Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
8,970 |
8,855 |
-115 |
-1.3% |
9,200 |
High |
8,975 |
8,995 |
20 |
0.2% |
9,235 |
Low |
8,845 |
8,855 |
10 |
0.1% |
8,990 |
Close |
8,875 |
8,970 |
95 |
1.1% |
9,055 |
Range |
130 |
140 |
10 |
7.7% |
245 |
ATR |
114 |
116 |
2 |
1.6% |
0 |
Volume |
3,173 |
4,094 |
921 |
29.0% |
22,028 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,360 |
9,305 |
9,047 |
|
R3 |
9,220 |
9,165 |
9,009 |
|
R2 |
9,080 |
9,080 |
8,996 |
|
R1 |
9,025 |
9,025 |
8,983 |
9,053 |
PP |
8,940 |
8,940 |
8,940 |
8,954 |
S1 |
8,885 |
8,885 |
8,957 |
8,913 |
S2 |
8,800 |
8,800 |
8,944 |
|
S3 |
8,660 |
8,745 |
8,932 |
|
S4 |
8,520 |
8,605 |
8,893 |
|
|
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 |
9,100 |
8,845 |
255 |
2.8% |
111 |
1.2% |
49% |
False |
False |
3,183 |
10 |
9,235 |
8,845 |
390 |
4.3% |
133 |
1.5% |
32% |
False |
False |
4,340 |
20 |
9,235 |
8,620 |
615 |
6.9% |
127 |
1.4% |
57% |
False |
False |
4,213 |
40 |
9,245 |
8,490 |
755 |
8.4% |
82 |
0.9% |
64% |
False |
False |
2,112 |
60 |
9,245 |
8,365 |
880 |
9.8% |
55 |
0.6% |
69% |
False |
False |
1,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,590 |
2.618 |
9,362 |
1.618 |
9,222 |
1.000 |
9,135 |
0.618 |
9,082 |
HIGH |
8,995 |
0.618 |
8,942 |
0.500 |
8,925 |
0.382 |
8,909 |
LOW |
8,855 |
0.618 |
8,769 |
1.000 |
8,715 |
1.618 |
8,629 |
2.618 |
8,489 |
4.250 |
8,260 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
8,955 |
8,965 |
PP |
8,940 |
8,960 |
S1 |
8,925 |
8,955 |
|