Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,287.0 |
8,325.0 |
38.0 |
0.5% |
8,253.5 |
High |
8,319.5 |
8,479.0 |
159.5 |
1.9% |
8,295.0 |
Low |
8,245.5 |
8,324.0 |
78.5 |
1.0% |
8,094.5 |
Close |
8,280.0 |
8,458.0 |
178.0 |
2.1% |
8,263.5 |
Range |
74.0 |
155.0 |
81.0 |
109.5% |
200.5 |
ATR |
113.5 |
119.6 |
6.1 |
5.4% |
0.0 |
Volume |
112,950 |
93,955 |
-18,995 |
-16.8% |
410,916 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,885.3 |
8,826.7 |
8,543.3 |
|
R3 |
8,730.3 |
8,671.7 |
8,500.6 |
|
R2 |
8,575.3 |
8,575.3 |
8,486.4 |
|
R1 |
8,516.7 |
8,516.7 |
8,472.2 |
8,546.0 |
PP |
8,420.3 |
8,420.3 |
8,420.3 |
8,435.0 |
S1 |
8,361.7 |
8,361.7 |
8,443.8 |
8,391.0 |
S2 |
8,265.3 |
8,265.3 |
8,429.6 |
|
S3 |
8,110.3 |
8,206.7 |
8,415.4 |
|
S4 |
7,955.3 |
8,051.7 |
8,372.8 |
|
|
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 |
8,479.0 |
8,094.5 |
384.5 |
4.5% |
113.8 |
1.3% |
95% |
True |
False |
102,437 |
10 |
8,479.0 |
8,090.0 |
389.0 |
4.6% |
126.9 |
1.5% |
95% |
True |
False |
99,245 |
20 |
8,479.0 |
8,090.0 |
389.0 |
4.6% |
106.6 |
1.3% |
95% |
True |
False |
92,806 |
40 |
8,479.0 |
8,090.0 |
389.0 |
4.6% |
102.5 |
1.2% |
95% |
True |
False |
88,463 |
60 |
8,479.0 |
7,660.0 |
819.0 |
9.7% |
113.4 |
1.3% |
97% |
True |
False |
93,026 |
80 |
8,568.0 |
7,660.0 |
908.0 |
10.7% |
117.6 |
1.4% |
88% |
False |
False |
71,225 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
113.7 |
1.3% |
90% |
False |
False |
57,069 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
114.0 |
1.3% |
90% |
False |
False |
47,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,137.8 |
2.618 |
8,884.8 |
1.618 |
8,729.8 |
1.000 |
8,634.0 |
0.618 |
8,574.8 |
HIGH |
8,479.0 |
0.618 |
8,419.8 |
0.500 |
8,401.5 |
0.382 |
8,383.2 |
LOW |
8,324.0 |
0.618 |
8,228.2 |
1.000 |
8,169.0 |
1.618 |
8,073.2 |
2.618 |
7,918.2 |
4.250 |
7,665.3 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,439.2 |
8,413.8 |
PP |
8,420.3 |
8,369.7 |
S1 |
8,401.5 |
8,325.5 |
|