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 |
1,459.75 |
1,460.75 |
1.00 |
0.1% |
1,465.75 |
High |
1,461.75 |
1,469.25 |
7.50 |
0.5% |
1,469.25 |
Low |
1,450.00 |
1,460.25 |
10.25 |
0.7% |
1,450.00 |
Close |
1,460.50 |
1,467.17 |
6.67 |
0.5% |
1,467.17 |
Range |
11.75 |
9.00 |
-2.75 |
-23.4% |
19.25 |
ATR |
13.86 |
13.51 |
-0.35 |
-2.5% |
0.00 |
Volume |
309,519 |
60,974 |
-248,545 |
-80.3% |
2,267,003 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.50 |
1,488.75 |
1,472.00 |
|
R3 |
1,483.50 |
1,479.75 |
1,469.75 |
|
R2 |
1,474.50 |
1,474.50 |
1,468.75 |
|
R1 |
1,470.75 |
1,470.75 |
1,468.00 |
1,472.75 |
PP |
1,465.50 |
1,465.50 |
1,465.50 |
1,466.50 |
S1 |
1,461.75 |
1,461.75 |
1,466.25 |
1,463.75 |
S2 |
1,456.50 |
1,456.50 |
1,465.50 |
|
S3 |
1,447.50 |
1,452.75 |
1,464.75 |
|
S4 |
1,438.50 |
1,443.75 |
1,462.25 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.00 |
1,512.75 |
1,477.75 |
|
R3 |
1,500.75 |
1,493.50 |
1,472.50 |
|
R2 |
1,481.50 |
1,481.50 |
1,470.75 |
|
R1 |
1,474.25 |
1,474.25 |
1,469.00 |
1,477.75 |
PP |
1,462.25 |
1,462.25 |
1,462.25 |
1,464.00 |
S1 |
1,455.00 |
1,455.00 |
1,465.50 |
1,458.50 |
S2 |
1,443.00 |
1,443.00 |
1,463.75 |
|
S3 |
1,423.75 |
1,435.75 |
1,462.00 |
|
S4 |
1,404.50 |
1,416.50 |
1,456.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,469.25 |
1,450.00 |
19.25 |
1.3% |
8.75 |
0.6% |
89% |
True |
False |
453,400 |
10 |
1,474.75 |
1,421.50 |
53.25 |
3.6% |
13.25 |
0.9% |
86% |
False |
False |
1,041,401 |
20 |
1,474.75 |
1,394.50 |
80.25 |
5.5% |
13.25 |
0.9% |
91% |
False |
False |
1,248,535 |
40 |
1,474.75 |
1,349.25 |
125.50 |
8.6% |
14.00 |
1.0% |
94% |
False |
False |
1,400,619 |
60 |
1,474.75 |
1,306.75 |
168.00 |
11.5% |
16.00 |
1.1% |
95% |
False |
False |
1,511,278 |
80 |
1,474.75 |
1,255.50 |
219.25 |
14.9% |
17.75 |
1.2% |
97% |
False |
False |
1,541,146 |
100 |
1,474.75 |
1,255.50 |
219.25 |
14.9% |
18.25 |
1.2% |
97% |
False |
False |
1,233,864 |
120 |
1,474.75 |
1,255.50 |
219.25 |
14.9% |
18.00 |
1.2% |
97% |
False |
False |
1,028,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.50 |
2.618 |
1,492.75 |
1.618 |
1,483.75 |
1.000 |
1,478.25 |
0.618 |
1,474.75 |
HIGH |
1,469.25 |
0.618 |
1,465.75 |
0.500 |
1,464.75 |
0.382 |
1,463.75 |
LOW |
1,460.25 |
0.618 |
1,454.75 |
1.000 |
1,451.25 |
1.618 |
1,445.75 |
2.618 |
1,436.75 |
4.250 |
1,422.00 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,466.25 |
1,464.75 |
PP |
1,465.50 |
1,462.25 |
S1 |
1,464.75 |
1,459.50 |
|