |
|
R2 |
9,338 |
9,338 |
9,100 |
|
R1 |
9,197 |
9,197 |
9,078 |
9,145 |
PP |
9,093 |
9,093 |
9,093 |
9,068 |
S1 |
8,952 |
8,952 |
9,033 |
8,900 |
S2 |
8,848 |
8,848 |
9,010 |
|
S3 |
8,603 |
8,707 |
8,988 |
|
S4 |
8,358 |
8,462 |
8,920 |
|
|
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% |
128 |
1.4% |
27% |
False |
False |
4,405 |
10 |
9,235 |
8,730 |
505 |
5.6% |
133 |
1.5% |
64% |
False |
False |
6,454 |
20 |
9,245 |
8,620 |
625 |
6.9% |
119 |
1.3% |
70% |
False |
False |
3,565 |
40 |
9,245 |
8,490 |
755 |
8.3% |
70 |
0.8% |
75% |
False |
False |
1,785 |
60 |
9,245 |
8,365 |
880 |
9.7% |
48 |
0.5% |
78% |
False |
False |
1,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,398 |
2.618 |
9,283 |
1.618 |
9,213 |
1.000 |
9,170 |
0.618 |
9,143 |
HIGH |
9,100 |
0.618 |
9,073 |
0.500 |
9,065 |
0.382 |
9,057 |
LOW |
9,030 |
0.618 |
8,987 |
1.000 |
8,960 |
1.618 |
8,917 |
2.618 |
8,847 |
4.250 |
8,733 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
9,065 |
9,113 |
PP |
9,062 |
9,093 |
S1 |
9,058 |
9,074 |
|