Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,498 |
13,518 |
20 |
0.1% |
13,510 |
High |
13,528 |
13,588 |
60 |
0.4% |
13,588 |
Low |
13,426 |
13,489 |
63 |
0.5% |
13,426 |
Close |
13,515 |
13,500 |
-15 |
-0.1% |
13,500 |
Range |
102 |
99 |
-3 |
-2.9% |
162 |
ATR |
116 |
115 |
-1 |
-1.1% |
0 |
Volume |
114,476 |
93,398 |
-21,078 |
-18.4% |
513,041 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,823 |
13,760 |
13,555 |
|
R3 |
13,724 |
13,661 |
13,527 |
|
R2 |
13,625 |
13,625 |
13,518 |
|
R1 |
13,562 |
13,562 |
13,509 |
13,544 |
PP |
13,526 |
13,526 |
13,526 |
13,517 |
S1 |
13,463 |
13,463 |
13,491 |
13,445 |
S2 |
13,427 |
13,427 |
13,482 |
|
S3 |
13,328 |
13,364 |
13,473 |
|
S4 |
13,229 |
13,265 |
13,446 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,991 |
13,907 |
13,589 |
|
R3 |
13,829 |
13,745 |
13,545 |
|
R2 |
13,667 |
13,667 |
13,530 |
|
R1 |
13,583 |
13,583 |
13,515 |
13,544 |
PP |
13,505 |
13,505 |
13,505 |
13,485 |
S1 |
13,421 |
13,421 |
13,485 |
13,382 |
S2 |
13,343 |
13,343 |
13,470 |
|
S3 |
13,181 |
13,259 |
13,456 |
|
S4 |
13,019 |
13,097 |
13,411 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,588 |
13,426 |
162 |
1.2% |
84 |
0.6% |
46% |
True |
False |
102,608 |
10 |
13,588 |
13,118 |
470 |
3.5% |
113 |
0.8% |
81% |
True |
False |
70,228 |
20 |
13,588 |
12,888 |
700 |
5.2% |
119 |
0.9% |
87% |
True |
False |
35,401 |
40 |
13,588 |
12,666 |
922 |
6.8% |
111 |
0.8% |
90% |
True |
False |
17,720 |
60 |
13,588 |
12,323 |
1,265 |
9.4% |
114 |
0.8% |
93% |
True |
False |
11,818 |
80 |
13,588 |
11,913 |
1,675 |
12.4% |
101 |
0.7% |
95% |
True |
False |
8,864 |
100 |
13,588 |
11,913 |
1,675 |
12.4% |
93 |
0.7% |
95% |
True |
False |
7,092 |
120 |
13,588 |
11,913 |
1,675 |
12.4% |
83 |
0.6% |
95% |
True |
False |
5,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,009 |
2.618 |
13,847 |
1.618 |
13,748 |
1.000 |
13,687 |
0.618 |
13,649 |
HIGH |
13,588 |
0.618 |
13,550 |
0.500 |
13,539 |
0.382 |
13,527 |
LOW |
13,489 |
0.618 |
13,428 |
1.000 |
13,390 |
1.618 |
13,329 |
2.618 |
13,230 |
4.250 |
13,068 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,539 |
13,507 |
PP |
13,526 |
13,505 |
S1 |
13,513 |
13,502 |
|