Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
5,814.0 |
5,835.0 |
21.0 |
0.4% |
5,856.0 |
High |
5,827.0 |
5,841.0 |
14.0 |
0.2% |
5,882.5 |
Low |
5,772.0 |
5,801.0 |
29.0 |
0.5% |
5,795.5 |
Close |
5,813.0 |
5,835.5 |
22.5 |
0.4% |
5,833.0 |
Range |
55.0 |
40.0 |
-15.0 |
-27.3% |
87.0 |
ATR |
60.6 |
59.1 |
-1.5 |
-2.4% |
0.0 |
Volume |
61,881 |
89,454 |
27,573 |
44.6% |
669,240 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,946.0 |
5,930.5 |
5,857.5 |
|
R3 |
5,906.0 |
5,890.5 |
5,846.5 |
|
R2 |
5,866.0 |
5,866.0 |
5,843.0 |
|
R1 |
5,850.5 |
5,850.5 |
5,839.0 |
5,858.0 |
PP |
5,826.0 |
5,826.0 |
5,826.0 |
5,829.5 |
S1 |
5,810.5 |
5,810.5 |
5,832.0 |
5,818.0 |
S2 |
5,786.0 |
5,786.0 |
5,828.0 |
|
S3 |
5,746.0 |
5,770.5 |
5,824.5 |
|
S4 |
5,706.0 |
5,730.5 |
5,813.5 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,098.0 |
6,052.5 |
5,881.0 |
|
R3 |
6,011.0 |
5,965.5 |
5,857.0 |
|
R2 |
5,924.0 |
5,924.0 |
5,849.0 |
|
R1 |
5,878.5 |
5,878.5 |
5,841.0 |
5,858.0 |
PP |
5,837.0 |
5,837.0 |
5,837.0 |
5,826.5 |
S1 |
5,791.5 |
5,791.5 |
5,825.0 |
5,771.0 |
S2 |
5,750.0 |
5,750.0 |
5,817.0 |
|
S3 |
5,663.0 |
5,704.5 |
5,809.0 |
|
S4 |
5,576.0 |
5,617.5 |
5,785.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,871.0 |
5,772.0 |
99.0 |
1.7% |
51.0 |
0.9% |
64% |
False |
False |
89,034 |
10 |
5,905.0 |
5,728.0 |
177.0 |
3.0% |
59.5 |
1.0% |
61% |
False |
False |
105,458 |
20 |
5,905.0 |
5,606.0 |
299.0 |
5.1% |
56.5 |
1.0% |
77% |
False |
False |
56,376 |
40 |
5,905.0 |
5,550.5 |
354.5 |
6.1% |
53.5 |
0.9% |
80% |
False |
False |
28,215 |
60 |
5,905.0 |
5,420.5 |
484.5 |
8.3% |
47.5 |
0.8% |
86% |
False |
False |
18,816 |
80 |
5,905.0 |
5,174.5 |
730.5 |
12.5% |
40.0 |
0.7% |
90% |
False |
False |
14,129 |
100 |
5,905.0 |
5,174.5 |
730.5 |
12.5% |
32.0 |
0.6% |
90% |
False |
False |
11,309 |
120 |
5,905.0 |
5,174.5 |
730.5 |
12.5% |
27.5 |
0.5% |
90% |
False |
False |
9,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,011.0 |
2.618 |
5,945.5 |
1.618 |
5,905.5 |
1.000 |
5,881.0 |
0.618 |
5,865.5 |
HIGH |
5,841.0 |
0.618 |
5,825.5 |
0.500 |
5,821.0 |
0.382 |
5,816.5 |
LOW |
5,801.0 |
0.618 |
5,776.5 |
1.000 |
5,761.0 |
1.618 |
5,736.5 |
2.618 |
5,696.5 |
4.250 |
5,631.0 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
5,830.5 |
5,830.0 |
PP |
5,826.0 |
5,825.0 |
S1 |
5,821.0 |
5,820.0 |
|