Trading Metrics calculated at close of trading on 18-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,510 |
13,474 |
-36 |
-0.3% |
13,210 |
High |
13,519 |
13,511 |
-8 |
-0.1% |
13,576 |
Low |
13,455 |
13,428 |
-27 |
-0.2% |
13,118 |
Close |
13,470 |
13,499 |
29 |
0.2% |
13,518 |
Range |
64 |
83 |
19 |
29.7% |
458 |
ATR |
124 |
121 |
-3 |
-2.4% |
0 |
Volume |
95,250 |
105,219 |
9,969 |
10.5% |
189,239 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,728 |
13,697 |
13,545 |
|
R3 |
13,645 |
13,614 |
13,522 |
|
R2 |
13,562 |
13,562 |
13,514 |
|
R1 |
13,531 |
13,531 |
13,507 |
13,547 |
PP |
13,479 |
13,479 |
13,479 |
13,487 |
S1 |
13,448 |
13,448 |
13,492 |
13,464 |
S2 |
13,396 |
13,396 |
13,484 |
|
S3 |
13,313 |
13,365 |
13,476 |
|
S4 |
13,230 |
13,282 |
13,453 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,778 |
14,606 |
13,770 |
|
R3 |
14,320 |
14,148 |
13,644 |
|
R2 |
13,862 |
13,862 |
13,602 |
|
R1 |
13,690 |
13,690 |
13,560 |
13,776 |
PP |
13,404 |
13,404 |
13,404 |
13,447 |
S1 |
13,232 |
13,232 |
13,476 |
13,318 |
S2 |
12,946 |
12,946 |
13,434 |
|
S3 |
12,488 |
12,774 |
13,392 |
|
S4 |
12,030 |
12,316 |
13,266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,576 |
13,209 |
367 |
2.7% |
125 |
0.9% |
79% |
False |
False |
76,616 |
10 |
13,576 |
12,922 |
654 |
4.8% |
126 |
0.9% |
88% |
False |
False |
39,364 |
20 |
13,576 |
12,888 |
688 |
5.1% |
127 |
0.9% |
89% |
False |
False |
19,782 |
40 |
13,576 |
12,351 |
1,225 |
9.1% |
117 |
0.9% |
94% |
False |
False |
9,909 |
60 |
13,576 |
12,323 |
1,253 |
9.3% |
112 |
0.8% |
94% |
False |
False |
6,609 |
80 |
13,576 |
11,913 |
1,663 |
12.3% |
97 |
0.7% |
95% |
False |
False |
4,957 |
100 |
13,576 |
11,913 |
1,663 |
12.3% |
92 |
0.7% |
95% |
False |
False |
3,966 |
120 |
13,576 |
11,913 |
1,663 |
12.3% |
81 |
0.6% |
95% |
False |
False |
3,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,864 |
2.618 |
13,728 |
1.618 |
13,645 |
1.000 |
13,594 |
0.618 |
13,562 |
HIGH |
13,511 |
0.618 |
13,479 |
0.500 |
13,470 |
0.382 |
13,460 |
LOW |
13,428 |
0.618 |
13,377 |
1.000 |
13,345 |
1.618 |
13,294 |
2.618 |
13,211 |
4.250 |
13,075 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,489 |
13,502 |
PP |
13,479 |
13,501 |
S1 |
13,470 |
13,500 |
|