Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,026.8 |
1,044.9 |
18.1 |
1.8% |
1,021.5 |
High |
1,045.2 |
1,055.3 |
10.1 |
1.0% |
1,034.4 |
Low |
1,026.8 |
1,043.7 |
16.9 |
1.6% |
1,006.2 |
Close |
1,044.0 |
1,054.5 |
10.5 |
1.0% |
1,028.1 |
Range |
18.4 |
11.6 |
-6.8 |
-37.0% |
28.2 |
ATR |
15.3 |
15.1 |
-0.3 |
-1.7% |
0.0 |
Volume |
74,530 |
94,566 |
20,036 |
26.9% |
393,557 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,086.0 |
1,081.8 |
1,061.0 |
|
R3 |
1,074.3 |
1,070.3 |
1,057.8 |
|
R2 |
1,062.8 |
1,062.8 |
1,056.8 |
|
R1 |
1,058.8 |
1,058.8 |
1,055.5 |
1,060.8 |
PP |
1,051.3 |
1,051.3 |
1,051.3 |
1,052.3 |
S1 |
1,047.0 |
1,047.0 |
1,053.5 |
1,049.0 |
S2 |
1,039.5 |
1,039.5 |
1,052.3 |
|
S3 |
1,028.0 |
1,035.5 |
1,051.3 |
|
S4 |
1,016.3 |
1,023.8 |
1,048.0 |
|
|
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 |
1,055.3 |
1,012.4 |
42.9 |
4.1% |
14.8 |
1.4% |
98% |
True |
False |
87,211 |
10 |
1,055.3 |
1,006.2 |
49.1 |
4.7% |
17.0 |
1.6% |
98% |
True |
False |
98,436 |
20 |
1,057.0 |
1,006.2 |
50.8 |
4.8% |
15.8 |
1.5% |
95% |
False |
False |
95,212 |
40 |
1,062.0 |
1,006.2 |
55.8 |
5.3% |
13.5 |
1.3% |
87% |
False |
False |
86,860 |
60 |
1,062.0 |
938.0 |
124.0 |
11.8% |
14.0 |
1.3% |
94% |
False |
False |
101,224 |
80 |
1,062.0 |
938.0 |
124.0 |
11.8% |
13.8 |
1.3% |
94% |
False |
False |
79,562 |
100 |
1,062.0 |
909.0 |
153.0 |
14.5% |
11.5 |
1.1% |
95% |
False |
False |
63,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,104.5 |
2.618 |
1,085.8 |
1.618 |
1,074.0 |
1.000 |
1,067.0 |
0.618 |
1,062.5 |
HIGH |
1,055.3 |
0.618 |
1,050.8 |
0.500 |
1,049.5 |
0.382 |
1,048.3 |
LOW |
1,043.8 |
0.618 |
1,036.5 |
1.000 |
1,032.0 |
1.618 |
1,025.0 |
2.618 |
1,013.3 |
4.250 |
994.5 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,052.8 |
1,047.5 |
PP |
1,051.3 |
1,040.8 |
S1 |
1,049.5 |
1,033.8 |
|