Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,068.3 |
1,074.8 |
6.5 |
0.6% |
1,026.8 |
High |
1,082.2 |
1,082.6 |
0.4 |
0.0% |
1,057.9 |
Low |
1,058.2 |
1,072.4 |
14.2 |
1.3% |
1,026.8 |
Close |
1,076.8 |
1,078.2 |
1.4 |
0.1% |
1,053.7 |
Range |
24.0 |
10.2 |
-13.8 |
-57.5% |
31.1 |
ATR |
14.7 |
14.4 |
-0.3 |
-2.2% |
0.0 |
Volume |
48,075 |
26,057 |
-22,018 |
-45.8% |
504,675 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,108.3 |
1,103.5 |
1,083.8 |
|
R3 |
1,098.3 |
1,093.3 |
1,081.0 |
|
R2 |
1,088.0 |
1,088.0 |
1,080.0 |
|
R1 |
1,083.0 |
1,083.0 |
1,079.3 |
1,085.5 |
PP |
1,077.8 |
1,077.8 |
1,077.8 |
1,079.0 |
S1 |
1,072.8 |
1,072.8 |
1,077.3 |
1,075.3 |
S2 |
1,067.5 |
1,067.5 |
1,076.3 |
|
S3 |
1,057.3 |
1,062.8 |
1,075.5 |
|
S4 |
1,047.3 |
1,052.5 |
1,072.5 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.5 |
1,127.8 |
1,070.8 |
|
R3 |
1,108.3 |
1,096.5 |
1,062.3 |
|
R2 |
1,077.3 |
1,077.3 |
1,059.5 |
|
R1 |
1,065.5 |
1,065.5 |
1,056.5 |
1,071.3 |
PP |
1,046.3 |
1,046.3 |
1,046.3 |
1,049.0 |
S1 |
1,034.3 |
1,034.3 |
1,050.8 |
1,040.3 |
S2 |
1,015.0 |
1,015.0 |
1,048.0 |
|
S3 |
984.0 |
1,003.3 |
1,045.3 |
|
S4 |
952.8 |
972.3 |
1,036.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,082.6 |
1,046.8 |
35.8 |
3.3% |
14.8 |
1.4% |
88% |
True |
False |
62,272 |
10 |
1,082.6 |
1,012.4 |
70.2 |
6.5% |
14.3 |
1.3% |
94% |
True |
False |
84,269 |
20 |
1,082.6 |
1,006.2 |
76.4 |
7.1% |
15.0 |
1.4% |
94% |
True |
False |
87,888 |
40 |
1,082.6 |
1,006.2 |
76.4 |
7.1% |
14.0 |
1.3% |
94% |
True |
False |
87,487 |
60 |
1,082.6 |
952.0 |
130.6 |
12.1% |
13.5 |
1.2% |
97% |
True |
False |
88,886 |
80 |
1,082.6 |
938.0 |
144.6 |
13.4% |
14.0 |
1.3% |
97% |
True |
False |
86,505 |
100 |
1,082.6 |
915.8 |
166.8 |
15.5% |
12.3 |
1.1% |
97% |
True |
False |
69,224 |
120 |
1,082.6 |
893.4 |
189.2 |
17.5% |
10.3 |
1.0% |
98% |
True |
False |
57,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,126.0 |
2.618 |
1,109.3 |
1.618 |
1,099.0 |
1.000 |
1,092.8 |
0.618 |
1,089.0 |
HIGH |
1,082.5 |
0.618 |
1,078.8 |
0.500 |
1,077.5 |
0.382 |
1,076.3 |
LOW |
1,072.5 |
0.618 |
1,066.0 |
1.000 |
1,062.3 |
1.618 |
1,056.0 |
2.618 |
1,045.8 |
4.250 |
1,029.0 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,078.0 |
1,074.8 |
PP |
1,077.8 |
1,071.3 |
S1 |
1,077.5 |
1,067.8 |
|