Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,209.5 |
8,287.0 |
77.5 |
0.9% |
8,253.5 |
High |
8,295.0 |
8,319.5 |
24.5 |
0.3% |
8,295.0 |
Low |
8,172.0 |
8,245.5 |
73.5 |
0.9% |
8,094.5 |
Close |
8,263.5 |
8,280.0 |
16.5 |
0.2% |
8,263.5 |
Range |
123.0 |
74.0 |
-49.0 |
-39.8% |
200.5 |
ATR |
116.6 |
113.5 |
-3.0 |
-2.6% |
0.0 |
Volume |
79,248 |
112,950 |
33,702 |
42.5% |
410,916 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,503.7 |
8,465.8 |
8,320.7 |
|
R3 |
8,429.7 |
8,391.8 |
8,300.4 |
|
R2 |
8,355.7 |
8,355.7 |
8,293.6 |
|
R1 |
8,317.8 |
8,317.8 |
8,286.8 |
8,299.8 |
PP |
8,281.7 |
8,281.7 |
8,281.7 |
8,272.6 |
S1 |
8,243.8 |
8,243.8 |
8,273.2 |
8,225.8 |
S2 |
8,207.7 |
8,207.7 |
8,266.4 |
|
S3 |
8,133.7 |
8,169.8 |
8,259.7 |
|
S4 |
8,059.7 |
8,095.8 |
8,239.3 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,819.2 |
8,741.8 |
8,373.8 |
|
R3 |
8,618.7 |
8,541.3 |
8,318.6 |
|
R2 |
8,418.2 |
8,418.2 |
8,300.3 |
|
R1 |
8,340.8 |
8,340.8 |
8,281.9 |
8,379.5 |
PP |
8,217.7 |
8,217.7 |
8,217.7 |
8,237.0 |
S1 |
8,140.3 |
8,140.3 |
8,245.1 |
8,179.0 |
S2 |
8,017.2 |
8,017.2 |
8,226.7 |
|
S3 |
7,816.7 |
7,939.8 |
8,208.4 |
|
S4 |
7,616.2 |
7,739.3 |
8,153.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,319.5 |
8,094.5 |
225.0 |
2.7% |
110.3 |
1.3% |
82% |
True |
False |
104,773 |
10 |
8,448.0 |
8,090.0 |
358.0 |
4.3% |
117.5 |
1.4% |
53% |
False |
False |
103,847 |
20 |
8,459.0 |
8,090.0 |
369.0 |
4.5% |
105.5 |
1.3% |
51% |
False |
False |
92,350 |
40 |
8,462.0 |
8,090.0 |
372.0 |
4.5% |
100.2 |
1.2% |
51% |
False |
False |
87,958 |
60 |
8,462.0 |
7,660.0 |
802.0 |
9.7% |
112.5 |
1.4% |
77% |
False |
False |
92,217 |
80 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
117.5 |
1.4% |
68% |
False |
False |
70,055 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
113.2 |
1.4% |
75% |
False |
False |
56,133 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
113.4 |
1.4% |
75% |
False |
False |
46,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,634.0 |
2.618 |
8,513.2 |
1.618 |
8,439.2 |
1.000 |
8,393.5 |
0.618 |
8,365.2 |
HIGH |
8,319.5 |
0.618 |
8,291.2 |
0.500 |
8,282.5 |
0.382 |
8,273.8 |
LOW |
8,245.5 |
0.618 |
8,199.8 |
1.000 |
8,171.5 |
1.618 |
8,125.8 |
2.618 |
8,051.8 |
4.250 |
7,931.0 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,282.5 |
8,267.3 |
PP |
8,281.7 |
8,254.5 |
S1 |
8,280.8 |
8,241.8 |
|