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 |
1,652.00 |
1,652.00 |
0.00 |
0.0% |
1,640.25 |
High |
1,664.00 |
1,671.75 |
7.75 |
0.5% |
1,664.00 |
Low |
1,638.75 |
1,652.00 |
13.25 |
0.8% |
1,630.75 |
Close |
1,653.50 |
1,669.00 |
15.50 |
0.9% |
1,653.50 |
Range |
25.25 |
19.75 |
-5.50 |
-21.8% |
33.25 |
ATR |
17.37 |
17.54 |
0.17 |
1.0% |
0.00 |
Volume |
2,582,191 |
1,483,598 |
-1,098,593 |
-42.5% |
7,793,233 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.50 |
1,716.00 |
1,679.75 |
|
R3 |
1,703.75 |
1,696.25 |
1,674.50 |
|
R2 |
1,684.00 |
1,684.00 |
1,672.50 |
|
R1 |
1,676.50 |
1,676.50 |
1,670.75 |
1,680.25 |
PP |
1,664.25 |
1,664.25 |
1,664.25 |
1,666.00 |
S1 |
1,656.75 |
1,656.75 |
1,667.25 |
1,660.50 |
S2 |
1,644.50 |
1,644.50 |
1,665.50 |
|
S3 |
1,624.75 |
1,637.00 |
1,663.50 |
|
S4 |
1,605.00 |
1,617.25 |
1,658.25 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,749.25 |
1,734.50 |
1,671.75 |
|
R3 |
1,716.00 |
1,701.25 |
1,662.75 |
|
R2 |
1,682.75 |
1,682.75 |
1,659.50 |
|
R1 |
1,668.00 |
1,668.00 |
1,656.50 |
1,675.50 |
PP |
1,649.50 |
1,649.50 |
1,649.50 |
1,653.00 |
S1 |
1,634.75 |
1,634.75 |
1,650.50 |
1,642.00 |
S2 |
1,616.25 |
1,616.25 |
1,647.50 |
|
S3 |
1,583.00 |
1,601.50 |
1,644.25 |
|
S4 |
1,549.75 |
1,568.25 |
1,635.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,671.75 |
1,630.75 |
41.00 |
2.5% |
18.50 |
1.1% |
93% |
True |
False |
1,855,366 |
10 |
1,671.75 |
1,624.75 |
47.00 |
2.8% |
18.75 |
1.1% |
94% |
True |
False |
1,806,879 |
20 |
1,694.50 |
1,624.75 |
69.75 |
4.2% |
17.75 |
1.1% |
63% |
False |
False |
1,730,316 |
40 |
1,705.00 |
1,624.75 |
80.25 |
4.8% |
15.50 |
0.9% |
55% |
False |
False |
1,516,318 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.1% |
17.75 |
1.1% |
76% |
False |
False |
1,638,981 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.1% |
19.00 |
1.1% |
76% |
False |
False |
1,255,659 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.8% |
18.25 |
1.1% |
80% |
False |
False |
1,007,139 |
120 |
1,705.00 |
1,524.75 |
180.25 |
10.8% |
18.50 |
1.1% |
80% |
False |
False |
839,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,755.75 |
2.618 |
1,723.50 |
1.618 |
1,703.75 |
1.000 |
1,691.50 |
0.618 |
1,684.00 |
HIGH |
1,671.75 |
0.618 |
1,664.25 |
0.500 |
1,662.00 |
0.382 |
1,659.50 |
LOW |
1,652.00 |
0.618 |
1,639.75 |
1.000 |
1,632.25 |
1.618 |
1,620.00 |
2.618 |
1,600.25 |
4.250 |
1,568.00 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,666.50 |
1,664.50 |
PP |
1,664.25 |
1,659.75 |
S1 |
1,662.00 |
1,655.25 |
|