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 |
13,575.17 |
13,597.24 |
22.07 |
0.2% |
13,588.57 |
High |
13,599.02 |
13,647.10 |
48.08 |
0.4% |
13,647.10 |
Low |
13,503.00 |
13,571.53 |
68.53 |
0.5% |
13,503.00 |
Close |
13,596.93 |
13,579.47 |
-17.46 |
-0.1% |
13,579.47 |
Range |
96.02 |
75.57 |
-20.45 |
-21.3% |
144.10 |
ATR |
106.75 |
104.52 |
-2.23 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,826.08 |
13,778.34 |
13,621.03 |
|
R3 |
13,750.51 |
13,702.77 |
13,600.25 |
|
R2 |
13,674.94 |
13,674.94 |
13,593.32 |
|
R1 |
13,627.20 |
13,627.20 |
13,586.40 |
13,613.29 |
PP |
13,599.37 |
13,599.37 |
13,599.37 |
13,592.41 |
S1 |
13,551.63 |
13,551.63 |
13,572.54 |
13,537.72 |
S2 |
13,523.80 |
13,523.80 |
13,565.62 |
|
S3 |
13,448.23 |
13,476.06 |
13,558.69 |
|
S4 |
13,372.66 |
13,400.49 |
13,537.91 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,008.82 |
13,938.25 |
13,658.73 |
|
R3 |
13,864.72 |
13,794.15 |
13,619.10 |
|
R2 |
13,720.62 |
13,720.62 |
13,605.89 |
|
R1 |
13,650.05 |
13,650.05 |
13,592.68 |
13,613.29 |
PP |
13,576.52 |
13,576.52 |
13,576.52 |
13,558.14 |
S1 |
13,505.95 |
13,505.95 |
13,566.26 |
13,469.19 |
S2 |
13,432.42 |
13,432.42 |
13,553.05 |
|
S3 |
13,288.32 |
13,361.85 |
13,539.84 |
|
S4 |
13,144.22 |
13,217.75 |
13,500.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,647.10 |
13,503.00 |
144.10 |
1.1% |
74.42 |
0.5% |
53% |
True |
False |
|
10 |
13,653.24 |
13,251.39 |
401.85 |
3.0% |
96.96 |
0.7% |
82% |
False |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
103.78 |
0.8% |
89% |
False |
False |
|
40 |
13,653.24 |
12,778.90 |
874.34 |
6.4% |
106.95 |
0.8% |
92% |
False |
False |
|
60 |
13,653.24 |
12,450.17 |
1,203.07 |
8.9% |
124.86 |
0.9% |
94% |
False |
False |
|
80 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
134.90 |
1.0% |
95% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
136.59 |
1.0% |
95% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
137.20 |
1.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,968.27 |
2.618 |
13,844.94 |
1.618 |
13,769.37 |
1.000 |
13,722.67 |
0.618 |
13,693.80 |
HIGH |
13,647.10 |
0.618 |
13,618.23 |
0.500 |
13,609.32 |
0.382 |
13,600.40 |
LOW |
13,571.53 |
0.618 |
13,524.83 |
1.000 |
13,495.96 |
1.618 |
13,449.26 |
2.618 |
13,373.69 |
4.250 |
13,250.36 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,609.32 |
13,578.00 |
PP |
13,599.37 |
13,576.52 |
S1 |
13,589.42 |
13,575.05 |
|