Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,280.0 |
5,242.0 |
-38.0 |
-0.7% |
5,180.0 |
High |
5,281.0 |
5,268.0 |
-13.0 |
-0.2% |
5,257.0 |
Low |
5,247.0 |
5,228.0 |
-19.0 |
-0.4% |
5,148.0 |
Close |
5,255.0 |
5,256.0 |
1.0 |
0.0% |
5,228.0 |
Range |
34.0 |
40.0 |
6.0 |
17.6% |
109.0 |
ATR |
48.2 |
47.6 |
-0.6 |
-1.2% |
0.0 |
Volume |
85,609 |
156,755 |
71,146 |
83.1% |
124,028 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,370.7 |
5,353.3 |
5,278.0 |
|
R3 |
5,330.7 |
5,313.3 |
5,267.0 |
|
R2 |
5,290.7 |
5,290.7 |
5,263.3 |
|
R1 |
5,273.3 |
5,273.3 |
5,259.7 |
5,282.0 |
PP |
5,250.7 |
5,250.7 |
5,250.7 |
5,255.0 |
S1 |
5,233.3 |
5,233.3 |
5,252.3 |
5,242.0 |
S2 |
5,210.7 |
5,210.7 |
5,248.7 |
|
S3 |
5,170.7 |
5,193.3 |
5,245.0 |
|
S4 |
5,130.7 |
5,153.3 |
5,234.0 |
|
|
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 |
5,209.0 |
72.0 |
1.4% |
29.8 |
0.6% |
65% |
False |
False |
65,486 |
10 |
5,281.0 |
5,109.0 |
172.0 |
3.3% |
37.5 |
0.7% |
85% |
False |
False |
43,750 |
20 |
5,281.0 |
4,996.0 |
285.0 |
5.4% |
41.1 |
0.8% |
91% |
False |
False |
33,923 |
40 |
5,281.0 |
4,955.0 |
326.0 |
6.2% |
43.7 |
0.8% |
92% |
False |
False |
28,226 |
60 |
5,281.0 |
4,654.0 |
627.0 |
11.9% |
47.4 |
0.9% |
96% |
False |
False |
26,357 |
80 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
47.6 |
0.9% |
96% |
False |
False |
25,607 |
100 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
42.5 |
0.8% |
96% |
False |
False |
20,517 |
120 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
37.3 |
0.7% |
96% |
False |
False |
17,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,438.0 |
2.618 |
5,372.7 |
1.618 |
5,332.7 |
1.000 |
5,308.0 |
0.618 |
5,292.7 |
HIGH |
5,268.0 |
0.618 |
5,252.7 |
0.500 |
5,248.0 |
0.382 |
5,243.3 |
LOW |
5,228.0 |
0.618 |
5,203.3 |
1.000 |
5,188.0 |
1.618 |
5,163.3 |
2.618 |
5,123.3 |
4.250 |
5,058.0 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,253.3 |
5,252.3 |
PP |
5,250.7 |
5,248.7 |
S1 |
5,248.0 |
5,245.0 |
|