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 |
1,652.00 |
1,671.00 |
19.00 |
1.2% |
1,640.25 |
High |
1,671.75 |
1,683.25 |
11.50 |
0.7% |
1,664.00 |
Low |
1,652.00 |
1,669.00 |
17.00 |
1.0% |
1,630.75 |
Close |
1,669.00 |
1,682.50 |
13.50 |
0.8% |
1,653.50 |
Range |
19.75 |
14.25 |
-5.50 |
-27.8% |
33.25 |
ATR |
17.54 |
17.30 |
-0.23 |
-1.3% |
0.00 |
Volume |
1,483,598 |
1,849,907 |
366,309 |
24.7% |
7,793,233 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,721.00 |
1,716.00 |
1,690.25 |
|
R3 |
1,706.75 |
1,701.75 |
1,686.50 |
|
R2 |
1,692.50 |
1,692.50 |
1,685.00 |
|
R1 |
1,687.50 |
1,687.50 |
1,683.75 |
1,690.00 |
PP |
1,678.25 |
1,678.25 |
1,678.25 |
1,679.50 |
S1 |
1,673.25 |
1,673.25 |
1,681.25 |
1,675.75 |
S2 |
1,664.00 |
1,664.00 |
1,680.00 |
|
S3 |
1,649.75 |
1,659.00 |
1,678.50 |
|
S4 |
1,635.50 |
1,644.75 |
1,674.75 |
|
|
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 |
1,683.25 |
1,635.00 |
48.25 |
2.9% |
17.50 |
1.0% |
98% |
True |
False |
1,761,695 |
10 |
1,683.25 |
1,624.75 |
58.50 |
3.5% |
18.75 |
1.1% |
99% |
True |
False |
1,870,471 |
20 |
1,694.50 |
1,624.75 |
69.75 |
4.1% |
18.00 |
1.1% |
83% |
False |
False |
1,760,251 |
40 |
1,705.00 |
1,624.75 |
80.25 |
4.8% |
15.75 |
0.9% |
72% |
False |
False |
1,539,778 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
17.75 |
1.1% |
85% |
False |
False |
1,639,174 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.00 |
1.1% |
85% |
False |
False |
1,278,525 |
100 |
1,705.00 |
1,530.25 |
174.75 |
10.4% |
18.25 |
1.1% |
87% |
False |
False |
1,025,417 |
120 |
1,705.00 |
1,524.75 |
180.25 |
10.7% |
18.25 |
1.1% |
88% |
False |
False |
855,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.75 |
2.618 |
1,720.50 |
1.618 |
1,706.25 |
1.000 |
1,697.50 |
0.618 |
1,692.00 |
HIGH |
1,683.25 |
0.618 |
1,677.75 |
0.500 |
1,676.00 |
0.382 |
1,674.50 |
LOW |
1,669.00 |
0.618 |
1,660.25 |
1.000 |
1,654.75 |
1.618 |
1,646.00 |
2.618 |
1,631.75 |
4.250 |
1,608.50 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,680.50 |
1,675.25 |
PP |
1,678.25 |
1,668.25 |
S1 |
1,676.00 |
1,661.00 |
|