Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,615.0 |
8,604.0 |
-11.0 |
-0.1% |
8,287.0 |
High |
8,629.0 |
8,626.0 |
-3.0 |
0.0% |
8,521.5 |
Low |
8,577.0 |
8,586.0 |
9.0 |
0.1% |
8,245.5 |
Close |
8,612.0 |
8,601.0 |
-11.0 |
-0.1% |
8,513.0 |
Range |
52.0 |
40.0 |
-12.0 |
-23.1% |
276.0 |
ATR |
107.6 |
102.8 |
-4.8 |
-4.5% |
0.0 |
Volume |
124,504 |
141,572 |
17,068 |
13.7% |
497,222 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,724.3 |
8,702.7 |
8,623.0 |
|
R3 |
8,684.3 |
8,662.7 |
8,612.0 |
|
R2 |
8,644.3 |
8,644.3 |
8,608.3 |
|
R1 |
8,622.7 |
8,622.7 |
8,604.7 |
8,613.5 |
PP |
8,604.3 |
8,604.3 |
8,604.3 |
8,599.8 |
S1 |
8,582.7 |
8,582.7 |
8,597.3 |
8,573.5 |
S2 |
8,564.3 |
8,564.3 |
8,593.7 |
|
S3 |
8,524.3 |
8,542.7 |
8,590.0 |
|
S4 |
8,484.3 |
8,502.7 |
8,579.0 |
|
|
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 |
8,445.5 |
183.5 |
2.1% |
52.0 |
0.6% |
85% |
False |
False |
111,278 |
10 |
8,629.0 |
8,094.5 |
534.5 |
6.2% |
82.9 |
1.0% |
95% |
False |
False |
106,858 |
20 |
8,629.0 |
8,090.0 |
539.0 |
6.3% |
100.4 |
1.2% |
95% |
False |
False |
99,027 |
40 |
8,629.0 |
8,090.0 |
539.0 |
6.3% |
97.5 |
1.1% |
95% |
False |
False |
91,923 |
60 |
8,629.0 |
7,660.0 |
969.0 |
11.3% |
105.0 |
1.2% |
97% |
False |
False |
93,280 |
80 |
8,629.0 |
7,660.0 |
969.0 |
11.3% |
114.4 |
1.3% |
97% |
False |
False |
78,159 |
100 |
8,629.0 |
7,660.0 |
969.0 |
11.3% |
110.0 |
1.3% |
97% |
False |
False |
62,605 |
120 |
8,629.0 |
7,437.5 |
1,191.5 |
13.9% |
112.5 |
1.3% |
98% |
False |
False |
52,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,796.0 |
2.618 |
8,730.7 |
1.618 |
8,690.7 |
1.000 |
8,666.0 |
0.618 |
8,650.7 |
HIGH |
8,626.0 |
0.618 |
8,610.7 |
0.500 |
8,606.0 |
0.382 |
8,601.3 |
LOW |
8,586.0 |
0.618 |
8,561.3 |
1.000 |
8,546.0 |
1.618 |
8,521.3 |
2.618 |
8,481.3 |
4.250 |
8,416.0 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,606.0 |
8,582.8 |
PP |
8,604.3 |
8,564.5 |
S1 |
8,602.7 |
8,546.3 |
|