Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
9,005 |
8,970 |
-35 |
-0.4% |
9,200 |
High |
9,065 |
8,975 |
-90 |
-1.0% |
9,235 |
Low |
8,960 |
8,845 |
-115 |
-1.3% |
8,990 |
Close |
8,975 |
8,875 |
-100 |
-1.1% |
9,055 |
Range |
105 |
130 |
25 |
23.8% |
245 |
ATR |
113 |
114 |
1 |
1.1% |
0 |
Volume |
3,208 |
3,173 |
-35 |
-1.1% |
22,028 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,288 |
9,212 |
8,947 |
|
R3 |
9,158 |
9,082 |
8,911 |
|
R2 |
9,028 |
9,028 |
8,899 |
|
R1 |
8,952 |
8,952 |
8,887 |
8,925 |
PP |
8,898 |
8,898 |
8,898 |
8,885 |
S1 |
8,822 |
8,822 |
8,863 |
8,795 |
S2 |
8,768 |
8,768 |
8,851 |
|
S3 |
8,638 |
8,692 |
8,839 |
|
S4 |
8,508 |
8,562 |
8,804 |
|
|
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 |
9,165 |
8,845 |
320 |
3.6% |
118 |
1.3% |
9% |
False |
True |
3,290 |
10 |
9,235 |
8,845 |
390 |
4.4% |
136 |
1.5% |
8% |
False |
True |
4,743 |
20 |
9,235 |
8,620 |
615 |
6.9% |
120 |
1.4% |
41% |
False |
False |
4,014 |
40 |
9,245 |
8,490 |
755 |
8.5% |
78 |
0.9% |
51% |
False |
False |
2,010 |
60 |
9,245 |
8,365 |
880 |
9.9% |
53 |
0.6% |
58% |
False |
False |
1,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,528 |
2.618 |
9,315 |
1.618 |
9,185 |
1.000 |
9,105 |
0.618 |
9,055 |
HIGH |
8,975 |
0.618 |
8,925 |
0.500 |
8,910 |
0.382 |
8,895 |
LOW |
8,845 |
0.618 |
8,765 |
1.000 |
8,715 |
1.618 |
8,635 |
2.618 |
8,505 |
4.250 |
8,293 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
8,910 |
8,955 |
PP |
8,898 |
8,928 |
S1 |
8,887 |
8,902 |
|