Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,054.0 |
1,056.0 |
2.0 |
0.2% |
1,021.5 |
High |
1,057.9 |
1,056.5 |
-1.4 |
-0.1% |
1,034.4 |
Low |
1,051.0 |
1,047.9 |
-3.1 |
-0.3% |
1,006.2 |
Close |
1,055.8 |
1,050.0 |
-5.8 |
-0.5% |
1,028.1 |
Range |
6.9 |
8.6 |
1.7 |
24.6% |
28.2 |
ATR |
14.5 |
14.1 |
-0.4 |
-2.9% |
0.0 |
Volume |
91,017 |
153,559 |
62,542 |
68.7% |
393,557 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,077.3 |
1,072.3 |
1,054.8 |
|
R3 |
1,068.8 |
1,063.8 |
1,052.3 |
|
R2 |
1,060.0 |
1,060.0 |
1,051.5 |
|
R1 |
1,055.0 |
1,055.0 |
1,050.8 |
1,053.3 |
PP |
1,051.5 |
1,051.5 |
1,051.5 |
1,050.5 |
S1 |
1,046.5 |
1,046.5 |
1,049.3 |
1,044.8 |
S2 |
1,042.8 |
1,042.8 |
1,048.5 |
|
S3 |
1,034.3 |
1,037.8 |
1,047.8 |
|
S4 |
1,025.8 |
1,029.3 |
1,045.3 |
|
|
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 |
1,057.9 |
1,012.4 |
45.5 |
4.3% |
13.5 |
1.3% |
83% |
False |
False |
106,265 |
10 |
1,057.9 |
1,006.2 |
51.7 |
4.9% |
15.0 |
1.4% |
85% |
False |
False |
101,482 |
20 |
1,057.9 |
1,006.2 |
51.7 |
4.9% |
15.3 |
1.5% |
85% |
False |
False |
99,146 |
40 |
1,062.0 |
1,006.2 |
55.8 |
5.3% |
13.5 |
1.3% |
78% |
False |
False |
88,909 |
60 |
1,062.0 |
938.0 |
124.0 |
11.8% |
13.8 |
1.3% |
90% |
False |
False |
99,133 |
80 |
1,062.0 |
938.0 |
124.0 |
11.8% |
14.0 |
1.3% |
90% |
False |
False |
82,618 |
100 |
1,062.0 |
915.8 |
146.2 |
13.9% |
11.5 |
1.1% |
92% |
False |
False |
66,110 |
120 |
1,062.0 |
893.4 |
168.6 |
16.1% |
9.8 |
0.9% |
93% |
False |
False |
55,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,093.0 |
2.618 |
1,079.0 |
1.618 |
1,070.5 |
1.000 |
1,065.0 |
0.618 |
1,061.8 |
HIGH |
1,056.5 |
0.618 |
1,053.3 |
0.500 |
1,052.3 |
0.382 |
1,051.3 |
LOW |
1,048.0 |
0.618 |
1,042.5 |
1.000 |
1,039.3 |
1.618 |
1,034.0 |
2.618 |
1,025.5 |
4.250 |
1,011.3 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,052.3 |
1,050.8 |
PP |
1,051.5 |
1,050.5 |
S1 |
1,050.8 |
1,050.3 |
|