Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,774.0 |
1,780.4 |
6.4 |
0.4% |
1,742.1 |
High |
1,782.2 |
1,780.9 |
-1.3 |
-0.1% |
1,782.2 |
Low |
1,771.7 |
1,760.8 |
-10.9 |
-0.6% |
1,718.0 |
Close |
1,775.1 |
1,773.0 |
-2.1 |
-0.1% |
1,775.1 |
Range |
10.5 |
20.1 |
9.6 |
91.4% |
64.2 |
ATR |
20.7 |
20.6 |
0.0 |
-0.2% |
0.0 |
Volume |
5,270 |
3,831 |
-1,439 |
-27.3% |
17,213 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.9 |
1,822.5 |
1,784.1 |
|
R3 |
1,811.8 |
1,802.4 |
1,778.5 |
|
R2 |
1,791.7 |
1,791.7 |
1,776.7 |
|
R1 |
1,782.3 |
1,782.3 |
1,774.8 |
1,777.0 |
PP |
1,771.6 |
1,771.6 |
1,771.6 |
1,768.9 |
S1 |
1,762.2 |
1,762.2 |
1,771.2 |
1,756.9 |
S2 |
1,751.5 |
1,751.5 |
1,769.3 |
|
S3 |
1,731.4 |
1,742.1 |
1,767.5 |
|
S4 |
1,711.3 |
1,722.0 |
1,761.9 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.0 |
1,927.3 |
1,810.4 |
|
R3 |
1,886.8 |
1,863.1 |
1,792.8 |
|
R2 |
1,822.6 |
1,822.6 |
1,786.9 |
|
R1 |
1,798.9 |
1,798.9 |
1,781.0 |
1,810.8 |
PP |
1,758.4 |
1,758.4 |
1,758.4 |
1,764.4 |
S1 |
1,734.7 |
1,734.7 |
1,769.2 |
1,746.6 |
S2 |
1,694.2 |
1,694.2 |
1,763.3 |
|
S3 |
1,630.0 |
1,670.5 |
1,757.4 |
|
S4 |
1,565.8 |
1,606.3 |
1,739.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,782.2 |
1,718.0 |
64.2 |
3.6% |
24.0 |
1.4% |
86% |
False |
False |
3,902 |
10 |
1,782.2 |
1,691.7 |
90.5 |
5.1% |
22.0 |
1.2% |
90% |
False |
False |
2,771 |
20 |
1,782.2 |
1,617.2 |
165.0 |
9.3% |
19.9 |
1.1% |
94% |
False |
False |
1,934 |
40 |
1,782.2 |
1,569.9 |
212.3 |
12.0% |
17.1 |
1.0% |
96% |
False |
False |
1,526 |
60 |
1,782.2 |
1,556.3 |
225.9 |
12.7% |
17.4 |
1.0% |
96% |
False |
False |
1,281 |
80 |
1,782.2 |
1,540.0 |
242.2 |
13.7% |
18.8 |
1.1% |
96% |
False |
False |
1,177 |
100 |
1,782.2 |
1,538.1 |
244.1 |
13.8% |
18.0 |
1.0% |
96% |
False |
False |
1,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,866.3 |
2.618 |
1,833.5 |
1.618 |
1,813.4 |
1.000 |
1,801.0 |
0.618 |
1,793.3 |
HIGH |
1,780.9 |
0.618 |
1,773.2 |
0.500 |
1,770.9 |
0.382 |
1,768.5 |
LOW |
1,760.8 |
0.618 |
1,748.4 |
1.000 |
1,740.7 |
1.618 |
1,728.3 |
2.618 |
1,708.2 |
4.250 |
1,675.4 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,772.3 |
1,765.4 |
PP |
1,771.6 |
1,757.7 |
S1 |
1,770.9 |
1,750.1 |
|