Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,027.9 |
1,026.8 |
-1.1 |
-0.1% |
1,021.5 |
High |
1,034.4 |
1,045.2 |
10.8 |
1.0% |
1,034.4 |
Low |
1,012.4 |
1,026.8 |
14.4 |
1.4% |
1,006.2 |
Close |
1,028.1 |
1,044.0 |
15.9 |
1.5% |
1,028.1 |
Range |
22.0 |
18.4 |
-3.6 |
-16.4% |
28.2 |
ATR |
15.1 |
15.3 |
0.2 |
1.6% |
0.0 |
Volume |
117,656 |
74,530 |
-43,126 |
-36.7% |
393,557 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.8 |
1,087.3 |
1,054.0 |
|
R3 |
1,075.5 |
1,069.0 |
1,049.0 |
|
R2 |
1,057.0 |
1,057.0 |
1,047.3 |
|
R1 |
1,050.5 |
1,050.5 |
1,045.8 |
1,053.8 |
PP |
1,038.8 |
1,038.8 |
1,038.8 |
1,040.3 |
S1 |
1,032.3 |
1,032.3 |
1,042.3 |
1,035.5 |
S2 |
1,020.3 |
1,020.3 |
1,040.8 |
|
S3 |
1,001.8 |
1,013.8 |
1,039.0 |
|
S4 |
983.5 |
995.3 |
1,034.0 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,107.5 |
1,096.0 |
1,043.5 |
|
R3 |
1,079.3 |
1,067.8 |
1,035.8 |
|
R2 |
1,051.0 |
1,051.0 |
1,033.3 |
|
R1 |
1,039.5 |
1,039.5 |
1,030.8 |
1,045.3 |
PP |
1,023.0 |
1,023.0 |
1,023.0 |
1,025.8 |
S1 |
1,011.5 |
1,011.5 |
1,025.5 |
1,017.3 |
S2 |
994.8 |
994.8 |
1,023.0 |
|
S3 |
966.5 |
983.3 |
1,020.3 |
|
S4 |
938.3 |
955.0 |
1,012.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,045.2 |
1,006.2 |
39.0 |
3.7% |
16.8 |
1.6% |
97% |
True |
False |
93,617 |
10 |
1,045.2 |
1,006.2 |
39.0 |
3.7% |
17.0 |
1.6% |
97% |
True |
False |
96,616 |
20 |
1,057.0 |
1,006.2 |
50.8 |
4.9% |
16.0 |
1.5% |
74% |
False |
False |
94,345 |
40 |
1,062.0 |
1,006.2 |
55.8 |
5.3% |
13.5 |
1.3% |
68% |
False |
False |
86,329 |
60 |
1,062.0 |
938.0 |
124.0 |
11.9% |
14.0 |
1.3% |
85% |
False |
False |
102,124 |
80 |
1,062.0 |
938.0 |
124.0 |
11.9% |
13.8 |
1.3% |
85% |
False |
False |
78,379 |
100 |
1,062.0 |
903.4 |
158.6 |
15.2% |
11.3 |
1.1% |
89% |
False |
False |
62,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.5 |
2.618 |
1,093.3 |
1.618 |
1,075.0 |
1.000 |
1,063.5 |
0.618 |
1,056.5 |
HIGH |
1,045.3 |
0.618 |
1,038.3 |
0.500 |
1,036.0 |
0.382 |
1,033.8 |
LOW |
1,026.8 |
0.618 |
1,015.5 |
1.000 |
1,008.5 |
1.618 |
997.0 |
2.618 |
978.8 |
4.250 |
948.5 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,041.3 |
1,039.0 |
PP |
1,038.8 |
1,033.8 |
S1 |
1,036.0 |
1,028.8 |
|