Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,772.0 |
1,776.2 |
4.2 |
0.2% |
1,780.4 |
High |
1,791.7 |
1,776.2 |
-15.5 |
-0.9% |
1,791.7 |
Low |
1,772.0 |
1,760.4 |
-11.6 |
-0.7% |
1,756.0 |
Close |
1,780.2 |
1,766.7 |
-13.5 |
-0.8% |
1,780.2 |
Range |
19.7 |
15.8 |
-3.9 |
-19.8% |
35.7 |
ATR |
19.8 |
19.8 |
0.0 |
0.0% |
0.0 |
Volume |
1,097 |
5,283 |
4,186 |
381.6% |
10,231 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,815.2 |
1,806.7 |
1,775.4 |
|
R3 |
1,799.4 |
1,790.9 |
1,771.0 |
|
R2 |
1,783.6 |
1,783.6 |
1,769.6 |
|
R1 |
1,775.1 |
1,775.1 |
1,768.1 |
1,771.5 |
PP |
1,767.8 |
1,767.8 |
1,767.8 |
1,765.9 |
S1 |
1,759.3 |
1,759.3 |
1,765.3 |
1,755.7 |
S2 |
1,752.0 |
1,752.0 |
1,763.8 |
|
S3 |
1,736.2 |
1,743.5 |
1,762.4 |
|
S4 |
1,720.4 |
1,727.7 |
1,758.0 |
|
|
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% |
17.1 |
1.0% |
30% |
False |
False |
2,336 |
10 |
1,791.7 |
1,718.0 |
73.7 |
4.2% |
20.6 |
1.2% |
66% |
False |
False |
3,119 |
20 |
1,791.7 |
1,651.9 |
139.8 |
7.9% |
20.1 |
1.1% |
82% |
False |
False |
2,176 |
40 |
1,791.7 |
1,588.7 |
203.0 |
11.5% |
17.4 |
1.0% |
88% |
False |
False |
1,599 |
60 |
1,791.7 |
1,558.7 |
233.0 |
13.2% |
17.6 |
1.0% |
89% |
False |
False |
1,433 |
80 |
1,791.7 |
1,551.9 |
239.8 |
13.6% |
18.5 |
1.0% |
90% |
False |
False |
1,234 |
100 |
1,791.7 |
1,538.1 |
253.6 |
14.4% |
18.4 |
1.0% |
90% |
False |
False |
1,239 |
120 |
1,791.7 |
1,538.1 |
253.6 |
14.4% |
17.0 |
1.0% |
90% |
False |
False |
1,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,843.4 |
2.618 |
1,817.6 |
1.618 |
1,801.8 |
1.000 |
1,792.0 |
0.618 |
1,786.0 |
HIGH |
1,776.2 |
0.618 |
1,770.2 |
0.500 |
1,768.3 |
0.382 |
1,766.4 |
LOW |
1,760.4 |
0.618 |
1,750.6 |
1.000 |
1,744.6 |
1.618 |
1,734.8 |
2.618 |
1,719.0 |
4.250 |
1,693.3 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,768.3 |
1,776.1 |
PP |
1,767.8 |
1,772.9 |
S1 |
1,767.2 |
1,769.8 |
|