Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,396.5 |
7,401.0 |
4.5 |
0.1% |
7,212.0 |
High |
7,396.5 |
7,409.0 |
12.5 |
0.2% |
7,452.0 |
Low |
7,313.0 |
7,334.5 |
21.5 |
0.3% |
7,178.5 |
Close |
7,375.5 |
7,401.0 |
25.5 |
0.3% |
7,416.0 |
Range |
83.5 |
74.5 |
-9.0 |
-10.8% |
273.5 |
ATR |
95.7 |
94.2 |
-1.5 |
-1.6% |
0.0 |
Volume |
3,620 |
7,131 |
3,511 |
97.0% |
8,581 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,605.0 |
7,577.5 |
7,442.0 |
|
R3 |
7,530.5 |
7,503.0 |
7,421.5 |
|
R2 |
7,456.0 |
7,456.0 |
7,414.7 |
|
R1 |
7,428.5 |
7,428.5 |
7,407.8 |
7,438.3 |
PP |
7,381.5 |
7,381.5 |
7,381.5 |
7,386.4 |
S1 |
7,354.0 |
7,354.0 |
7,394.2 |
7,363.8 |
S2 |
7,307.0 |
7,307.0 |
7,387.3 |
|
S3 |
7,232.5 |
7,279.5 |
7,380.5 |
|
S4 |
7,158.0 |
7,205.0 |
7,360.0 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,169.3 |
8,066.2 |
7,566.4 |
|
R3 |
7,895.8 |
7,792.7 |
7,491.2 |
|
R2 |
7,622.3 |
7,622.3 |
7,466.1 |
|
R1 |
7,519.2 |
7,519.2 |
7,441.1 |
7,570.8 |
PP |
7,348.8 |
7,348.8 |
7,348.8 |
7,374.6 |
S1 |
7,245.7 |
7,245.7 |
7,390.9 |
7,297.3 |
S2 |
7,075.3 |
7,075.3 |
7,365.9 |
|
S3 |
6,801.8 |
6,972.2 |
7,340.8 |
|
S4 |
6,528.3 |
6,698.7 |
7,265.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,452.0 |
7,286.0 |
166.0 |
2.2% |
76.8 |
1.0% |
69% |
False |
False |
3,558 |
10 |
7,452.0 |
6,985.0 |
467.0 |
6.3% |
93.7 |
1.3% |
89% |
False |
False |
2,452 |
20 |
7,452.0 |
6,895.0 |
557.0 |
7.5% |
88.1 |
1.2% |
91% |
False |
False |
1,295 |
40 |
7,452.0 |
6,369.5 |
1,082.5 |
14.6% |
85.7 |
1.2% |
95% |
False |
False |
668 |
60 |
7,452.0 |
6,122.0 |
1,330.0 |
18.0% |
82.6 |
1.1% |
96% |
False |
False |
456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,725.6 |
2.618 |
7,604.0 |
1.618 |
7,529.5 |
1.000 |
7,483.5 |
0.618 |
7,455.0 |
HIGH |
7,409.0 |
0.618 |
7,380.5 |
0.500 |
7,371.8 |
0.382 |
7,363.0 |
LOW |
7,334.5 |
0.618 |
7,288.5 |
1.000 |
7,260.0 |
1.618 |
7,214.0 |
2.618 |
7,139.5 |
4.250 |
7,017.9 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,391.3 |
7,389.3 |
PP |
7,381.5 |
7,377.7 |
S1 |
7,371.8 |
7,366.0 |
|