Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,453.50 |
1,454.25 |
0.75 |
0.1% |
1,458.75 |
High |
1,455.00 |
1,462.25 |
7.25 |
0.5% |
1,462.25 |
Low |
1,443.50 |
1,450.50 |
7.00 |
0.5% |
1,443.50 |
Close |
1,453.75 |
1,452.00 |
-1.75 |
-0.1% |
1,452.00 |
Range |
11.50 |
11.75 |
0.25 |
2.2% |
18.75 |
ATR |
13.33 |
13.22 |
-0.11 |
-0.8% |
0.00 |
Volume |
1,744,200 |
1,605,312 |
-138,888 |
-8.0% |
8,402,765 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,490.25 |
1,482.75 |
1,458.50 |
|
R3 |
1,478.50 |
1,471.00 |
1,455.25 |
|
R2 |
1,466.75 |
1,466.75 |
1,454.25 |
|
R1 |
1,459.25 |
1,459.25 |
1,453.00 |
1,457.00 |
PP |
1,455.00 |
1,455.00 |
1,455.00 |
1,453.75 |
S1 |
1,447.50 |
1,447.50 |
1,451.00 |
1,445.50 |
S2 |
1,443.25 |
1,443.25 |
1,449.75 |
|
S3 |
1,431.50 |
1,435.75 |
1,448.75 |
|
S4 |
1,419.75 |
1,424.00 |
1,445.50 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.75 |
1,499.25 |
1,462.25 |
|
R3 |
1,490.00 |
1,480.50 |
1,457.25 |
|
R2 |
1,471.25 |
1,471.25 |
1,455.50 |
|
R1 |
1,461.75 |
1,461.75 |
1,453.75 |
1,457.00 |
PP |
1,452.50 |
1,452.50 |
1,452.50 |
1,450.25 |
S1 |
1,443.00 |
1,443.00 |
1,450.25 |
1,438.50 |
S2 |
1,433.75 |
1,433.75 |
1,448.50 |
|
S3 |
1,415.00 |
1,424.25 |
1,446.75 |
|
S4 |
1,396.25 |
1,405.50 |
1,441.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,462.25 |
1,443.50 |
18.75 |
1.3% |
9.50 |
0.6% |
45% |
True |
False |
1,680,553 |
10 |
1,468.00 |
1,414.50 |
53.50 |
3.7% |
13.50 |
0.9% |
70% |
False |
False |
1,278,375 |
20 |
1,468.00 |
1,387.50 |
80.50 |
5.5% |
12.75 |
0.9% |
80% |
False |
False |
646,134 |
40 |
1,468.00 |
1,343.00 |
125.00 |
8.6% |
13.00 |
0.9% |
87% |
False |
False |
324,526 |
60 |
1,468.00 |
1,309.75 |
158.25 |
10.9% |
15.25 |
1.1% |
90% |
False |
False |
216,976 |
80 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.50 |
1.1% |
93% |
False |
False |
162,952 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.50 |
1.1% |
93% |
False |
False |
130,440 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
15.25 |
1.1% |
93% |
False |
False |
108,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,512.25 |
2.618 |
1,493.00 |
1.618 |
1,481.25 |
1.000 |
1,474.00 |
0.618 |
1,469.50 |
HIGH |
1,462.25 |
0.618 |
1,457.75 |
0.500 |
1,456.50 |
0.382 |
1,455.00 |
LOW |
1,450.50 |
0.618 |
1,443.25 |
1.000 |
1,438.75 |
1.618 |
1,431.50 |
2.618 |
1,419.75 |
4.250 |
1,400.50 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,456.50 |
1,453.00 |
PP |
1,455.00 |
1,452.50 |
S1 |
1,453.50 |
1,452.25 |
|