Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,236.0 |
5,280.0 |
44.0 |
0.8% |
5,180.0 |
High |
5,236.0 |
5,281.0 |
45.0 |
0.9% |
5,257.0 |
Low |
5,209.0 |
5,247.0 |
38.0 |
0.7% |
5,148.0 |
Close |
5,228.0 |
5,255.0 |
27.0 |
0.5% |
5,228.0 |
Range |
27.0 |
34.0 |
7.0 |
25.9% |
109.0 |
ATR |
47.8 |
48.2 |
0.4 |
0.8% |
0.0 |
Volume |
36,139 |
85,609 |
49,470 |
136.9% |
124,028 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,363.0 |
5,343.0 |
5,273.7 |
|
R3 |
5,329.0 |
5,309.0 |
5,264.4 |
|
R2 |
5,295.0 |
5,295.0 |
5,261.2 |
|
R1 |
5,275.0 |
5,275.0 |
5,258.1 |
5,268.0 |
PP |
5,261.0 |
5,261.0 |
5,261.0 |
5,257.5 |
S1 |
5,241.0 |
5,241.0 |
5,251.9 |
5,234.0 |
S2 |
5,227.0 |
5,227.0 |
5,248.8 |
|
S3 |
5,193.0 |
5,207.0 |
5,245.7 |
|
S4 |
5,159.0 |
5,173.0 |
5,236.3 |
|
|
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 |
5,281.0 |
5,194.0 |
87.0 |
1.7% |
26.8 |
0.5% |
70% |
True |
False |
37,606 |
10 |
5,281.0 |
5,109.0 |
172.0 |
3.3% |
35.7 |
0.7% |
85% |
True |
False |
30,150 |
20 |
5,281.0 |
4,996.0 |
285.0 |
5.4% |
41.5 |
0.8% |
91% |
True |
False |
27,224 |
40 |
5,281.0 |
4,955.0 |
326.0 |
6.2% |
43.4 |
0.8% |
92% |
True |
False |
24,794 |
60 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
47.8 |
0.9% |
96% |
True |
False |
24,361 |
80 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
47.6 |
0.9% |
96% |
True |
False |
23,659 |
100 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
42.1 |
0.8% |
96% |
True |
False |
18,950 |
120 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
37.0 |
0.7% |
96% |
True |
False |
15,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,425.5 |
2.618 |
5,370.0 |
1.618 |
5,336.0 |
1.000 |
5,315.0 |
0.618 |
5,302.0 |
HIGH |
5,281.0 |
0.618 |
5,268.0 |
0.500 |
5,264.0 |
0.382 |
5,260.0 |
LOW |
5,247.0 |
0.618 |
5,226.0 |
1.000 |
5,213.0 |
1.618 |
5,192.0 |
2.618 |
5,158.0 |
4.250 |
5,102.5 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,264.0 |
5,251.7 |
PP |
5,261.0 |
5,248.3 |
S1 |
5,258.0 |
5,245.0 |
|