Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,405 |
13,347 |
-58 |
-0.4% |
13,510 |
High |
13,426 |
13,453 |
27 |
0.2% |
13,588 |
Low |
13,332 |
13,343 |
11 |
0.1% |
13,426 |
Close |
13,345 |
13,414 |
69 |
0.5% |
13,500 |
Range |
94 |
110 |
16 |
17.0% |
162 |
ATR |
115 |
115 |
0 |
-0.3% |
0 |
Volume |
121,899 |
123,345 |
1,446 |
1.2% |
513,041 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,733 |
13,684 |
13,475 |
|
R3 |
13,623 |
13,574 |
13,444 |
|
R2 |
13,513 |
13,513 |
13,434 |
|
R1 |
13,464 |
13,464 |
13,424 |
13,489 |
PP |
13,403 |
13,403 |
13,403 |
13,416 |
S1 |
13,354 |
13,354 |
13,404 |
13,379 |
S2 |
13,293 |
13,293 |
13,394 |
|
S3 |
13,183 |
13,244 |
13,384 |
|
S4 |
13,073 |
13,134 |
13,354 |
|
|
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% |
112 |
0.8% |
32% |
False |
False |
112,000 |
10 |
13,588 |
13,332 |
256 |
1.9% |
102 |
0.8% |
32% |
False |
False |
111,382 |
20 |
13,588 |
12,888 |
700 |
5.2% |
124 |
0.9% |
75% |
False |
False |
58,714 |
40 |
13,588 |
12,666 |
922 |
6.9% |
112 |
0.8% |
81% |
False |
False |
29,384 |
60 |
13,588 |
12,351 |
1,237 |
9.2% |
115 |
0.9% |
86% |
False |
False |
19,595 |
80 |
13,588 |
12,235 |
1,353 |
10.1% |
104 |
0.8% |
87% |
False |
False |
14,697 |
100 |
13,588 |
11,913 |
1,675 |
12.5% |
95 |
0.7% |
90% |
False |
False |
11,758 |
120 |
13,588 |
11,913 |
1,675 |
12.5% |
85 |
0.6% |
90% |
False |
False |
9,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,921 |
2.618 |
13,741 |
1.618 |
13,631 |
1.000 |
13,563 |
0.618 |
13,521 |
HIGH |
13,453 |
0.618 |
13,411 |
0.500 |
13,398 |
0.382 |
13,385 |
LOW |
13,343 |
0.618 |
13,275 |
1.000 |
13,233 |
1.618 |
13,165 |
2.618 |
13,055 |
4.250 |
12,876 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,409 |
13,440 |
PP |
13,403 |
13,431 |
S1 |
13,398 |
13,423 |
|