Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,356.0 |
7,433.5 |
77.5 |
1.1% |
7,387.5 |
High |
7,408.5 |
7,475.0 |
66.5 |
0.9% |
7,475.0 |
Low |
7,322.0 |
7,406.5 |
84.5 |
1.2% |
7,313.0 |
Close |
7,390.0 |
7,460.0 |
70.0 |
0.9% |
7,460.0 |
Range |
86.5 |
68.5 |
-18.0 |
-20.8% |
162.0 |
ATR |
93.6 |
93.0 |
-0.6 |
-0.7% |
0.0 |
Volume |
13,806 |
3,611 |
-10,195 |
-73.8% |
31,041 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,652.7 |
7,624.8 |
7,497.7 |
|
R3 |
7,584.2 |
7,556.3 |
7,478.8 |
|
R2 |
7,515.7 |
7,515.7 |
7,472.6 |
|
R1 |
7,487.8 |
7,487.8 |
7,466.3 |
7,501.8 |
PP |
7,447.2 |
7,447.2 |
7,447.2 |
7,454.1 |
S1 |
7,419.3 |
7,419.3 |
7,453.7 |
7,433.3 |
S2 |
7,378.7 |
7,378.7 |
7,447.4 |
|
S3 |
7,310.2 |
7,350.8 |
7,441.2 |
|
S4 |
7,241.7 |
7,282.3 |
7,422.3 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,902.0 |
7,843.0 |
7,549.1 |
|
R3 |
7,740.0 |
7,681.0 |
7,504.6 |
|
R2 |
7,578.0 |
7,578.0 |
7,489.7 |
|
R1 |
7,519.0 |
7,519.0 |
7,474.9 |
7,548.5 |
PP |
7,416.0 |
7,416.0 |
7,416.0 |
7,430.8 |
S1 |
7,357.0 |
7,357.0 |
7,445.2 |
7,386.5 |
S2 |
7,254.0 |
7,254.0 |
7,430.3 |
|
S3 |
7,092.0 |
7,195.0 |
7,415.5 |
|
S4 |
6,930.0 |
7,033.0 |
7,370.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,475.0 |
7,313.0 |
162.0 |
2.2% |
70.6 |
0.9% |
91% |
True |
False |
6,208 |
10 |
7,475.0 |
7,178.5 |
296.5 |
4.0% |
82.4 |
1.1% |
95% |
True |
False |
3,962 |
20 |
7,475.0 |
6,895.0 |
580.0 |
7.8% |
85.6 |
1.1% |
97% |
True |
False |
2,164 |
40 |
7,475.0 |
6,570.0 |
905.0 |
12.1% |
80.4 |
1.1% |
98% |
True |
False |
1,101 |
60 |
7,475.0 |
6,339.5 |
1,135.5 |
15.2% |
82.4 |
1.1% |
99% |
True |
False |
745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,766.1 |
2.618 |
7,654.3 |
1.618 |
7,585.8 |
1.000 |
7,543.5 |
0.618 |
7,517.3 |
HIGH |
7,475.0 |
0.618 |
7,448.8 |
0.500 |
7,440.8 |
0.382 |
7,432.7 |
LOW |
7,406.5 |
0.618 |
7,364.2 |
1.000 |
7,338.0 |
1.618 |
7,295.7 |
2.618 |
7,227.2 |
4.250 |
7,115.4 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,453.6 |
7,439.5 |
PP |
7,447.2 |
7,419.0 |
S1 |
7,440.8 |
7,398.5 |
|