Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,180.0 |
5,208.0 |
28.0 |
0.5% |
5,129.0 |
High |
5,192.0 |
5,219.0 |
27.0 |
0.5% |
5,204.0 |
Low |
5,148.0 |
5,194.0 |
46.0 |
0.9% |
5,109.0 |
Close |
5,192.0 |
5,206.0 |
14.0 |
0.3% |
5,145.0 |
Range |
44.0 |
25.0 |
-19.0 |
-43.2% |
95.0 |
ATR |
54.1 |
52.1 |
-1.9 |
-3.6% |
0.0 |
Volume |
21,607 |
17,353 |
-4,254 |
-19.7% |
122,048 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,281.3 |
5,268.7 |
5,219.8 |
|
R3 |
5,256.3 |
5,243.7 |
5,212.9 |
|
R2 |
5,231.3 |
5,231.3 |
5,210.6 |
|
R1 |
5,218.7 |
5,218.7 |
5,208.3 |
5,212.5 |
PP |
5,206.3 |
5,206.3 |
5,206.3 |
5,203.3 |
S1 |
5,193.7 |
5,193.7 |
5,203.7 |
5,187.5 |
S2 |
5,181.3 |
5,181.3 |
5,201.4 |
|
S3 |
5,156.3 |
5,168.7 |
5,199.1 |
|
S4 |
5,131.3 |
5,143.7 |
5,192.3 |
|
|
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 |
5,219.0 |
5,109.0 |
110.0 |
2.1% |
45.2 |
0.9% |
88% |
True |
False |
22,014 |
10 |
5,219.0 |
5,042.0 |
177.0 |
3.4% |
44.3 |
0.9% |
93% |
True |
False |
23,465 |
20 |
5,219.0 |
4,996.0 |
223.0 |
4.3% |
43.0 |
0.8% |
94% |
True |
False |
22,980 |
40 |
5,219.0 |
4,919.0 |
300.0 |
5.8% |
44.5 |
0.9% |
96% |
True |
False |
22,224 |
60 |
5,219.0 |
4,598.0 |
621.0 |
11.9% |
51.0 |
1.0% |
98% |
True |
False |
24,190 |
80 |
5,219.0 |
4,598.0 |
621.0 |
11.9% |
49.6 |
1.0% |
98% |
True |
False |
21,546 |
100 |
5,219.0 |
4,598.0 |
621.0 |
11.9% |
41.6 |
0.8% |
98% |
True |
False |
17,244 |
120 |
5,219.0 |
4,598.0 |
621.0 |
11.9% |
36.6 |
0.7% |
98% |
True |
False |
14,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,325.3 |
2.618 |
5,284.5 |
1.618 |
5,259.5 |
1.000 |
5,244.0 |
0.618 |
5,234.5 |
HIGH |
5,219.0 |
0.618 |
5,209.5 |
0.500 |
5,206.5 |
0.382 |
5,203.6 |
LOW |
5,194.0 |
0.618 |
5,178.6 |
1.000 |
5,169.0 |
1.618 |
5,153.6 |
2.618 |
5,128.6 |
4.250 |
5,087.8 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,206.5 |
5,192.2 |
PP |
5,206.3 |
5,178.3 |
S1 |
5,206.2 |
5,164.5 |
|