Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,325.0 |
8,470.0 |
145.0 |
1.7% |
8,253.5 |
High |
8,479.0 |
8,505.5 |
26.5 |
0.3% |
8,295.0 |
Low |
8,324.0 |
8,445.5 |
121.5 |
1.5% |
8,094.5 |
Close |
8,458.0 |
8,484.0 |
26.0 |
0.3% |
8,263.5 |
Range |
155.0 |
60.0 |
-95.0 |
-61.3% |
200.5 |
ATR |
119.6 |
115.4 |
-4.3 |
-3.6% |
0.0 |
Volume |
93,955 |
77,910 |
-16,045 |
-17.1% |
410,916 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,658.3 |
8,631.2 |
8,517.0 |
|
R3 |
8,598.3 |
8,571.2 |
8,500.5 |
|
R2 |
8,538.3 |
8,538.3 |
8,495.0 |
|
R1 |
8,511.2 |
8,511.2 |
8,489.5 |
8,524.8 |
PP |
8,478.3 |
8,478.3 |
8,478.3 |
8,485.1 |
S1 |
8,451.2 |
8,451.2 |
8,478.5 |
8,464.8 |
S2 |
8,418.3 |
8,418.3 |
8,473.0 |
|
S3 |
8,358.3 |
8,391.2 |
8,467.5 |
|
S4 |
8,298.3 |
8,331.2 |
8,451.0 |
|
|
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 |
8,505.5 |
8,164.0 |
341.5 |
4.0% |
101.4 |
1.2% |
94% |
True |
False |
98,852 |
10 |
8,505.5 |
8,090.0 |
415.5 |
4.9% |
110.3 |
1.3% |
95% |
True |
False |
95,178 |
20 |
8,505.5 |
8,090.0 |
415.5 |
4.9% |
106.3 |
1.3% |
95% |
True |
False |
93,113 |
40 |
8,505.5 |
8,090.0 |
415.5 |
4.9% |
101.9 |
1.2% |
95% |
True |
False |
87,912 |
60 |
8,505.5 |
7,660.0 |
845.5 |
10.0% |
112.3 |
1.3% |
97% |
True |
False |
93,480 |
80 |
8,568.0 |
7,660.0 |
908.0 |
10.7% |
117.8 |
1.4% |
91% |
False |
False |
72,197 |
100 |
8,568.0 |
7,460.0 |
1,108.0 |
13.1% |
113.3 |
1.3% |
92% |
False |
False |
57,844 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.3% |
114.2 |
1.3% |
93% |
False |
False |
48,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,760.5 |
2.618 |
8,662.6 |
1.618 |
8,602.6 |
1.000 |
8,565.5 |
0.618 |
8,542.6 |
HIGH |
8,505.5 |
0.618 |
8,482.6 |
0.500 |
8,475.5 |
0.382 |
8,468.4 |
LOW |
8,445.5 |
0.618 |
8,408.4 |
1.000 |
8,385.5 |
1.618 |
8,348.4 |
2.618 |
8,288.4 |
4.250 |
8,190.5 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,481.2 |
8,447.8 |
PP |
8,478.3 |
8,411.7 |
S1 |
8,475.5 |
8,375.5 |
|