Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
2,774.75 |
2,814.50 |
39.75 |
1.4% |
2,852.00 |
High |
2,821.25 |
2,819.25 |
-2.00 |
-0.1% |
2,857.25 |
Low |
2,774.75 |
2,788.75 |
14.00 |
0.5% |
2,762.25 |
Close |
2,814.50 |
2,792.00 |
-22.50 |
-0.8% |
2,792.00 |
Range |
46.50 |
30.50 |
-16.00 |
-34.4% |
95.00 |
ATR |
31.98 |
31.87 |
-0.11 |
-0.3% |
0.00 |
Volume |
219,259 |
242,772 |
23,513 |
10.7% |
1,155,255 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,891.50 |
2,872.25 |
2,808.75 |
|
R3 |
2,861.00 |
2,841.75 |
2,800.50 |
|
R2 |
2,830.50 |
2,830.50 |
2,797.50 |
|
R1 |
2,811.25 |
2,811.25 |
2,794.75 |
2,805.50 |
PP |
2,800.00 |
2,800.00 |
2,800.00 |
2,797.25 |
S1 |
2,780.75 |
2,780.75 |
2,789.25 |
2,775.00 |
S2 |
2,769.50 |
2,769.50 |
2,786.50 |
|
S3 |
2,739.00 |
2,750.25 |
2,783.50 |
|
S4 |
2,708.50 |
2,719.75 |
2,775.25 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,088.75 |
3,035.50 |
2,844.25 |
|
R3 |
2,993.75 |
2,940.50 |
2,818.00 |
|
R2 |
2,898.75 |
2,898.75 |
2,809.50 |
|
R1 |
2,845.50 |
2,845.50 |
2,800.75 |
2,824.50 |
PP |
2,803.75 |
2,803.75 |
2,803.75 |
2,793.50 |
S1 |
2,750.50 |
2,750.50 |
2,783.25 |
2,729.50 |
S2 |
2,708.75 |
2,708.75 |
2,774.50 |
|
S3 |
2,613.75 |
2,655.50 |
2,766.00 |
|
S4 |
2,518.75 |
2,560.50 |
2,739.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,857.25 |
2,762.25 |
95.00 |
3.4% |
41.50 |
1.5% |
31% |
False |
False |
231,051 |
10 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
29.75 |
1.1% |
27% |
False |
False |
220,211 |
20 |
2,871.75 |
2,736.25 |
135.50 |
4.9% |
32.75 |
1.2% |
41% |
False |
False |
137,315 |
40 |
2,871.75 |
2,628.50 |
243.25 |
8.7% |
27.50 |
1.0% |
67% |
False |
False |
68,719 |
60 |
2,871.75 |
2,510.25 |
361.50 |
12.9% |
28.50 |
1.0% |
78% |
False |
False |
45,821 |
80 |
2,871.75 |
2,503.75 |
368.00 |
13.2% |
26.75 |
1.0% |
78% |
False |
False |
34,367 |
100 |
2,871.75 |
2,442.50 |
429.25 |
15.4% |
23.75 |
0.8% |
81% |
False |
False |
27,494 |
120 |
2,871.75 |
2,442.50 |
429.25 |
15.4% |
22.00 |
0.8% |
81% |
False |
False |
22,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,949.00 |
2.618 |
2,899.00 |
1.618 |
2,868.50 |
1.000 |
2,849.75 |
0.618 |
2,838.00 |
HIGH |
2,819.25 |
0.618 |
2,807.50 |
0.500 |
2,804.00 |
0.382 |
2,800.50 |
LOW |
2,788.75 |
0.618 |
2,770.00 |
1.000 |
2,758.25 |
1.618 |
2,739.50 |
2.618 |
2,709.00 |
4.250 |
2,659.00 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
2,804.00 |
2,792.00 |
PP |
2,800.00 |
2,791.75 |
S1 |
2,796.00 |
2,791.75 |
|