Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,242.0 |
5,263.0 |
21.0 |
0.4% |
5,180.0 |
High |
5,268.0 |
5,264.0 |
-4.0 |
-0.1% |
5,257.0 |
Low |
5,228.0 |
5,225.0 |
-3.0 |
-0.1% |
5,148.0 |
Close |
5,256.0 |
5,244.0 |
-12.0 |
-0.2% |
5,228.0 |
Range |
40.0 |
39.0 |
-1.0 |
-2.5% |
109.0 |
ATR |
47.6 |
47.0 |
-0.6 |
-1.3% |
0.0 |
Volume |
156,755 |
72,392 |
-84,363 |
-53.8% |
124,028 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,361.3 |
5,341.7 |
5,265.5 |
|
R3 |
5,322.3 |
5,302.7 |
5,254.7 |
|
R2 |
5,283.3 |
5,283.3 |
5,251.2 |
|
R1 |
5,263.7 |
5,263.7 |
5,247.6 |
5,254.0 |
PP |
5,244.3 |
5,244.3 |
5,244.3 |
5,239.5 |
S1 |
5,224.7 |
5,224.7 |
5,240.4 |
5,215.0 |
S2 |
5,205.3 |
5,205.3 |
5,236.9 |
|
S3 |
5,166.3 |
5,185.7 |
5,233.3 |
|
S4 |
5,127.3 |
5,146.7 |
5,222.6 |
|
|
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% |
33.6 |
0.6% |
49% |
False |
False |
76,133 |
10 |
5,281.0 |
5,109.0 |
172.0 |
3.3% |
38.1 |
0.7% |
78% |
False |
False |
48,404 |
20 |
5,281.0 |
4,996.0 |
285.0 |
5.4% |
40.9 |
0.8% |
87% |
False |
False |
36,453 |
40 |
5,281.0 |
4,955.0 |
326.0 |
6.2% |
43.6 |
0.8% |
89% |
False |
False |
29,491 |
60 |
5,281.0 |
4,663.0 |
618.0 |
11.8% |
47.0 |
0.9% |
94% |
False |
False |
27,050 |
80 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
47.9 |
0.9% |
95% |
False |
False |
26,507 |
100 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
42.8 |
0.8% |
95% |
False |
False |
21,241 |
120 |
5,281.0 |
4,598.0 |
683.0 |
13.0% |
37.6 |
0.7% |
95% |
False |
False |
17,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,429.8 |
2.618 |
5,366.1 |
1.618 |
5,327.1 |
1.000 |
5,303.0 |
0.618 |
5,288.1 |
HIGH |
5,264.0 |
0.618 |
5,249.1 |
0.500 |
5,244.5 |
0.382 |
5,239.9 |
LOW |
5,225.0 |
0.618 |
5,200.9 |
1.000 |
5,186.0 |
1.618 |
5,161.9 |
2.618 |
5,122.9 |
4.250 |
5,059.3 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,244.5 |
5,253.0 |
PP |
5,244.3 |
5,250.0 |
S1 |
5,244.2 |
5,247.0 |
|