Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,401.0 |
7,356.0 |
-45.0 |
-0.6% |
7,212.0 |
High |
7,409.0 |
7,408.5 |
-0.5 |
0.0% |
7,452.0 |
Low |
7,334.5 |
7,322.0 |
-12.5 |
-0.2% |
7,178.5 |
Close |
7,401.0 |
7,390.0 |
-11.0 |
-0.1% |
7,416.0 |
Range |
74.5 |
86.5 |
12.0 |
16.1% |
273.5 |
ATR |
94.2 |
93.6 |
-0.5 |
-0.6% |
0.0 |
Volume |
7,131 |
13,806 |
6,675 |
93.6% |
8,581 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,633.0 |
7,598.0 |
7,437.6 |
|
R3 |
7,546.5 |
7,511.5 |
7,413.8 |
|
R2 |
7,460.0 |
7,460.0 |
7,405.9 |
|
R1 |
7,425.0 |
7,425.0 |
7,397.9 |
7,442.5 |
PP |
7,373.5 |
7,373.5 |
7,373.5 |
7,382.3 |
S1 |
7,338.5 |
7,338.5 |
7,382.1 |
7,356.0 |
S2 |
7,287.0 |
7,287.0 |
7,374.1 |
|
S3 |
7,200.5 |
7,252.0 |
7,366.2 |
|
S4 |
7,114.0 |
7,165.5 |
7,342.4 |
|
|
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 |
7,313.0 |
139.0 |
1.9% |
69.6 |
0.9% |
55% |
False |
False |
5,929 |
10 |
7,452.0 |
7,177.0 |
275.0 |
3.7% |
83.1 |
1.1% |
77% |
False |
False |
3,727 |
20 |
7,452.0 |
6,895.0 |
557.0 |
7.5% |
85.9 |
1.2% |
89% |
False |
False |
1,984 |
40 |
7,452.0 |
6,537.0 |
915.0 |
12.4% |
82.6 |
1.1% |
93% |
False |
False |
1,012 |
60 |
7,452.0 |
6,308.0 |
1,144.0 |
15.5% |
83.2 |
1.1% |
95% |
False |
False |
685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,776.1 |
2.618 |
7,635.0 |
1.618 |
7,548.5 |
1.000 |
7,495.0 |
0.618 |
7,462.0 |
HIGH |
7,408.5 |
0.618 |
7,375.5 |
0.500 |
7,365.3 |
0.382 |
7,355.0 |
LOW |
7,322.0 |
0.618 |
7,268.5 |
1.000 |
7,235.5 |
1.618 |
7,182.0 |
2.618 |
7,095.5 |
4.250 |
6,954.4 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,381.8 |
7,380.3 |
PP |
7,373.5 |
7,370.7 |
S1 |
7,365.3 |
7,361.0 |
|