Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,491 |
13,405 |
-86 |
-0.6% |
13,510 |
High |
13,548 |
13,426 |
-122 |
-0.9% |
13,588 |
Low |
13,386 |
13,332 |
-54 |
-0.4% |
13,426 |
Close |
13,405 |
13,345 |
-60 |
-0.4% |
13,500 |
Range |
162 |
94 |
-68 |
-42.0% |
162 |
ATR |
117 |
115 |
-2 |
-1.4% |
0 |
Volume |
127,444 |
121,899 |
-5,545 |
-4.4% |
513,041 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,650 |
13,591 |
13,397 |
|
R3 |
13,556 |
13,497 |
13,371 |
|
R2 |
13,462 |
13,462 |
13,362 |
|
R1 |
13,403 |
13,403 |
13,354 |
13,386 |
PP |
13,368 |
13,368 |
13,368 |
13,359 |
S1 |
13,309 |
13,309 |
13,337 |
13,292 |
S2 |
13,274 |
13,274 |
13,328 |
|
S3 |
13,180 |
13,215 |
13,319 |
|
S4 |
13,086 |
13,121 |
13,293 |
|
|
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 |
13,332 |
256 |
1.9% |
110 |
0.8% |
5% |
False |
True |
110,226 |
10 |
13,588 |
13,248 |
340 |
2.5% |
116 |
0.9% |
29% |
False |
False |
102,484 |
20 |
13,588 |
12,888 |
700 |
5.2% |
121 |
0.9% |
65% |
False |
False |
52,549 |
40 |
13,588 |
12,666 |
922 |
6.9% |
110 |
0.8% |
74% |
False |
False |
26,300 |
60 |
13,588 |
12,351 |
1,237 |
9.3% |
115 |
0.9% |
80% |
False |
False |
17,539 |
80 |
13,588 |
11,976 |
1,612 |
12.1% |
103 |
0.8% |
85% |
False |
False |
13,155 |
100 |
13,588 |
11,913 |
1,675 |
12.6% |
96 |
0.7% |
85% |
False |
False |
10,524 |
120 |
13,588 |
11,913 |
1,675 |
12.6% |
84 |
0.6% |
85% |
False |
False |
8,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,826 |
2.618 |
13,672 |
1.618 |
13,578 |
1.000 |
13,520 |
0.618 |
13,484 |
HIGH |
13,426 |
0.618 |
13,390 |
0.500 |
13,379 |
0.382 |
13,368 |
LOW |
13,332 |
0.618 |
13,274 |
1.000 |
13,238 |
1.618 |
13,180 |
2.618 |
13,086 |
4.250 |
12,933 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,379 |
13,440 |
PP |
13,368 |
13,408 |
S1 |
13,356 |
13,377 |
|