Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,145.0 |
5,180.0 |
35.0 |
0.7% |
5,129.0 |
High |
5,161.0 |
5,192.0 |
31.0 |
0.6% |
5,204.0 |
Low |
5,110.0 |
5,148.0 |
38.0 |
0.7% |
5,109.0 |
Close |
5,145.0 |
5,192.0 |
47.0 |
0.9% |
5,145.0 |
Range |
51.0 |
44.0 |
-7.0 |
-13.7% |
95.0 |
ATR |
54.6 |
54.1 |
-0.5 |
-1.0% |
0.0 |
Volume |
20,298 |
21,607 |
1,309 |
6.4% |
122,048 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,309.3 |
5,294.7 |
5,216.2 |
|
R3 |
5,265.3 |
5,250.7 |
5,204.1 |
|
R2 |
5,221.3 |
5,221.3 |
5,200.1 |
|
R1 |
5,206.7 |
5,206.7 |
5,196.0 |
5,214.0 |
PP |
5,177.3 |
5,177.3 |
5,177.3 |
5,181.0 |
S1 |
5,162.7 |
5,162.7 |
5,188.0 |
5,170.0 |
S2 |
5,133.3 |
5,133.3 |
5,183.9 |
|
S3 |
5,089.3 |
5,118.7 |
5,179.9 |
|
S4 |
5,045.3 |
5,074.7 |
5,167.8 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,437.7 |
5,386.3 |
5,197.3 |
|
R3 |
5,342.7 |
5,291.3 |
5,171.1 |
|
R2 |
5,247.7 |
5,247.7 |
5,162.4 |
|
R1 |
5,196.3 |
5,196.3 |
5,153.7 |
5,222.0 |
PP |
5,152.7 |
5,152.7 |
5,152.7 |
5,165.5 |
S1 |
5,101.3 |
5,101.3 |
5,136.3 |
5,127.0 |
S2 |
5,057.7 |
5,057.7 |
5,127.6 |
|
S3 |
4,962.7 |
5,006.3 |
5,118.9 |
|
S4 |
4,867.7 |
4,911.3 |
5,092.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,204.0 |
5,109.0 |
95.0 |
1.8% |
44.6 |
0.9% |
87% |
False |
False |
22,695 |
10 |
5,204.0 |
5,042.0 |
162.0 |
3.1% |
45.9 |
0.9% |
93% |
False |
False |
23,674 |
20 |
5,204.0 |
4,996.0 |
208.0 |
4.0% |
44.9 |
0.9% |
94% |
False |
False |
23,467 |
40 |
5,204.0 |
4,919.0 |
285.0 |
5.5% |
44.7 |
0.9% |
96% |
False |
False |
22,152 |
60 |
5,204.0 |
4,598.0 |
606.0 |
11.7% |
51.8 |
1.0% |
98% |
False |
False |
26,619 |
80 |
5,204.0 |
4,598.0 |
606.0 |
11.7% |
49.6 |
1.0% |
98% |
False |
False |
21,331 |
100 |
5,204.0 |
4,598.0 |
606.0 |
11.7% |
41.5 |
0.8% |
98% |
False |
False |
17,070 |
120 |
5,204.0 |
4,598.0 |
606.0 |
11.7% |
36.4 |
0.7% |
98% |
False |
False |
14,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,379.0 |
2.618 |
5,307.2 |
1.618 |
5,263.2 |
1.000 |
5,236.0 |
0.618 |
5,219.2 |
HIGH |
5,192.0 |
0.618 |
5,175.2 |
0.500 |
5,170.0 |
0.382 |
5,164.8 |
LOW |
5,148.0 |
0.618 |
5,120.8 |
1.000 |
5,104.0 |
1.618 |
5,076.8 |
2.618 |
5,032.8 |
4.250 |
4,961.0 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,184.7 |
5,178.2 |
PP |
5,177.3 |
5,164.3 |
S1 |
5,170.0 |
5,150.5 |
|