Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,577.85 |
13,559.92 |
-17.93 |
-0.1% |
13,588.57 |
High |
13,601.90 |
13,620.21 |
18.31 |
0.1% |
13,647.10 |
Low |
13,521.68 |
13,457.25 |
-64.43 |
-0.5% |
13,503.00 |
Close |
13,558.92 |
13,457.55 |
-101.37 |
-0.7% |
13,579.47 |
Range |
80.22 |
162.96 |
82.74 |
103.1% |
144.10 |
ATR |
102.79 |
107.08 |
4.30 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,000.55 |
13,892.01 |
13,547.18 |
|
R3 |
13,837.59 |
13,729.05 |
13,502.36 |
|
R2 |
13,674.63 |
13,674.63 |
13,487.43 |
|
R1 |
13,566.09 |
13,566.09 |
13,472.49 |
13,538.88 |
PP |
13,511.67 |
13,511.67 |
13,511.67 |
13,498.07 |
S1 |
13,403.13 |
13,403.13 |
13,442.61 |
13,375.92 |
S2 |
13,348.71 |
13,348.71 |
13,427.67 |
|
S3 |
13,185.75 |
13,240.17 |
13,412.74 |
|
S4 |
13,022.79 |
13,077.21 |
13,367.92 |
|
|
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 |
13,457.25 |
189.85 |
1.4% |
96.90 |
0.7% |
0% |
False |
True |
|
10 |
13,653.24 |
13,317.52 |
335.72 |
2.5% |
103.89 |
0.8% |
42% |
False |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
105.49 |
0.8% |
71% |
False |
False |
|
40 |
13,653.24 |
12,778.90 |
874.34 |
6.5% |
105.16 |
0.8% |
78% |
False |
False |
|
60 |
13,653.24 |
12,492.25 |
1,160.99 |
8.6% |
121.39 |
0.9% |
83% |
False |
False |
|
80 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
132.22 |
1.0% |
88% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
137.08 |
1.0% |
88% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
136.63 |
1.0% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,312.79 |
2.618 |
14,046.84 |
1.618 |
13,883.88 |
1.000 |
13,783.17 |
0.618 |
13,720.92 |
HIGH |
13,620.21 |
0.618 |
13,557.96 |
0.500 |
13,538.73 |
0.382 |
13,519.50 |
LOW |
13,457.25 |
0.618 |
13,356.54 |
1.000 |
13,294.29 |
1.618 |
13,193.58 |
2.618 |
13,030.62 |
4.250 |
12,764.67 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,538.73 |
13,552.18 |
PP |
13,511.67 |
13,520.63 |
S1 |
13,484.61 |
13,489.09 |
|