Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,263.0 |
5,302.0 |
39.0 |
0.7% |
5,180.0 |
High |
5,264.0 |
5,309.0 |
45.0 |
0.9% |
5,257.0 |
Low |
5,225.0 |
5,300.0 |
75.0 |
1.4% |
5,148.0 |
Close |
5,244.0 |
5,304.0 |
60.0 |
1.1% |
5,228.0 |
Range |
39.0 |
9.0 |
-30.0 |
-76.9% |
109.0 |
ATR |
47.0 |
48.2 |
1.3 |
2.7% |
0.0 |
Volume |
72,392 |
1,867 |
-70,525 |
-97.4% |
124,028 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,331.3 |
5,326.7 |
5,309.0 |
|
R3 |
5,322.3 |
5,317.7 |
5,306.5 |
|
R2 |
5,313.3 |
5,313.3 |
5,305.7 |
|
R1 |
5,308.7 |
5,308.7 |
5,304.8 |
5,311.0 |
PP |
5,304.3 |
5,304.3 |
5,304.3 |
5,305.5 |
S1 |
5,299.7 |
5,299.7 |
5,303.2 |
5,302.0 |
S2 |
5,295.3 |
5,295.3 |
5,302.4 |
|
S3 |
5,286.3 |
5,290.7 |
5,301.5 |
|
S4 |
5,277.3 |
5,281.7 |
5,299.1 |
|
|
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 |
5,309.0 |
5,209.0 |
100.0 |
1.9% |
29.8 |
0.6% |
95% |
True |
False |
70,552 |
10 |
5,309.0 |
5,110.0 |
199.0 |
3.8% |
31.7 |
0.6% |
97% |
True |
False |
46,094 |
20 |
5,309.0 |
5,042.0 |
267.0 |
5.0% |
38.5 |
0.7% |
98% |
True |
False |
35,169 |
40 |
5,309.0 |
4,955.0 |
354.0 |
6.7% |
42.9 |
0.8% |
99% |
True |
False |
29,084 |
60 |
5,309.0 |
4,663.0 |
646.0 |
12.2% |
45.7 |
0.9% |
99% |
True |
False |
26,548 |
80 |
5,309.0 |
4,598.0 |
711.0 |
13.4% |
48.0 |
0.9% |
99% |
True |
False |
26,528 |
100 |
5,309.0 |
4,598.0 |
711.0 |
13.4% |
42.9 |
0.8% |
99% |
True |
False |
21,260 |
120 |
5,309.0 |
4,598.0 |
711.0 |
13.4% |
37.6 |
0.7% |
99% |
True |
False |
17,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,347.3 |
2.618 |
5,332.6 |
1.618 |
5,323.6 |
1.000 |
5,318.0 |
0.618 |
5,314.6 |
HIGH |
5,309.0 |
0.618 |
5,305.6 |
0.500 |
5,304.5 |
0.382 |
5,303.4 |
LOW |
5,300.0 |
0.618 |
5,294.4 |
1.000 |
5,291.0 |
1.618 |
5,285.4 |
2.618 |
5,276.4 |
4.250 |
5,261.8 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,304.5 |
5,291.7 |
PP |
5,304.3 |
5,279.3 |
S1 |
5,304.2 |
5,267.0 |
|