Trading Metrics calculated at close of trading on 18-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,780.4 |
1,767.1 |
-13.3 |
-0.7% |
1,742.1 |
High |
1,780.9 |
1,777.7 |
-3.2 |
-0.2% |
1,782.2 |
Low |
1,760.8 |
1,756.0 |
-4.8 |
-0.3% |
1,718.0 |
Close |
1,773.0 |
1,773.5 |
0.5 |
0.0% |
1,775.1 |
Range |
20.1 |
21.7 |
1.6 |
8.0% |
64.2 |
ATR |
20.6 |
20.7 |
0.1 |
0.4% |
0.0 |
Volume |
3,831 |
710 |
-3,121 |
-81.5% |
17,213 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.2 |
1,825.5 |
1,785.4 |
|
R3 |
1,812.5 |
1,803.8 |
1,779.5 |
|
R2 |
1,790.8 |
1,790.8 |
1,777.5 |
|
R1 |
1,782.1 |
1,782.1 |
1,775.5 |
1,786.5 |
PP |
1,769.1 |
1,769.1 |
1,769.1 |
1,771.2 |
S1 |
1,760.4 |
1,760.4 |
1,771.5 |
1,764.8 |
S2 |
1,747.4 |
1,747.4 |
1,769.5 |
|
S3 |
1,725.7 |
1,738.7 |
1,767.5 |
|
S4 |
1,704.0 |
1,717.0 |
1,761.6 |
|
|
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% |
26.0 |
1.5% |
86% |
False |
False |
3,554 |
10 |
1,782.2 |
1,694.0 |
88.2 |
5.0% |
23.0 |
1.3% |
90% |
False |
False |
2,753 |
20 |
1,782.2 |
1,623.4 |
158.8 |
9.0% |
20.5 |
1.2% |
95% |
False |
False |
1,926 |
40 |
1,782.2 |
1,581.3 |
200.9 |
11.3% |
17.3 |
1.0% |
96% |
False |
False |
1,520 |
60 |
1,782.2 |
1,556.3 |
225.9 |
12.7% |
17.5 |
1.0% |
96% |
False |
False |
1,288 |
80 |
1,782.2 |
1,540.0 |
242.2 |
13.7% |
18.8 |
1.1% |
96% |
False |
False |
1,161 |
100 |
1,782.2 |
1,538.1 |
244.1 |
13.8% |
18.1 |
1.0% |
96% |
False |
False |
1,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.9 |
2.618 |
1,834.5 |
1.618 |
1,812.8 |
1.000 |
1,799.4 |
0.618 |
1,791.1 |
HIGH |
1,777.7 |
0.618 |
1,769.4 |
0.500 |
1,766.9 |
0.382 |
1,764.3 |
LOW |
1,756.0 |
0.618 |
1,742.6 |
1.000 |
1,734.3 |
1.618 |
1,720.9 |
2.618 |
1,699.2 |
4.250 |
1,663.8 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,771.3 |
1,772.0 |
PP |
1,769.1 |
1,770.6 |
S1 |
1,766.9 |
1,769.1 |
|