Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,503.15 |
15,533.03 |
29.88 |
0.2% |
14,927.19 |
High |
15,555.07 |
15,709.58 |
154.51 |
1.0% |
15,380.97 |
Low |
15,503.15 |
15,470.16 |
-32.99 |
-0.2% |
14,927.19 |
Close |
15,529.73 |
15,676.94 |
147.21 |
0.9% |
15,376.06 |
Range |
51.92 |
239.42 |
187.50 |
361.1% |
453.78 |
ATR |
122.08 |
130.47 |
8.38 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,337.15 |
16,246.47 |
15,808.62 |
|
R3 |
16,097.73 |
16,007.05 |
15,742.78 |
|
R2 |
15,858.31 |
15,858.31 |
15,720.83 |
|
R1 |
15,767.63 |
15,767.63 |
15,698.89 |
15,812.97 |
PP |
15,618.89 |
15,618.89 |
15,618.89 |
15,641.57 |
S1 |
15,528.21 |
15,528.21 |
15,654.99 |
15,573.55 |
S2 |
15,379.47 |
15,379.47 |
15,633.05 |
|
S3 |
15,140.05 |
15,288.79 |
15,611.10 |
|
S4 |
14,900.63 |
15,049.37 |
15,545.26 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,589.41 |
16,436.52 |
15,625.64 |
|
R3 |
16,135.63 |
15,982.74 |
15,500.85 |
|
R2 |
15,681.85 |
15,681.85 |
15,459.25 |
|
R1 |
15,528.96 |
15,528.96 |
15,417.66 |
15,605.41 |
PP |
15,228.07 |
15,228.07 |
15,228.07 |
15,266.30 |
S1 |
15,075.18 |
15,075.18 |
15,334.46 |
15,151.63 |
S2 |
14,774.29 |
14,774.29 |
15,292.87 |
|
S3 |
14,320.51 |
14,621.40 |
15,251.27 |
|
S4 |
13,866.73 |
14,167.62 |
15,126.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,709.58 |
15,283.26 |
426.32 |
2.7% |
118.00 |
0.8% |
92% |
True |
False |
|
10 |
15,709.58 |
14,789.40 |
920.18 |
5.9% |
129.33 |
0.8% |
96% |
True |
False |
|
20 |
15,709.58 |
14,760.41 |
949.17 |
6.1% |
126.27 |
0.8% |
97% |
True |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.1% |
123.92 |
0.8% |
97% |
True |
False |
|
60 |
15,709.58 |
14,669.69 |
1,039.89 |
6.6% |
122.22 |
0.8% |
97% |
True |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
141.71 |
0.9% |
97% |
True |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
137.02 |
0.9% |
97% |
True |
False |
|
120 |
15,709.58 |
14,434.43 |
1,275.15 |
8.1% |
135.81 |
0.9% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,727.12 |
2.618 |
16,336.38 |
1.618 |
16,096.96 |
1.000 |
15,949.00 |
0.618 |
15,857.54 |
HIGH |
15,709.58 |
0.618 |
15,618.12 |
0.500 |
15,589.87 |
0.382 |
15,561.62 |
LOW |
15,470.16 |
0.618 |
15,322.20 |
1.000 |
15,230.74 |
1.618 |
15,082.78 |
2.618 |
14,843.36 |
4.250 |
14,452.63 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,647.92 |
15,633.12 |
PP |
15,618.89 |
15,589.29 |
S1 |
15,589.87 |
15,545.47 |
|