Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,502 |
13,498 |
-4 |
0.0% |
13,210 |
High |
13,557 |
13,528 |
-29 |
-0.2% |
13,576 |
Low |
13,486 |
13,426 |
-60 |
-0.4% |
13,118 |
Close |
13,497 |
13,515 |
18 |
0.1% |
13,518 |
Range |
71 |
102 |
31 |
43.7% |
458 |
ATR |
117 |
116 |
-1 |
-0.9% |
0 |
Volume |
104,698 |
114,476 |
9,778 |
9.3% |
189,239 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,796 |
13,757 |
13,571 |
|
R3 |
13,694 |
13,655 |
13,543 |
|
R2 |
13,592 |
13,592 |
13,534 |
|
R1 |
13,553 |
13,553 |
13,524 |
13,573 |
PP |
13,490 |
13,490 |
13,490 |
13,499 |
S1 |
13,451 |
13,451 |
13,506 |
13,471 |
S2 |
13,388 |
13,388 |
13,496 |
|
S3 |
13,286 |
13,349 |
13,487 |
|
S4 |
13,184 |
13,247 |
13,459 |
|
|
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 |
13,426 |
150 |
1.1% |
92 |
0.7% |
59% |
False |
True |
110,763 |
10 |
13,576 |
13,118 |
458 |
3.4% |
111 |
0.8% |
87% |
False |
False |
61,091 |
20 |
13,576 |
12,888 |
688 |
5.1% |
123 |
0.9% |
91% |
False |
False |
30,734 |
40 |
13,576 |
12,650 |
926 |
6.9% |
112 |
0.8% |
93% |
False |
False |
15,387 |
60 |
13,576 |
12,323 |
1,253 |
9.3% |
114 |
0.8% |
95% |
False |
False |
10,262 |
80 |
13,576 |
11,913 |
1,663 |
12.3% |
100 |
0.7% |
96% |
False |
False |
7,697 |
100 |
13,576 |
11,913 |
1,663 |
12.3% |
93 |
0.7% |
96% |
False |
False |
6,158 |
120 |
13,576 |
11,913 |
1,663 |
12.3% |
82 |
0.6% |
96% |
False |
False |
5,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,962 |
2.618 |
13,795 |
1.618 |
13,693 |
1.000 |
13,630 |
0.618 |
13,591 |
HIGH |
13,528 |
0.618 |
13,489 |
0.500 |
13,477 |
0.382 |
13,465 |
LOW |
13,426 |
0.618 |
13,363 |
1.000 |
13,324 |
1.618 |
13,261 |
2.618 |
13,159 |
4.250 |
12,993 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,502 |
13,507 |
PP |
13,490 |
13,499 |
S1 |
13,477 |
13,492 |
|