Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,474 |
13,502 |
28 |
0.2% |
13,210 |
High |
13,511 |
13,557 |
46 |
0.3% |
13,576 |
Low |
13,428 |
13,486 |
58 |
0.4% |
13,118 |
Close |
13,499 |
13,497 |
-2 |
0.0% |
13,518 |
Range |
83 |
71 |
-12 |
-14.5% |
458 |
ATR |
121 |
117 |
-4 |
-3.0% |
0 |
Volume |
105,219 |
104,698 |
-521 |
-0.5% |
189,239 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,726 |
13,683 |
13,536 |
|
R3 |
13,655 |
13,612 |
13,517 |
|
R2 |
13,584 |
13,584 |
13,510 |
|
R1 |
13,541 |
13,541 |
13,504 |
13,527 |
PP |
13,513 |
13,513 |
13,513 |
13,507 |
S1 |
13,470 |
13,470 |
13,491 |
13,456 |
S2 |
13,442 |
13,442 |
13,484 |
|
S3 |
13,371 |
13,399 |
13,478 |
|
S4 |
13,300 |
13,328 |
13,458 |
|
|
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 |
13,248 |
328 |
2.4% |
121 |
0.9% |
76% |
False |
False |
94,741 |
10 |
13,576 |
12,966 |
610 |
4.5% |
125 |
0.9% |
87% |
False |
False |
49,809 |
20 |
13,576 |
12,888 |
688 |
5.1% |
124 |
0.9% |
89% |
False |
False |
25,015 |
40 |
13,576 |
12,351 |
1,225 |
9.1% |
115 |
0.9% |
94% |
False |
False |
12,526 |
60 |
13,576 |
12,323 |
1,253 |
9.3% |
113 |
0.8% |
94% |
False |
False |
8,354 |
80 |
13,576 |
11,913 |
1,663 |
12.3% |
98 |
0.7% |
95% |
False |
False |
6,266 |
100 |
13,576 |
11,913 |
1,663 |
12.3% |
93 |
0.7% |
95% |
False |
False |
5,013 |
120 |
13,576 |
11,913 |
1,663 |
12.3% |
81 |
0.6% |
95% |
False |
False |
4,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,859 |
2.618 |
13,743 |
1.618 |
13,672 |
1.000 |
13,628 |
0.618 |
13,601 |
HIGH |
13,557 |
0.618 |
13,530 |
0.500 |
13,522 |
0.382 |
13,513 |
LOW |
13,486 |
0.618 |
13,442 |
1.000 |
13,415 |
1.618 |
13,371 |
2.618 |
13,300 |
4.250 |
13,184 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,522 |
13,496 |
PP |
13,513 |
13,494 |
S1 |
13,505 |
13,493 |
|