Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,450.00 |
1,458.75 |
8.75 |
0.6% |
1,430.00 |
High |
1,468.00 |
1,459.00 |
-9.00 |
-0.6% |
1,468.00 |
Low |
1,449.50 |
1,450.50 |
1.00 |
0.1% |
1,414.50 |
Close |
1,459.00 |
1,454.00 |
-5.00 |
-0.3% |
1,459.00 |
Range |
18.50 |
8.50 |
-10.00 |
-54.1% |
53.50 |
ATR |
14.86 |
14.40 |
-0.45 |
-3.1% |
0.00 |
Volume |
2,463,875 |
1,573,731 |
-890,144 |
-36.1% |
4,380,993 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.00 |
1,475.50 |
1,458.75 |
|
R3 |
1,471.50 |
1,467.00 |
1,456.25 |
|
R2 |
1,463.00 |
1,463.00 |
1,455.50 |
|
R1 |
1,458.50 |
1,458.50 |
1,454.75 |
1,456.50 |
PP |
1,454.50 |
1,454.50 |
1,454.50 |
1,453.50 |
S1 |
1,450.00 |
1,450.00 |
1,453.25 |
1,448.00 |
S2 |
1,446.00 |
1,446.00 |
1,452.50 |
|
S3 |
1,437.50 |
1,441.50 |
1,451.75 |
|
S4 |
1,429.00 |
1,433.00 |
1,449.25 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.75 |
1,586.75 |
1,488.50 |
|
R3 |
1,554.25 |
1,533.25 |
1,473.75 |
|
R2 |
1,500.75 |
1,500.75 |
1,468.75 |
|
R1 |
1,479.75 |
1,479.75 |
1,464.00 |
1,490.25 |
PP |
1,447.25 |
1,447.25 |
1,447.25 |
1,452.50 |
S1 |
1,426.25 |
1,426.25 |
1,454.00 |
1,436.75 |
S2 |
1,393.75 |
1,393.75 |
1,449.25 |
|
S3 |
1,340.25 |
1,372.75 |
1,444.25 |
|
S4 |
1,286.75 |
1,319.25 |
1,429.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,468.00 |
1,414.50 |
53.50 |
3.7% |
16.75 |
1.1% |
74% |
False |
False |
1,175,161 |
10 |
1,468.00 |
1,387.50 |
80.50 |
5.5% |
15.75 |
1.1% |
83% |
False |
False |
607,212 |
20 |
1,468.00 |
1,387.50 |
80.50 |
5.5% |
13.75 |
0.9% |
83% |
False |
False |
305,538 |
40 |
1,468.00 |
1,314.25 |
153.75 |
10.6% |
14.75 |
1.0% |
91% |
False |
False |
153,970 |
60 |
1,468.00 |
1,296.00 |
172.00 |
11.8% |
15.75 |
1.1% |
92% |
False |
False |
103,240 |
80 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.75 |
1.2% |
94% |
False |
False |
77,634 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.50 |
1.1% |
94% |
False |
False |
62,177 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
15.25 |
1.0% |
94% |
False |
False |
51,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,495.00 |
2.618 |
1,481.25 |
1.618 |
1,472.75 |
1.000 |
1,467.50 |
0.618 |
1,464.25 |
HIGH |
1,459.00 |
0.618 |
1,455.75 |
0.500 |
1,454.75 |
0.382 |
1,453.75 |
LOW |
1,450.50 |
0.618 |
1,445.25 |
1.000 |
1,442.00 |
1.618 |
1,436.75 |
2.618 |
1,428.25 |
4.250 |
1,414.50 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,454.75 |
1,452.00 |
PP |
1,454.50 |
1,450.00 |
S1 |
1,454.25 |
1,448.00 |
|