Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,233.0 |
5,237.0 |
4.0 |
0.1% |
5,129.0 |
High |
5,239.0 |
5,257.0 |
18.0 |
0.3% |
5,204.0 |
Low |
5,219.0 |
5,229.0 |
10.0 |
0.2% |
5,109.0 |
Close |
5,231.0 |
5,239.0 |
8.0 |
0.2% |
5,145.0 |
Range |
20.0 |
28.0 |
8.0 |
40.0% |
95.0 |
ATR |
50.8 |
49.2 |
-1.6 |
-3.2% |
0.0 |
Volume |
19,158 |
29,771 |
10,613 |
55.4% |
122,048 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,325.7 |
5,310.3 |
5,254.4 |
|
R3 |
5,297.7 |
5,282.3 |
5,246.7 |
|
R2 |
5,269.7 |
5,269.7 |
5,244.1 |
|
R1 |
5,254.3 |
5,254.3 |
5,241.6 |
5,262.0 |
PP |
5,241.7 |
5,241.7 |
5,241.7 |
5,245.5 |
S1 |
5,226.3 |
5,226.3 |
5,236.4 |
5,234.0 |
S2 |
5,213.7 |
5,213.7 |
5,233.9 |
|
S3 |
5,185.7 |
5,198.3 |
5,231.3 |
|
S4 |
5,157.7 |
5,170.3 |
5,223.6 |
|
|
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 |
5,257.0 |
5,110.0 |
147.0 |
2.8% |
33.6 |
0.6% |
88% |
True |
False |
21,637 |
10 |
5,257.0 |
5,055.0 |
202.0 |
3.9% |
43.1 |
0.8% |
91% |
True |
False |
23,744 |
20 |
5,257.0 |
4,996.0 |
261.0 |
5.0% |
41.6 |
0.8% |
93% |
True |
False |
23,164 |
40 |
5,257.0 |
4,919.0 |
338.0 |
6.5% |
44.2 |
0.8% |
95% |
True |
False |
22,585 |
60 |
5,257.0 |
4,598.0 |
659.0 |
12.6% |
49.3 |
0.9% |
97% |
True |
False |
23,353 |
80 |
5,257.0 |
4,598.0 |
659.0 |
12.6% |
49.4 |
0.9% |
97% |
True |
False |
22,154 |
100 |
5,257.0 |
4,598.0 |
659.0 |
12.6% |
41.6 |
0.8% |
97% |
True |
False |
17,733 |
120 |
5,257.0 |
4,598.0 |
659.0 |
12.6% |
36.9 |
0.7% |
97% |
True |
False |
14,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,376.0 |
2.618 |
5,330.3 |
1.618 |
5,302.3 |
1.000 |
5,285.0 |
0.618 |
5,274.3 |
HIGH |
5,257.0 |
0.618 |
5,246.3 |
0.500 |
5,243.0 |
0.382 |
5,239.7 |
LOW |
5,229.0 |
0.618 |
5,211.7 |
1.000 |
5,201.0 |
1.618 |
5,183.7 |
2.618 |
5,155.7 |
4.250 |
5,110.0 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,243.0 |
5,234.5 |
PP |
5,241.7 |
5,230.0 |
S1 |
5,240.3 |
5,225.5 |
|