Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
9,050 |
9,045 |
-5 |
-0.1% |
9,200 |
High |
9,100 |
9,065 |
-35 |
-0.4% |
9,235 |
Low |
9,030 |
8,955 |
-75 |
-0.8% |
8,990 |
Close |
9,055 |
9,000 |
-55 |
-0.6% |
9,055 |
Range |
70 |
110 |
40 |
57.1% |
245 |
ATR |
114 |
114 |
0 |
-0.2% |
0 |
Volume |
2,809 |
2,631 |
-178 |
-6.3% |
22,028 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,337 |
9,278 |
9,061 |
|
R3 |
9,227 |
9,168 |
9,030 |
|
R2 |
9,117 |
9,117 |
9,020 |
|
R1 |
9,058 |
9,058 |
9,010 |
9,033 |
PP |
9,007 |
9,007 |
9,007 |
8,994 |
S1 |
8,948 |
8,948 |
8,990 |
8,923 |
S2 |
8,897 |
8,897 |
8,980 |
|
S3 |
8,787 |
8,838 |
8,970 |
|
S4 |
8,677 |
8,728 |
8,940 |
|
|
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 |
8,955 |
280 |
3.1% |
133 |
1.5% |
16% |
False |
True |
4,138 |
10 |
9,235 |
8,730 |
505 |
5.6% |
138 |
1.5% |
53% |
False |
False |
6,047 |
20 |
9,235 |
8,620 |
615 |
6.8% |
113 |
1.3% |
62% |
False |
False |
3,696 |
40 |
9,245 |
8,490 |
755 |
8.4% |
73 |
0.8% |
68% |
False |
False |
1,851 |
60 |
9,245 |
8,365 |
880 |
9.8% |
49 |
0.5% |
72% |
False |
False |
1,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,533 |
2.618 |
9,353 |
1.618 |
9,243 |
1.000 |
9,175 |
0.618 |
9,133 |
HIGH |
9,065 |
0.618 |
9,023 |
0.500 |
9,010 |
0.382 |
8,997 |
LOW |
8,955 |
0.618 |
8,887 |
1.000 |
8,845 |
1.618 |
8,777 |
2.618 |
8,667 |
4.250 |
8,488 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
9,010 |
9,060 |
PP |
9,007 |
9,040 |
S1 |
9,003 |
9,020 |
|