Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,347 |
13,412 |
65 |
0.5% |
13,490 |
High |
13,453 |
13,433 |
-20 |
-0.1% |
13,548 |
Low |
13,343 |
13,293 |
-50 |
-0.4% |
13,293 |
Close |
13,414 |
13,355 |
-59 |
-0.4% |
13,355 |
Range |
110 |
140 |
30 |
27.3% |
255 |
ATR |
115 |
117 |
2 |
1.6% |
0 |
Volume |
123,345 |
146,311 |
22,966 |
18.6% |
612,916 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,780 |
13,708 |
13,432 |
|
R3 |
13,640 |
13,568 |
13,394 |
|
R2 |
13,500 |
13,500 |
13,381 |
|
R1 |
13,428 |
13,428 |
13,368 |
13,394 |
PP |
13,360 |
13,360 |
13,360 |
13,344 |
S1 |
13,288 |
13,288 |
13,342 |
13,254 |
S2 |
13,220 |
13,220 |
13,329 |
|
S3 |
13,080 |
13,148 |
13,317 |
|
S4 |
12,940 |
13,008 |
13,278 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,164 |
14,014 |
13,495 |
|
R3 |
13,909 |
13,759 |
13,425 |
|
R2 |
13,654 |
13,654 |
13,402 |
|
R1 |
13,504 |
13,504 |
13,379 |
13,452 |
PP |
13,399 |
13,399 |
13,399 |
13,372 |
S1 |
13,249 |
13,249 |
13,332 |
13,197 |
S2 |
13,144 |
13,144 |
13,308 |
|
S3 |
12,889 |
12,994 |
13,285 |
|
S4 |
12,634 |
12,739 |
13,215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,548 |
13,293 |
255 |
1.9% |
120 |
0.9% |
24% |
False |
True |
122,583 |
10 |
13,588 |
13,293 |
295 |
2.2% |
102 |
0.8% |
21% |
False |
True |
112,595 |
20 |
13,588 |
12,888 |
700 |
5.2% |
123 |
0.9% |
67% |
False |
False |
66,024 |
40 |
13,588 |
12,770 |
818 |
6.1% |
110 |
0.8% |
72% |
False |
False |
33,041 |
60 |
13,588 |
12,351 |
1,237 |
9.3% |
117 |
0.9% |
81% |
False |
False |
22,033 |
80 |
13,588 |
12,235 |
1,353 |
10.1% |
106 |
0.8% |
83% |
False |
False |
16,526 |
100 |
13,588 |
11,913 |
1,675 |
12.5% |
97 |
0.7% |
86% |
False |
False |
13,221 |
120 |
13,588 |
11,913 |
1,675 |
12.5% |
86 |
0.6% |
86% |
False |
False |
11,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,028 |
2.618 |
13,800 |
1.618 |
13,660 |
1.000 |
13,573 |
0.618 |
13,520 |
HIGH |
13,433 |
0.618 |
13,380 |
0.500 |
13,363 |
0.382 |
13,347 |
LOW |
13,293 |
0.618 |
13,207 |
1.000 |
13,153 |
1.618 |
13,067 |
2.618 |
12,927 |
4.250 |
12,698 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,363 |
13,373 |
PP |
13,360 |
13,367 |
S1 |
13,358 |
13,361 |
|