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 |
1,682.25 |
1,689.75 |
7.50 |
0.4% |
1,640.25 |
High |
1,690.50 |
1,690.00 |
-0.50 |
0.0% |
1,664.00 |
Low |
1,677.75 |
1,681.25 |
3.50 |
0.2% |
1,630.75 |
Close |
1,688.75 |
1,685.00 |
-3.75 |
-0.2% |
1,653.50 |
Range |
12.75 |
8.75 |
-4.00 |
-31.4% |
33.25 |
ATR |
16.98 |
16.39 |
-0.59 |
-3.5% |
0.00 |
Volume |
1,843,965 |
1,354,307 |
-489,658 |
-26.6% |
7,793,233 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.75 |
1,707.00 |
1,689.75 |
|
R3 |
1,703.00 |
1,698.25 |
1,687.50 |
|
R2 |
1,694.25 |
1,694.25 |
1,686.50 |
|
R1 |
1,689.50 |
1,689.50 |
1,685.75 |
1,687.50 |
PP |
1,685.50 |
1,685.50 |
1,685.50 |
1,684.50 |
S1 |
1,680.75 |
1,680.75 |
1,684.25 |
1,678.75 |
S2 |
1,676.75 |
1,676.75 |
1,683.50 |
|
S3 |
1,668.00 |
1,672.00 |
1,682.50 |
|
S4 |
1,659.25 |
1,663.25 |
1,680.25 |
|
|
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 |
1,690.50 |
1,638.75 |
51.75 |
3.1% |
16.25 |
1.0% |
89% |
False |
False |
1,822,793 |
10 |
1,690.50 |
1,625.50 |
65.00 |
3.9% |
16.50 |
1.0% |
92% |
False |
False |
1,800,121 |
20 |
1,690.50 |
1,624.75 |
65.75 |
3.9% |
17.50 |
1.0% |
92% |
False |
False |
1,764,688 |
40 |
1,705.00 |
1,624.75 |
80.25 |
4.8% |
15.50 |
0.9% |
75% |
False |
False |
1,555,120 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
17.50 |
1.0% |
87% |
False |
False |
1,627,842 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.00 |
1.1% |
87% |
False |
False |
1,318,153 |
100 |
1,705.00 |
1,543.00 |
162.00 |
9.6% |
18.25 |
1.1% |
88% |
False |
False |
1,057,198 |
120 |
1,705.00 |
1,524.75 |
180.25 |
10.7% |
18.25 |
1.1% |
89% |
False |
False |
882,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,727.25 |
2.618 |
1,713.00 |
1.618 |
1,704.25 |
1.000 |
1,698.75 |
0.618 |
1,695.50 |
HIGH |
1,690.00 |
0.618 |
1,686.75 |
0.500 |
1,685.50 |
0.382 |
1,684.50 |
LOW |
1,681.25 |
0.618 |
1,675.75 |
1.000 |
1,672.50 |
1.618 |
1,667.00 |
2.618 |
1,658.25 |
4.250 |
1,644.00 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,685.50 |
1,683.25 |
PP |
1,685.50 |
1,681.50 |
S1 |
1,685.25 |
1,679.75 |
|