Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,451.75 |
1,436.75 |
-15.00 |
-1.0% |
1,458.75 |
High |
1,457.00 |
1,439.75 |
-17.25 |
-1.2% |
1,462.25 |
Low |
1,435.00 |
1,424.00 |
-11.00 |
-0.8% |
1,443.50 |
Close |
1,437.25 |
1,427.00 |
-10.25 |
-0.7% |
1,452.00 |
Range |
22.00 |
15.75 |
-6.25 |
-28.4% |
18.75 |
ATR |
13.61 |
13.77 |
0.15 |
1.1% |
0.00 |
Volume |
1,813,743 |
1,793,271 |
-20,472 |
-1.1% |
8,402,765 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.50 |
1,468.00 |
1,435.75 |
|
R3 |
1,461.75 |
1,452.25 |
1,431.25 |
|
R2 |
1,446.00 |
1,446.00 |
1,430.00 |
|
R1 |
1,436.50 |
1,436.50 |
1,428.50 |
1,433.50 |
PP |
1,430.25 |
1,430.25 |
1,430.25 |
1,428.75 |
S1 |
1,420.75 |
1,420.75 |
1,425.50 |
1,417.50 |
S2 |
1,414.50 |
1,414.50 |
1,424.00 |
|
S3 |
1,398.75 |
1,405.00 |
1,422.75 |
|
S4 |
1,383.00 |
1,389.25 |
1,418.25 |
|
|
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 |
1,424.00 |
38.25 |
2.7% |
14.25 |
1.0% |
8% |
False |
True |
1,643,554 |
10 |
1,468.00 |
1,424.00 |
44.00 |
3.1% |
14.25 |
1.0% |
7% |
False |
True |
1,709,085 |
20 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
13.75 |
1.0% |
49% |
False |
False |
889,305 |
40 |
1,468.00 |
1,343.00 |
125.00 |
8.8% |
13.25 |
0.9% |
67% |
False |
False |
446,087 |
60 |
1,468.00 |
1,313.25 |
154.75 |
10.8% |
15.00 |
1.0% |
74% |
False |
False |
298,024 |
80 |
1,468.00 |
1,277.50 |
190.50 |
13.3% |
16.50 |
1.2% |
78% |
False |
False |
223,774 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.50 |
1.1% |
81% |
False |
False |
179,112 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
15.50 |
1.1% |
81% |
False |
False |
149,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.75 |
2.618 |
1,481.00 |
1.618 |
1,465.25 |
1.000 |
1,455.50 |
0.618 |
1,449.50 |
HIGH |
1,439.75 |
0.618 |
1,433.75 |
0.500 |
1,432.00 |
0.382 |
1,430.00 |
LOW |
1,424.00 |
0.618 |
1,414.25 |
1.000 |
1,408.25 |
1.618 |
1,398.50 |
2.618 |
1,382.75 |
4.250 |
1,357.00 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,432.00 |
1,440.50 |
PP |
1,430.25 |
1,436.00 |
S1 |
1,428.50 |
1,431.50 |
|