Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,237.0 |
5,236.0 |
-1.0 |
0.0% |
5,180.0 |
High |
5,257.0 |
5,236.0 |
-21.0 |
-0.4% |
5,257.0 |
Low |
5,229.0 |
5,209.0 |
-20.0 |
-0.4% |
5,148.0 |
Close |
5,239.0 |
5,228.0 |
-11.0 |
-0.2% |
5,228.0 |
Range |
28.0 |
27.0 |
-1.0 |
-3.6% |
109.0 |
ATR |
49.2 |
47.8 |
-1.4 |
-2.8% |
0.0 |
Volume |
29,771 |
36,139 |
6,368 |
21.4% |
124,028 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,305.3 |
5,293.7 |
5,242.9 |
|
R3 |
5,278.3 |
5,266.7 |
5,235.4 |
|
R2 |
5,251.3 |
5,251.3 |
5,233.0 |
|
R1 |
5,239.7 |
5,239.7 |
5,230.5 |
5,232.0 |
PP |
5,224.3 |
5,224.3 |
5,224.3 |
5,220.5 |
S1 |
5,212.7 |
5,212.7 |
5,225.5 |
5,205.0 |
S2 |
5,197.3 |
5,197.3 |
5,223.1 |
|
S3 |
5,170.3 |
5,185.7 |
5,220.6 |
|
S4 |
5,143.3 |
5,158.7 |
5,213.2 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,538.0 |
5,492.0 |
5,288.0 |
|
R3 |
5,429.0 |
5,383.0 |
5,258.0 |
|
R2 |
5,320.0 |
5,320.0 |
5,248.0 |
|
R1 |
5,274.0 |
5,274.0 |
5,238.0 |
5,297.0 |
PP |
5,211.0 |
5,211.0 |
5,211.0 |
5,222.5 |
S1 |
5,165.0 |
5,165.0 |
5,218.0 |
5,188.0 |
S2 |
5,102.0 |
5,102.0 |
5,208.0 |
|
S3 |
4,993.0 |
5,056.0 |
5,198.0 |
|
S4 |
4,884.0 |
4,947.0 |
5,168.1 |
|
|
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 |
5,148.0 |
109.0 |
2.1% |
28.8 |
0.6% |
73% |
False |
False |
24,805 |
10 |
5,257.0 |
5,109.0 |
148.0 |
2.8% |
38.7 |
0.7% |
80% |
False |
False |
24,607 |
20 |
5,257.0 |
4,996.0 |
261.0 |
5.0% |
41.6 |
0.8% |
89% |
False |
False |
23,963 |
40 |
5,257.0 |
4,952.0 |
305.0 |
5.8% |
43.5 |
0.8% |
90% |
False |
False |
23,023 |
60 |
5,257.0 |
4,598.0 |
659.0 |
12.6% |
48.1 |
0.9% |
96% |
False |
False |
23,428 |
80 |
5,257.0 |
4,598.0 |
659.0 |
12.6% |
48.8 |
0.9% |
96% |
False |
False |
22,593 |
100 |
5,257.0 |
4,598.0 |
659.0 |
12.6% |
41.9 |
0.8% |
96% |
False |
False |
18,094 |
120 |
5,257.0 |
4,598.0 |
659.0 |
12.6% |
36.9 |
0.7% |
96% |
False |
False |
15,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,350.8 |
2.618 |
5,306.7 |
1.618 |
5,279.7 |
1.000 |
5,263.0 |
0.618 |
5,252.7 |
HIGH |
5,236.0 |
0.618 |
5,225.7 |
0.500 |
5,222.5 |
0.382 |
5,219.3 |
LOW |
5,209.0 |
0.618 |
5,192.3 |
1.000 |
5,182.0 |
1.618 |
5,165.3 |
2.618 |
5,138.3 |
4.250 |
5,094.3 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,226.2 |
5,233.0 |
PP |
5,224.3 |
5,231.3 |
S1 |
5,222.5 |
5,229.7 |
|