Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,757.0 |
1,781.7 |
24.7 |
1.4% |
1,776.2 |
High |
1,784.7 |
1,788.1 |
3.4 |
0.2% |
1,788.1 |
Low |
1,755.7 |
1,773.2 |
17.5 |
1.0% |
1,740.4 |
Close |
1,782.6 |
1,776.1 |
-6.5 |
-0.4% |
1,776.1 |
Range |
29.0 |
14.9 |
-14.1 |
-48.6% |
47.7 |
ATR |
20.9 |
20.4 |
-0.4 |
-2.0% |
0.0 |
Volume |
4,547 |
2,902 |
-1,645 |
-36.2% |
26,995 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.8 |
1,814.9 |
1,784.3 |
|
R3 |
1,808.9 |
1,800.0 |
1,780.2 |
|
R2 |
1,794.0 |
1,794.0 |
1,778.8 |
|
R1 |
1,785.1 |
1,785.1 |
1,777.5 |
1,782.1 |
PP |
1,779.1 |
1,779.1 |
1,779.1 |
1,777.7 |
S1 |
1,770.2 |
1,770.2 |
1,774.7 |
1,767.2 |
S2 |
1,764.2 |
1,764.2 |
1,773.4 |
|
S3 |
1,749.3 |
1,755.3 |
1,772.0 |
|
S4 |
1,734.4 |
1,740.4 |
1,767.9 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.3 |
1,891.4 |
1,802.3 |
|
R3 |
1,863.6 |
1,843.7 |
1,789.2 |
|
R2 |
1,815.9 |
1,815.9 |
1,784.8 |
|
R1 |
1,796.0 |
1,796.0 |
1,780.5 |
1,782.1 |
PP |
1,768.2 |
1,768.2 |
1,768.2 |
1,761.3 |
S1 |
1,748.3 |
1,748.3 |
1,771.7 |
1,734.4 |
S2 |
1,720.5 |
1,720.5 |
1,767.4 |
|
S3 |
1,672.8 |
1,700.6 |
1,763.0 |
|
S4 |
1,625.1 |
1,652.9 |
1,749.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,788.1 |
1,740.4 |
47.7 |
2.7% |
21.0 |
1.2% |
75% |
True |
False |
5,399 |
10 |
1,791.7 |
1,740.4 |
51.3 |
2.9% |
19.5 |
1.1% |
70% |
False |
False |
3,722 |
20 |
1,791.7 |
1,651.9 |
139.8 |
7.9% |
22.0 |
1.2% |
89% |
False |
False |
3,088 |
40 |
1,791.7 |
1,593.6 |
198.1 |
11.2% |
17.7 |
1.0% |
92% |
False |
False |
2,069 |
60 |
1,791.7 |
1,564.7 |
227.0 |
12.8% |
17.3 |
1.0% |
93% |
False |
False |
1,740 |
80 |
1,791.7 |
1,556.3 |
235.4 |
13.3% |
18.1 |
1.0% |
93% |
False |
False |
1,474 |
100 |
1,791.7 |
1,538.1 |
253.6 |
14.3% |
18.6 |
1.0% |
94% |
False |
False |
1,428 |
120 |
1,791.7 |
1,538.1 |
253.6 |
14.3% |
17.1 |
1.0% |
94% |
False |
False |
1,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.4 |
2.618 |
1,827.1 |
1.618 |
1,812.2 |
1.000 |
1,803.0 |
0.618 |
1,797.3 |
HIGH |
1,788.1 |
0.618 |
1,782.4 |
0.500 |
1,780.7 |
0.382 |
1,778.9 |
LOW |
1,773.2 |
0.618 |
1,764.0 |
1.000 |
1,758.3 |
1.618 |
1,749.1 |
2.618 |
1,734.2 |
4.250 |
1,709.9 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,780.7 |
1,772.2 |
PP |
1,779.1 |
1,768.2 |
S1 |
1,777.6 |
1,764.3 |
|