Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,208.0 |
5,233.0 |
25.0 |
0.5% |
5,129.0 |
High |
5,219.0 |
5,239.0 |
20.0 |
0.4% |
5,204.0 |
Low |
5,194.0 |
5,219.0 |
25.0 |
0.5% |
5,109.0 |
Close |
5,206.0 |
5,231.0 |
25.0 |
0.5% |
5,145.0 |
Range |
25.0 |
20.0 |
-5.0 |
-20.0% |
95.0 |
ATR |
52.1 |
50.8 |
-1.4 |
-2.6% |
0.0 |
Volume |
17,353 |
19,158 |
1,805 |
10.4% |
122,048 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,289.7 |
5,280.3 |
5,242.0 |
|
R3 |
5,269.7 |
5,260.3 |
5,236.5 |
|
R2 |
5,249.7 |
5,249.7 |
5,234.7 |
|
R1 |
5,240.3 |
5,240.3 |
5,232.8 |
5,235.0 |
PP |
5,229.7 |
5,229.7 |
5,229.7 |
5,227.0 |
S1 |
5,220.3 |
5,220.3 |
5,229.2 |
5,215.0 |
S2 |
5,209.7 |
5,209.7 |
5,227.3 |
|
S3 |
5,189.7 |
5,200.3 |
5,225.5 |
|
S4 |
5,169.7 |
5,180.3 |
5,220.0 |
|
|
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 |
5,239.0 |
5,109.0 |
130.0 |
2.5% |
42.6 |
0.8% |
94% |
True |
False |
20,676 |
10 |
5,239.0 |
5,042.0 |
197.0 |
3.8% |
44.2 |
0.8% |
96% |
True |
False |
22,920 |
20 |
5,239.0 |
4,996.0 |
243.0 |
4.6% |
41.6 |
0.8% |
97% |
True |
False |
22,591 |
40 |
5,239.0 |
4,919.0 |
320.0 |
6.1% |
44.4 |
0.8% |
98% |
True |
False |
22,271 |
60 |
5,239.0 |
4,598.0 |
641.0 |
12.3% |
50.4 |
1.0% |
99% |
True |
False |
23,448 |
80 |
5,239.0 |
4,598.0 |
641.0 |
12.3% |
49.9 |
1.0% |
99% |
True |
False |
21,785 |
100 |
5,239.0 |
4,598.0 |
641.0 |
12.3% |
41.3 |
0.8% |
99% |
True |
False |
17,435 |
120 |
5,239.0 |
4,598.0 |
641.0 |
12.3% |
36.8 |
0.7% |
99% |
True |
False |
14,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,324.0 |
2.618 |
5,291.4 |
1.618 |
5,271.4 |
1.000 |
5,259.0 |
0.618 |
5,251.4 |
HIGH |
5,239.0 |
0.618 |
5,231.4 |
0.500 |
5,229.0 |
0.382 |
5,226.6 |
LOW |
5,219.0 |
0.618 |
5,206.6 |
1.000 |
5,199.0 |
1.618 |
5,186.6 |
2.618 |
5,166.6 |
4.250 |
5,134.0 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,230.3 |
5,218.5 |
PP |
5,229.7 |
5,206.0 |
S1 |
5,229.0 |
5,193.5 |
|