Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,775.9 |
1,772.0 |
-3.9 |
-0.2% |
1,780.4 |
High |
1,776.2 |
1,791.7 |
15.5 |
0.9% |
1,791.7 |
Low |
1,760.8 |
1,772.0 |
11.2 |
0.6% |
1,756.0 |
Close |
1,772.5 |
1,780.2 |
7.7 |
0.4% |
1,780.2 |
Range |
15.4 |
19.7 |
4.3 |
27.9% |
35.7 |
ATR |
19.8 |
19.8 |
0.0 |
0.0% |
0.0 |
Volume |
3,203 |
1,097 |
-2,106 |
-65.8% |
10,231 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,840.4 |
1,830.0 |
1,791.0 |
|
R3 |
1,820.7 |
1,810.3 |
1,785.6 |
|
R2 |
1,801.0 |
1,801.0 |
1,783.8 |
|
R1 |
1,790.6 |
1,790.6 |
1,782.0 |
1,795.8 |
PP |
1,781.3 |
1,781.3 |
1,781.3 |
1,783.9 |
S1 |
1,770.9 |
1,770.9 |
1,778.4 |
1,776.1 |
S2 |
1,761.6 |
1,761.6 |
1,776.6 |
|
S3 |
1,741.9 |
1,751.2 |
1,774.8 |
|
S4 |
1,722.2 |
1,731.5 |
1,769.4 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.1 |
1,867.3 |
1,799.8 |
|
R3 |
1,847.4 |
1,831.6 |
1,790.0 |
|
R2 |
1,811.7 |
1,811.7 |
1,786.7 |
|
R1 |
1,795.9 |
1,795.9 |
1,783.5 |
1,786.0 |
PP |
1,776.0 |
1,776.0 |
1,776.0 |
1,771.0 |
S1 |
1,760.2 |
1,760.2 |
1,776.9 |
1,750.3 |
S2 |
1,740.3 |
1,740.3 |
1,773.7 |
|
S3 |
1,704.6 |
1,724.5 |
1,770.4 |
|
S4 |
1,668.9 |
1,688.8 |
1,760.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,791.7 |
1,756.0 |
35.7 |
2.0% |
18.0 |
1.0% |
68% |
True |
False |
2,046 |
10 |
1,791.7 |
1,718.0 |
73.7 |
4.1% |
20.4 |
1.1% |
84% |
True |
False |
2,744 |
20 |
1,791.7 |
1,651.9 |
139.8 |
7.9% |
19.8 |
1.1% |
92% |
True |
False |
1,959 |
40 |
1,791.7 |
1,588.7 |
203.0 |
11.4% |
17.4 |
1.0% |
94% |
True |
False |
1,499 |
60 |
1,791.7 |
1,556.3 |
235.4 |
13.2% |
17.7 |
1.0% |
95% |
True |
False |
1,363 |
80 |
1,791.7 |
1,551.9 |
239.8 |
13.5% |
18.4 |
1.0% |
95% |
True |
False |
1,179 |
100 |
1,791.7 |
1,538.1 |
253.6 |
14.2% |
18.3 |
1.0% |
95% |
True |
False |
1,214 |
120 |
1,791.7 |
1,538.1 |
253.6 |
14.2% |
17.1 |
1.0% |
95% |
True |
False |
1,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,875.4 |
2.618 |
1,843.3 |
1.618 |
1,823.6 |
1.000 |
1,811.4 |
0.618 |
1,803.9 |
HIGH |
1,791.7 |
0.618 |
1,784.2 |
0.500 |
1,781.9 |
0.382 |
1,779.5 |
LOW |
1,772.0 |
0.618 |
1,759.8 |
1.000 |
1,752.3 |
1.618 |
1,740.1 |
2.618 |
1,720.4 |
4.250 |
1,688.3 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,781.9 |
1,778.9 |
PP |
1,781.3 |
1,777.6 |
S1 |
1,780.8 |
1,776.3 |
|