Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,776.6 |
1,775.9 |
-0.7 |
0.0% |
1,742.1 |
High |
1,784.0 |
1,776.2 |
-7.8 |
-0.4% |
1,782.2 |
Low |
1,771.0 |
1,760.8 |
-10.2 |
-0.6% |
1,718.0 |
Close |
1,774.0 |
1,772.5 |
-1.5 |
-0.1% |
1,775.1 |
Range |
13.0 |
15.4 |
2.4 |
18.5% |
64.2 |
ATR |
20.2 |
19.8 |
-0.3 |
-1.7% |
0.0 |
Volume |
1,390 |
3,203 |
1,813 |
130.4% |
17,213 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.0 |
1,809.7 |
1,781.0 |
|
R3 |
1,800.6 |
1,794.3 |
1,776.7 |
|
R2 |
1,785.2 |
1,785.2 |
1,775.3 |
|
R1 |
1,778.9 |
1,778.9 |
1,773.9 |
1,774.4 |
PP |
1,769.8 |
1,769.8 |
1,769.8 |
1,767.6 |
S1 |
1,763.5 |
1,763.5 |
1,771.1 |
1,759.0 |
S2 |
1,754.4 |
1,754.4 |
1,769.7 |
|
S3 |
1,739.0 |
1,748.1 |
1,768.3 |
|
S4 |
1,723.6 |
1,732.7 |
1,764.0 |
|
|
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 |
1,784.0 |
1,756.0 |
28.0 |
1.6% |
16.1 |
0.9% |
59% |
False |
False |
2,880 |
10 |
1,784.0 |
1,694.0 |
90.0 |
5.1% |
23.5 |
1.3% |
87% |
False |
False |
2,858 |
20 |
1,784.0 |
1,651.9 |
132.1 |
7.5% |
19.9 |
1.1% |
91% |
False |
False |
1,958 |
40 |
1,784.0 |
1,588.7 |
195.3 |
11.0% |
17.4 |
1.0% |
94% |
False |
False |
1,549 |
60 |
1,784.0 |
1,556.3 |
227.7 |
12.8% |
17.6 |
1.0% |
95% |
False |
False |
1,358 |
80 |
1,784.0 |
1,540.0 |
244.0 |
13.8% |
18.5 |
1.0% |
95% |
False |
False |
1,201 |
100 |
1,784.0 |
1,538.1 |
245.9 |
13.9% |
18.2 |
1.0% |
95% |
False |
False |
1,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.7 |
2.618 |
1,816.5 |
1.618 |
1,801.1 |
1.000 |
1,791.6 |
0.618 |
1,785.7 |
HIGH |
1,776.2 |
0.618 |
1,770.3 |
0.500 |
1,768.5 |
0.382 |
1,766.7 |
LOW |
1,760.8 |
0.618 |
1,751.3 |
1.000 |
1,745.4 |
1.618 |
1,735.9 |
2.618 |
1,720.5 |
4.250 |
1,695.4 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,771.2 |
1,771.7 |
PP |
1,769.8 |
1,770.8 |
S1 |
1,768.5 |
1,770.0 |
|