Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,769.1 |
1,765.9 |
-3.2 |
-0.2% |
1,780.4 |
High |
1,779.4 |
1,770.0 |
-9.4 |
-0.5% |
1,791.7 |
Low |
1,763.6 |
1,740.4 |
-23.2 |
-1.3% |
1,756.0 |
Close |
1,768.5 |
1,755.7 |
-12.8 |
-0.7% |
1,780.2 |
Range |
15.8 |
29.6 |
13.8 |
87.3% |
35.7 |
ATR |
19.5 |
20.2 |
0.7 |
3.7% |
0.0 |
Volume |
12,661 |
1,602 |
-11,059 |
-87.3% |
10,231 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.2 |
1,829.5 |
1,772.0 |
|
R3 |
1,814.6 |
1,799.9 |
1,763.8 |
|
R2 |
1,785.0 |
1,785.0 |
1,761.1 |
|
R1 |
1,770.3 |
1,770.3 |
1,758.4 |
1,762.9 |
PP |
1,755.4 |
1,755.4 |
1,755.4 |
1,751.6 |
S1 |
1,740.7 |
1,740.7 |
1,753.0 |
1,733.3 |
S2 |
1,725.8 |
1,725.8 |
1,750.3 |
|
S3 |
1,696.2 |
1,711.1 |
1,747.6 |
|
S4 |
1,666.6 |
1,681.5 |
1,739.4 |
|
|
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 |
1,740.4 |
51.3 |
2.9% |
19.3 |
1.1% |
30% |
False |
True |
4,769 |
10 |
1,791.7 |
1,718.0 |
73.7 |
4.2% |
22.0 |
1.3% |
51% |
False |
False |
3,966 |
20 |
1,791.7 |
1,651.9 |
139.8 |
8.0% |
21.2 |
1.2% |
74% |
False |
False |
2,824 |
40 |
1,791.7 |
1,588.7 |
203.0 |
11.6% |
18.0 |
1.0% |
82% |
False |
False |
1,912 |
60 |
1,791.7 |
1,564.7 |
227.0 |
12.9% |
17.3 |
1.0% |
84% |
False |
False |
1,634 |
80 |
1,791.7 |
1,556.3 |
235.4 |
13.4% |
17.9 |
1.0% |
85% |
False |
False |
1,395 |
100 |
1,791.7 |
1,538.1 |
253.6 |
14.4% |
18.6 |
1.1% |
86% |
False |
False |
1,357 |
120 |
1,791.7 |
1,538.1 |
253.6 |
14.4% |
17.0 |
1.0% |
86% |
False |
False |
1,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,895.8 |
2.618 |
1,847.5 |
1.618 |
1,817.9 |
1.000 |
1,799.6 |
0.618 |
1,788.3 |
HIGH |
1,770.0 |
0.618 |
1,758.7 |
0.500 |
1,755.2 |
0.382 |
1,751.7 |
LOW |
1,740.4 |
0.618 |
1,722.1 |
1.000 |
1,710.8 |
1.618 |
1,692.5 |
2.618 |
1,662.9 |
4.250 |
1,614.6 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,755.5 |
1,759.9 |
PP |
1,755.4 |
1,758.5 |
S1 |
1,755.2 |
1,757.1 |
|