Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,458.63 |
13,413.47 |
-45.16 |
-0.3% |
13,588.57 |
High |
13,480.37 |
13,522.83 |
42.46 |
0.3% |
13,647.10 |
Low |
13,406.91 |
13,413.47 |
6.56 |
0.0% |
13,503.00 |
Close |
13,413.51 |
13,485.97 |
72.46 |
0.5% |
13,579.47 |
Range |
73.46 |
109.36 |
35.90 |
48.9% |
144.10 |
ATR |
104.68 |
105.02 |
0.33 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,802.17 |
13,753.43 |
13,546.12 |
|
R3 |
13,692.81 |
13,644.07 |
13,516.04 |
|
R2 |
13,583.45 |
13,583.45 |
13,506.02 |
|
R1 |
13,534.71 |
13,534.71 |
13,495.99 |
13,559.08 |
PP |
13,474.09 |
13,474.09 |
13,474.09 |
13,486.28 |
S1 |
13,425.35 |
13,425.35 |
13,475.95 |
13,449.72 |
S2 |
13,364.73 |
13,364.73 |
13,465.92 |
|
S3 |
13,255.37 |
13,315.99 |
13,455.90 |
|
S4 |
13,146.01 |
13,206.63 |
13,425.82 |
|
|
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 |
13,406.91 |
240.19 |
1.8% |
100.31 |
0.7% |
33% |
False |
False |
|
10 |
13,653.24 |
13,406.91 |
246.33 |
1.8% |
91.74 |
0.7% |
32% |
False |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
108.14 |
0.8% |
75% |
False |
False |
|
40 |
13,653.24 |
12,778.90 |
874.34 |
6.5% |
104.73 |
0.8% |
81% |
False |
False |
|
60 |
13,653.24 |
12,492.25 |
1,160.99 |
8.6% |
120.97 |
0.9% |
86% |
False |
False |
|
80 |
13,653.24 |
12,125.00 |
1,528.24 |
11.3% |
132.20 |
1.0% |
89% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
136.29 |
1.0% |
90% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
136.24 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,987.61 |
2.618 |
13,809.13 |
1.618 |
13,699.77 |
1.000 |
13,632.19 |
0.618 |
13,590.41 |
HIGH |
13,522.83 |
0.618 |
13,481.05 |
0.500 |
13,468.15 |
0.382 |
13,455.25 |
LOW |
13,413.47 |
0.618 |
13,345.89 |
1.000 |
13,304.11 |
1.618 |
13,236.53 |
2.618 |
13,127.17 |
4.250 |
12,948.69 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,480.03 |
13,513.56 |
PP |
13,474.09 |
13,504.36 |
S1 |
13,468.15 |
13,495.17 |
|