Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,765.9 |
1,757.0 |
-8.9 |
-0.5% |
1,780.4 |
High |
1,770.0 |
1,784.7 |
14.7 |
0.8% |
1,791.7 |
Low |
1,740.4 |
1,755.7 |
15.3 |
0.9% |
1,756.0 |
Close |
1,755.7 |
1,782.6 |
26.9 |
1.5% |
1,780.2 |
Range |
29.6 |
29.0 |
-0.6 |
-2.0% |
35.7 |
ATR |
20.2 |
20.9 |
0.6 |
3.1% |
0.0 |
Volume |
1,602 |
4,547 |
2,945 |
183.8% |
10,231 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.3 |
1,851.0 |
1,798.6 |
|
R3 |
1,832.3 |
1,822.0 |
1,790.6 |
|
R2 |
1,803.3 |
1,803.3 |
1,787.9 |
|
R1 |
1,793.0 |
1,793.0 |
1,785.3 |
1,798.2 |
PP |
1,774.3 |
1,774.3 |
1,774.3 |
1,776.9 |
S1 |
1,764.0 |
1,764.0 |
1,779.9 |
1,769.2 |
S2 |
1,745.3 |
1,745.3 |
1,777.3 |
|
S3 |
1,716.3 |
1,735.0 |
1,774.6 |
|
S4 |
1,687.3 |
1,706.0 |
1,766.7 |
|
|
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% |
22.0 |
1.2% |
82% |
False |
False |
5,038 |
10 |
1,791.7 |
1,740.4 |
51.3 |
2.9% |
19.1 |
1.1% |
82% |
False |
False |
3,959 |
20 |
1,791.7 |
1,651.9 |
139.8 |
7.8% |
21.8 |
1.2% |
93% |
False |
False |
2,993 |
40 |
1,791.7 |
1,588.7 |
203.0 |
11.4% |
18.1 |
1.0% |
96% |
False |
False |
2,010 |
60 |
1,791.7 |
1,564.7 |
227.0 |
12.7% |
17.4 |
1.0% |
96% |
False |
False |
1,703 |
80 |
1,791.7 |
1,556.3 |
235.4 |
13.2% |
18.2 |
1.0% |
96% |
False |
False |
1,440 |
100 |
1,791.7 |
1,538.1 |
253.6 |
14.2% |
18.8 |
1.1% |
96% |
False |
False |
1,400 |
120 |
1,791.7 |
1,538.1 |
253.6 |
14.2% |
17.2 |
1.0% |
96% |
False |
False |
1,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,908.0 |
2.618 |
1,860.6 |
1.618 |
1,831.6 |
1.000 |
1,813.7 |
0.618 |
1,802.6 |
HIGH |
1,784.7 |
0.618 |
1,773.6 |
0.500 |
1,770.2 |
0.382 |
1,766.8 |
LOW |
1,755.7 |
0.618 |
1,737.8 |
1.000 |
1,726.7 |
1.618 |
1,708.8 |
2.618 |
1,679.8 |
4.250 |
1,632.5 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,778.5 |
1,775.9 |
PP |
1,774.3 |
1,769.2 |
S1 |
1,770.2 |
1,762.6 |
|