Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,671.00 |
1,682.25 |
11.25 |
0.7% |
1,640.25 |
High |
1,683.25 |
1,690.50 |
7.25 |
0.4% |
1,664.00 |
Low |
1,669.00 |
1,677.75 |
8.75 |
0.5% |
1,630.75 |
Close |
1,682.50 |
1,688.75 |
6.25 |
0.4% |
1,653.50 |
Range |
14.25 |
12.75 |
-1.50 |
-10.5% |
33.25 |
ATR |
17.30 |
16.98 |
-0.33 |
-1.9% |
0.00 |
Volume |
1,849,907 |
1,843,965 |
-5,942 |
-0.3% |
7,793,233 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.00 |
1,719.00 |
1,695.75 |
|
R3 |
1,711.25 |
1,706.25 |
1,692.25 |
|
R2 |
1,698.50 |
1,698.50 |
1,691.00 |
|
R1 |
1,693.50 |
1,693.50 |
1,690.00 |
1,696.00 |
PP |
1,685.75 |
1,685.75 |
1,685.75 |
1,687.00 |
S1 |
1,680.75 |
1,680.75 |
1,687.50 |
1,683.25 |
S2 |
1,673.00 |
1,673.00 |
1,686.50 |
|
S3 |
1,660.25 |
1,668.00 |
1,685.25 |
|
S4 |
1,647.50 |
1,655.25 |
1,681.75 |
|
|
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 |
1,690.50 |
1,638.75 |
51.75 |
3.1% |
16.00 |
0.9% |
97% |
True |
False |
1,802,811 |
10 |
1,690.50 |
1,624.75 |
65.75 |
3.9% |
17.00 |
1.0% |
97% |
True |
False |
1,829,913 |
20 |
1,693.25 |
1,624.75 |
68.50 |
4.1% |
17.75 |
1.1% |
93% |
False |
False |
1,772,202 |
40 |
1,705.00 |
1,624.75 |
80.25 |
4.8% |
15.75 |
0.9% |
80% |
False |
False |
1,556,592 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
17.50 |
1.0% |
89% |
False |
False |
1,634,784 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.00 |
1.1% |
89% |
False |
False |
1,301,432 |
100 |
1,705.00 |
1,537.50 |
167.50 |
9.9% |
18.25 |
1.1% |
90% |
False |
False |
1,043,780 |
120 |
1,705.00 |
1,524.75 |
180.25 |
10.7% |
18.25 |
1.1% |
91% |
False |
False |
870,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.75 |
2.618 |
1,724.00 |
1.618 |
1,711.25 |
1.000 |
1,703.25 |
0.618 |
1,698.50 |
HIGH |
1,690.50 |
0.618 |
1,685.75 |
0.500 |
1,684.00 |
0.382 |
1,682.50 |
LOW |
1,677.75 |
0.618 |
1,669.75 |
1.000 |
1,665.00 |
1.618 |
1,657.00 |
2.618 |
1,644.25 |
4.250 |
1,623.50 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,687.25 |
1,683.00 |
PP |
1,685.75 |
1,677.00 |
S1 |
1,684.00 |
1,671.25 |
|