Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,518 |
13,490 |
-28 |
-0.2% |
13,510 |
High |
13,588 |
13,530 |
-58 |
-0.4% |
13,588 |
Low |
13,489 |
13,438 |
-51 |
-0.4% |
13,426 |
Close |
13,500 |
13,489 |
-11 |
-0.1% |
13,500 |
Range |
99 |
92 |
-7 |
-7.1% |
162 |
ATR |
115 |
113 |
-2 |
-1.4% |
0 |
Volume |
93,398 |
93,917 |
519 |
0.6% |
513,041 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,762 |
13,717 |
13,540 |
|
R3 |
13,670 |
13,625 |
13,514 |
|
R2 |
13,578 |
13,578 |
13,506 |
|
R1 |
13,533 |
13,533 |
13,498 |
13,510 |
PP |
13,486 |
13,486 |
13,486 |
13,474 |
S1 |
13,441 |
13,441 |
13,481 |
13,418 |
S2 |
13,394 |
13,394 |
13,472 |
|
S3 |
13,302 |
13,349 |
13,464 |
|
S4 |
13,210 |
13,257 |
13,439 |
|
|
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% |
90 |
0.7% |
39% |
False |
False |
102,341 |
10 |
13,588 |
13,118 |
470 |
3.5% |
114 |
0.8% |
79% |
False |
False |
79,349 |
20 |
13,588 |
12,888 |
700 |
5.2% |
116 |
0.9% |
86% |
False |
False |
40,094 |
40 |
13,588 |
12,666 |
922 |
6.8% |
108 |
0.8% |
89% |
False |
False |
20,068 |
60 |
13,588 |
12,351 |
1,237 |
9.2% |
113 |
0.8% |
92% |
False |
False |
13,383 |
80 |
13,588 |
11,913 |
1,675 |
12.4% |
102 |
0.8% |
94% |
False |
False |
10,038 |
100 |
13,588 |
11,913 |
1,675 |
12.4% |
94 |
0.7% |
94% |
False |
False |
8,031 |
120 |
13,588 |
11,913 |
1,675 |
12.4% |
82 |
0.6% |
94% |
False |
False |
6,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,921 |
2.618 |
13,771 |
1.618 |
13,679 |
1.000 |
13,622 |
0.618 |
13,587 |
HIGH |
13,530 |
0.618 |
13,495 |
0.500 |
13,484 |
0.382 |
13,473 |
LOW |
13,438 |
0.618 |
13,381 |
1.000 |
13,346 |
1.618 |
13,289 |
2.618 |
13,197 |
4.250 |
13,047 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,487 |
13,507 |
PP |
13,486 |
13,501 |
S1 |
13,484 |
13,495 |
|