Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,427.50 |
1,441.00 |
13.50 |
0.9% |
1,450.25 |
High |
1,444.50 |
1,443.50 |
-1.00 |
-0.1% |
1,457.00 |
Low |
1,427.50 |
1,429.00 |
1.50 |
0.1% |
1,424.00 |
Close |
1,441.00 |
1,434.25 |
-6.75 |
-0.5% |
1,434.25 |
Range |
17.00 |
14.50 |
-2.50 |
-14.7% |
33.00 |
ATR |
14.03 |
14.07 |
0.03 |
0.2% |
0.00 |
Volume |
1,754,826 |
2,101,935 |
347,109 |
19.8% |
8,725,020 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.00 |
1,471.25 |
1,442.25 |
|
R3 |
1,464.50 |
1,456.75 |
1,438.25 |
|
R2 |
1,450.00 |
1,450.00 |
1,437.00 |
|
R1 |
1,442.25 |
1,442.25 |
1,435.50 |
1,439.00 |
PP |
1,435.50 |
1,435.50 |
1,435.50 |
1,434.00 |
S1 |
1,427.75 |
1,427.75 |
1,433.00 |
1,424.50 |
S2 |
1,421.00 |
1,421.00 |
1,431.50 |
|
S3 |
1,406.50 |
1,413.25 |
1,430.25 |
|
S4 |
1,392.00 |
1,398.75 |
1,426.25 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.50 |
1,518.75 |
1,452.50 |
|
R3 |
1,504.50 |
1,485.75 |
1,443.25 |
|
R2 |
1,471.50 |
1,471.50 |
1,440.25 |
|
R1 |
1,452.75 |
1,452.75 |
1,437.25 |
1,445.50 |
PP |
1,438.50 |
1,438.50 |
1,438.50 |
1,434.75 |
S1 |
1,419.75 |
1,419.75 |
1,431.25 |
1,412.50 |
S2 |
1,405.50 |
1,405.50 |
1,428.25 |
|
S3 |
1,372.50 |
1,386.75 |
1,425.25 |
|
S4 |
1,339.50 |
1,353.75 |
1,416.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,457.00 |
1,424.00 |
33.00 |
2.3% |
15.75 |
1.1% |
31% |
False |
False |
1,745,004 |
10 |
1,462.25 |
1,424.00 |
38.25 |
2.7% |
12.50 |
0.9% |
27% |
False |
False |
1,712,778 |
20 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
14.00 |
1.0% |
58% |
False |
False |
1,081,649 |
40 |
1,468.00 |
1,380.50 |
87.50 |
6.1% |
12.50 |
0.9% |
61% |
False |
False |
542,305 |
60 |
1,468.00 |
1,313.25 |
154.75 |
10.8% |
14.75 |
1.0% |
78% |
False |
False |
362,257 |
80 |
1,468.00 |
1,292.00 |
176.00 |
12.3% |
16.25 |
1.1% |
81% |
False |
False |
271,966 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
16.50 |
1.1% |
85% |
False |
False |
217,678 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
15.50 |
1.1% |
85% |
False |
False |
181,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,505.00 |
2.618 |
1,481.50 |
1.618 |
1,467.00 |
1.000 |
1,458.00 |
0.618 |
1,452.50 |
HIGH |
1,443.50 |
0.618 |
1,438.00 |
0.500 |
1,436.25 |
0.382 |
1,434.50 |
LOW |
1,429.00 |
0.618 |
1,420.00 |
1.000 |
1,414.50 |
1.618 |
1,405.50 |
2.618 |
1,391.00 |
4.250 |
1,367.50 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,436.25 |
1,434.25 |
PP |
1,435.50 |
1,434.25 |
S1 |
1,435.00 |
1,434.25 |
|