Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,604.0 |
8,626.0 |
22.0 |
0.3% |
8,287.0 |
High |
8,626.0 |
8,758.5 |
132.5 |
1.5% |
8,521.5 |
Low |
8,586.0 |
8,594.0 |
8.0 |
0.1% |
8,245.5 |
Close |
8,601.0 |
8,627.0 |
26.0 |
0.3% |
8,513.0 |
Range |
40.0 |
164.5 |
124.5 |
311.3% |
276.0 |
ATR |
102.8 |
107.2 |
4.4 |
4.3% |
0.0 |
Volume |
141,572 |
113,614 |
-27,958 |
-19.7% |
497,222 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,153.3 |
9,054.7 |
8,717.5 |
|
R3 |
8,988.8 |
8,890.2 |
8,672.2 |
|
R2 |
8,824.3 |
8,824.3 |
8,657.2 |
|
R1 |
8,725.7 |
8,725.7 |
8,642.1 |
8,775.0 |
PP |
8,659.8 |
8,659.8 |
8,659.8 |
8,684.5 |
S1 |
8,561.2 |
8,561.2 |
8,611.9 |
8,610.5 |
S2 |
8,495.3 |
8,495.3 |
8,596.8 |
|
S3 |
8,330.8 |
8,396.7 |
8,581.8 |
|
S4 |
8,166.3 |
8,232.2 |
8,536.5 |
|
|
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 |
8,758.5 |
8,463.5 |
295.0 |
3.4% |
72.9 |
0.8% |
55% |
True |
False |
118,419 |
10 |
8,758.5 |
8,164.0 |
594.5 |
6.9% |
87.2 |
1.0% |
78% |
True |
False |
108,635 |
20 |
8,758.5 |
8,090.0 |
668.5 |
7.7% |
104.8 |
1.2% |
80% |
True |
False |
100,758 |
40 |
8,758.5 |
8,090.0 |
668.5 |
7.7% |
100.1 |
1.2% |
80% |
True |
False |
92,134 |
60 |
8,758.5 |
7,716.0 |
1,042.5 |
12.1% |
104.9 |
1.2% |
87% |
True |
False |
92,869 |
80 |
8,758.5 |
7,660.0 |
1,098.5 |
12.7% |
115.8 |
1.3% |
88% |
True |
False |
79,577 |
100 |
8,758.5 |
7,660.0 |
1,098.5 |
12.7% |
110.9 |
1.3% |
88% |
True |
False |
63,726 |
120 |
8,758.5 |
7,437.5 |
1,321.0 |
15.3% |
112.5 |
1.3% |
90% |
True |
False |
53,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,457.6 |
2.618 |
9,189.2 |
1.618 |
9,024.7 |
1.000 |
8,923.0 |
0.618 |
8,860.2 |
HIGH |
8,758.5 |
0.618 |
8,695.7 |
0.500 |
8,676.3 |
0.382 |
8,656.8 |
LOW |
8,594.0 |
0.618 |
8,492.3 |
1.000 |
8,429.5 |
1.618 |
8,327.8 |
2.618 |
8,163.3 |
4.250 |
7,894.9 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,676.3 |
8,667.8 |
PP |
8,659.8 |
8,654.2 |
S1 |
8,643.4 |
8,640.6 |
|