Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,450.25 |
1,451.75 |
1.50 |
0.1% |
1,458.75 |
High |
1,454.50 |
1,457.00 |
2.50 |
0.2% |
1,462.25 |
Low |
1,444.75 |
1,435.00 |
-9.75 |
-0.7% |
1,443.50 |
Close |
1,451.50 |
1,437.25 |
-14.25 |
-1.0% |
1,452.00 |
Range |
9.75 |
22.00 |
12.25 |
125.6% |
18.75 |
ATR |
12.97 |
13.61 |
0.65 |
5.0% |
0.00 |
Volume |
1,261,245 |
1,813,743 |
552,498 |
43.8% |
8,402,765 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.00 |
1,495.25 |
1,449.25 |
|
R3 |
1,487.00 |
1,473.25 |
1,443.25 |
|
R2 |
1,465.00 |
1,465.00 |
1,441.25 |
|
R1 |
1,451.25 |
1,451.25 |
1,439.25 |
1,447.00 |
PP |
1,443.00 |
1,443.00 |
1,443.00 |
1,441.00 |
S1 |
1,429.25 |
1,429.25 |
1,435.25 |
1,425.00 |
S2 |
1,421.00 |
1,421.00 |
1,433.25 |
|
S3 |
1,399.00 |
1,407.25 |
1,431.25 |
|
S4 |
1,377.00 |
1,385.25 |
1,425.25 |
|
|
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 |
1,435.00 |
27.25 |
1.9% |
12.50 |
0.9% |
8% |
False |
True |
1,616,568 |
10 |
1,468.00 |
1,421.50 |
46.50 |
3.2% |
13.75 |
1.0% |
34% |
False |
False |
1,558,599 |
20 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
13.25 |
0.9% |
62% |
False |
False |
799,742 |
40 |
1,468.00 |
1,343.00 |
125.00 |
8.7% |
13.25 |
0.9% |
75% |
False |
False |
401,296 |
60 |
1,468.00 |
1,313.25 |
154.75 |
10.8% |
15.00 |
1.0% |
80% |
False |
False |
268,156 |
80 |
1,468.00 |
1,263.75 |
204.25 |
14.2% |
16.25 |
1.1% |
85% |
False |
False |
201,374 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
16.50 |
1.1% |
86% |
False |
False |
161,183 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
15.25 |
1.1% |
86% |
False |
False |
134,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,550.50 |
2.618 |
1,514.50 |
1.618 |
1,492.50 |
1.000 |
1,479.00 |
0.618 |
1,470.50 |
HIGH |
1,457.00 |
0.618 |
1,448.50 |
0.500 |
1,446.00 |
0.382 |
1,443.50 |
LOW |
1,435.00 |
0.618 |
1,421.50 |
1.000 |
1,413.00 |
1.618 |
1,399.50 |
2.618 |
1,377.50 |
4.250 |
1,341.50 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,446.00 |
1,448.50 |
PP |
1,443.00 |
1,444.75 |
S1 |
1,440.25 |
1,441.00 |
|