Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,477.0 |
8,615.0 |
138.0 |
1.6% |
8,287.0 |
High |
8,521.5 |
8,629.0 |
107.5 |
1.3% |
8,521.5 |
Low |
8,463.5 |
8,577.0 |
113.5 |
1.3% |
8,245.5 |
Close |
8,513.0 |
8,612.0 |
99.0 |
1.2% |
8,513.0 |
Range |
58.0 |
52.0 |
-6.0 |
-10.3% |
276.0 |
ATR |
106.9 |
107.6 |
0.6 |
0.6% |
0.0 |
Volume |
127,151 |
124,504 |
-2,647 |
-2.1% |
497,222 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,762.0 |
8,739.0 |
8,640.6 |
|
R3 |
8,710.0 |
8,687.0 |
8,626.3 |
|
R2 |
8,658.0 |
8,658.0 |
8,621.5 |
|
R1 |
8,635.0 |
8,635.0 |
8,616.8 |
8,620.5 |
PP |
8,606.0 |
8,606.0 |
8,606.0 |
8,598.8 |
S1 |
8,583.0 |
8,583.0 |
8,607.2 |
8,568.5 |
S2 |
8,554.0 |
8,554.0 |
8,602.5 |
|
S3 |
8,502.0 |
8,531.0 |
8,597.7 |
|
S4 |
8,450.0 |
8,479.0 |
8,583.4 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,254.7 |
9,159.8 |
8,664.8 |
|
R3 |
8,978.7 |
8,883.8 |
8,588.9 |
|
R2 |
8,702.7 |
8,702.7 |
8,563.6 |
|
R1 |
8,607.8 |
8,607.8 |
8,538.3 |
8,655.3 |
PP |
8,426.7 |
8,426.7 |
8,426.7 |
8,450.4 |
S1 |
8,331.8 |
8,331.8 |
8,487.7 |
8,379.3 |
S2 |
8,150.7 |
8,150.7 |
8,462.4 |
|
S3 |
7,874.7 |
8,055.8 |
8,437.1 |
|
S4 |
7,598.7 |
7,779.8 |
8,361.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,629.0 |
8,324.0 |
305.0 |
3.5% |
75.0 |
0.9% |
94% |
True |
False |
101,755 |
10 |
8,629.0 |
8,094.5 |
534.5 |
6.2% |
92.7 |
1.1% |
97% |
True |
False |
103,264 |
20 |
8,629.0 |
8,090.0 |
539.0 |
6.3% |
102.0 |
1.2% |
97% |
True |
False |
97,154 |
40 |
8,629.0 |
8,090.0 |
539.0 |
6.3% |
98.3 |
1.1% |
97% |
True |
False |
90,154 |
60 |
8,629.0 |
7,660.0 |
969.0 |
11.3% |
107.9 |
1.3% |
98% |
True |
False |
93,713 |
80 |
8,629.0 |
7,660.0 |
969.0 |
11.3% |
115.6 |
1.3% |
98% |
True |
False |
76,395 |
100 |
8,629.0 |
7,660.0 |
969.0 |
11.3% |
110.6 |
1.3% |
98% |
True |
False |
61,206 |
120 |
8,629.0 |
7,437.5 |
1,191.5 |
13.8% |
112.6 |
1.3% |
99% |
True |
False |
51,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,850.0 |
2.618 |
8,765.1 |
1.618 |
8,713.1 |
1.000 |
8,681.0 |
0.618 |
8,661.1 |
HIGH |
8,629.0 |
0.618 |
8,609.1 |
0.500 |
8,603.0 |
0.382 |
8,596.9 |
LOW |
8,577.0 |
0.618 |
8,544.9 |
1.000 |
8,525.0 |
1.618 |
8,492.9 |
2.618 |
8,440.9 |
4.250 |
8,356.0 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,609.0 |
8,590.1 |
PP |
8,606.0 |
8,568.2 |
S1 |
8,603.0 |
8,546.3 |
|