Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,454.25 |
1,450.25 |
-4.00 |
-0.3% |
1,458.75 |
High |
1,462.25 |
1,454.50 |
-7.75 |
-0.5% |
1,462.25 |
Low |
1,450.50 |
1,444.75 |
-5.75 |
-0.4% |
1,443.50 |
Close |
1,452.00 |
1,451.50 |
-0.50 |
0.0% |
1,452.00 |
Range |
11.75 |
9.75 |
-2.00 |
-17.0% |
18.75 |
ATR |
13.22 |
12.97 |
-0.25 |
-1.9% |
0.00 |
Volume |
1,605,312 |
1,261,245 |
-344,067 |
-21.4% |
8,402,765 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.50 |
1,475.25 |
1,456.75 |
|
R3 |
1,469.75 |
1,465.50 |
1,454.25 |
|
R2 |
1,460.00 |
1,460.00 |
1,453.25 |
|
R1 |
1,455.75 |
1,455.75 |
1,452.50 |
1,458.00 |
PP |
1,450.25 |
1,450.25 |
1,450.25 |
1,451.25 |
S1 |
1,446.00 |
1,446.00 |
1,450.50 |
1,448.00 |
S2 |
1,440.50 |
1,440.50 |
1,449.75 |
|
S3 |
1,430.75 |
1,436.25 |
1,448.75 |
|
S4 |
1,421.00 |
1,426.50 |
1,446.25 |
|
|
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% |
9.75 |
0.7% |
43% |
False |
False |
1,618,055 |
10 |
1,468.00 |
1,414.50 |
53.50 |
3.7% |
13.25 |
0.9% |
69% |
False |
False |
1,396,608 |
20 |
1,468.00 |
1,387.50 |
80.50 |
5.5% |
12.75 |
0.9% |
80% |
False |
False |
709,114 |
40 |
1,468.00 |
1,343.00 |
125.00 |
8.6% |
13.00 |
0.9% |
87% |
False |
False |
355,999 |
60 |
1,468.00 |
1,313.25 |
154.75 |
10.7% |
14.75 |
1.0% |
89% |
False |
False |
237,967 |
80 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.25 |
1.1% |
92% |
False |
False |
178,717 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.50 |
1.1% |
92% |
False |
False |
143,049 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
15.25 |
1.1% |
92% |
False |
False |
119,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.00 |
2.618 |
1,480.00 |
1.618 |
1,470.25 |
1.000 |
1,464.25 |
0.618 |
1,460.50 |
HIGH |
1,454.50 |
0.618 |
1,450.75 |
0.500 |
1,449.50 |
0.382 |
1,448.50 |
LOW |
1,444.75 |
0.618 |
1,438.75 |
1.000 |
1,435.00 |
1.618 |
1,429.00 |
2.618 |
1,419.25 |
4.250 |
1,403.25 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,451.00 |
1,453.00 |
PP |
1,450.25 |
1,452.50 |
S1 |
1,449.50 |
1,452.00 |
|