Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,490 |
13,491 |
1 |
0.0% |
13,510 |
High |
13,530 |
13,548 |
18 |
0.1% |
13,588 |
Low |
13,438 |
13,386 |
-52 |
-0.4% |
13,426 |
Close |
13,489 |
13,405 |
-84 |
-0.6% |
13,500 |
Range |
92 |
162 |
70 |
76.1% |
162 |
ATR |
113 |
117 |
3 |
3.1% |
0 |
Volume |
93,917 |
127,444 |
33,527 |
35.7% |
513,041 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,932 |
13,831 |
13,494 |
|
R3 |
13,770 |
13,669 |
13,450 |
|
R2 |
13,608 |
13,608 |
13,435 |
|
R1 |
13,507 |
13,507 |
13,420 |
13,477 |
PP |
13,446 |
13,446 |
13,446 |
13,431 |
S1 |
13,345 |
13,345 |
13,390 |
13,315 |
S2 |
13,284 |
13,284 |
13,375 |
|
S3 |
13,122 |
13,183 |
13,361 |
|
S4 |
12,960 |
13,021 |
13,316 |
|
|
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 |
13,386 |
202 |
1.5% |
105 |
0.8% |
9% |
False |
True |
106,786 |
10 |
13,588 |
13,209 |
379 |
2.8% |
115 |
0.9% |
52% |
False |
False |
91,701 |
20 |
13,588 |
12,888 |
700 |
5.2% |
120 |
0.9% |
74% |
False |
False |
46,462 |
40 |
13,588 |
12,666 |
922 |
6.9% |
110 |
0.8% |
80% |
False |
False |
23,253 |
60 |
13,588 |
12,351 |
1,237 |
9.2% |
113 |
0.8% |
85% |
False |
False |
15,507 |
80 |
13,588 |
11,913 |
1,675 |
12.5% |
102 |
0.8% |
89% |
False |
False |
11,631 |
100 |
13,588 |
11,913 |
1,675 |
12.5% |
95 |
0.7% |
89% |
False |
False |
9,305 |
120 |
13,588 |
11,913 |
1,675 |
12.5% |
83 |
0.6% |
89% |
False |
False |
7,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,237 |
2.618 |
13,972 |
1.618 |
13,810 |
1.000 |
13,710 |
0.618 |
13,648 |
HIGH |
13,548 |
0.618 |
13,486 |
0.500 |
13,467 |
0.382 |
13,448 |
LOW |
13,386 |
0.618 |
13,286 |
1.000 |
13,224 |
1.618 |
13,124 |
2.618 |
12,962 |
4.250 |
12,698 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,467 |
13,487 |
PP |
13,446 |
13,460 |
S1 |
13,426 |
13,432 |
|