Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,454.00 |
1,453.25 |
-0.75 |
-0.1% |
1,430.00 |
High |
1,456.25 |
1,459.25 |
3.00 |
0.2% |
1,468.00 |
Low |
1,449.00 |
1,451.25 |
2.25 |
0.2% |
1,414.50 |
Close |
1,453.00 |
1,453.25 |
0.25 |
0.0% |
1,459.00 |
Range |
7.25 |
8.00 |
0.75 |
10.3% |
53.50 |
ATR |
13.89 |
13.47 |
-0.42 |
-3.0% |
0.00 |
Volume |
1,821,180 |
1,658,342 |
-162,838 |
-8.9% |
4,380,993 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.50 |
1,474.00 |
1,457.75 |
|
R3 |
1,470.50 |
1,466.00 |
1,455.50 |
|
R2 |
1,462.50 |
1,462.50 |
1,454.75 |
|
R1 |
1,458.00 |
1,458.00 |
1,454.00 |
1,457.25 |
PP |
1,454.50 |
1,454.50 |
1,454.50 |
1,454.25 |
S1 |
1,450.00 |
1,450.00 |
1,452.50 |
1,449.25 |
S2 |
1,446.50 |
1,446.50 |
1,451.75 |
|
S3 |
1,438.50 |
1,442.00 |
1,451.00 |
|
S4 |
1,430.50 |
1,434.00 |
1,448.75 |
|
|
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 |
1,428.00 |
40.00 |
2.8% |
14.25 |
1.0% |
63% |
False |
False |
1,774,617 |
10 |
1,468.00 |
1,396.75 |
71.25 |
4.9% |
14.75 |
1.0% |
79% |
False |
False |
951,300 |
20 |
1,468.00 |
1,387.50 |
80.50 |
5.5% |
13.25 |
0.9% |
82% |
False |
False |
479,219 |
40 |
1,468.00 |
1,321.25 |
146.75 |
10.1% |
14.00 |
1.0% |
90% |
False |
False |
240,880 |
60 |
1,468.00 |
1,300.50 |
167.50 |
11.5% |
15.50 |
1.1% |
91% |
False |
False |
161,196 |
80 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.75 |
1.1% |
93% |
False |
False |
121,094 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.50 |
1.1% |
93% |
False |
False |
96,972 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
15.25 |
1.1% |
93% |
False |
False |
80,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.25 |
2.618 |
1,480.25 |
1.618 |
1,472.25 |
1.000 |
1,467.25 |
0.618 |
1,464.25 |
HIGH |
1,459.25 |
0.618 |
1,456.25 |
0.500 |
1,455.25 |
0.382 |
1,454.25 |
LOW |
1,451.25 |
0.618 |
1,446.25 |
1.000 |
1,443.25 |
1.618 |
1,438.25 |
2.618 |
1,430.25 |
4.250 |
1,417.25 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,455.25 |
1,454.00 |
PP |
1,454.50 |
1,453.75 |
S1 |
1,454.00 |
1,453.50 |
|