Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,689.75 |
1,684.75 |
-5.00 |
-0.3% |
1,652.00 |
High |
1,690.00 |
1,690.50 |
0.50 |
0.0% |
1,690.50 |
Low |
1,681.25 |
1,680.50 |
-0.75 |
0.0% |
1,652.00 |
Close |
1,685.00 |
1,688.50 |
3.50 |
0.2% |
1,688.50 |
Range |
8.75 |
10.00 |
1.25 |
14.3% |
38.50 |
ATR |
16.39 |
15.93 |
-0.46 |
-2.8% |
0.00 |
Volume |
1,354,307 |
762,611 |
-591,696 |
-43.7% |
7,294,388 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.50 |
1,712.50 |
1,694.00 |
|
R3 |
1,706.50 |
1,702.50 |
1,691.25 |
|
R2 |
1,696.50 |
1,696.50 |
1,690.25 |
|
R1 |
1,692.50 |
1,692.50 |
1,689.50 |
1,694.50 |
PP |
1,686.50 |
1,686.50 |
1,686.50 |
1,687.50 |
S1 |
1,682.50 |
1,682.50 |
1,687.50 |
1,684.50 |
S2 |
1,676.50 |
1,676.50 |
1,686.75 |
|
S3 |
1,666.50 |
1,672.50 |
1,685.75 |
|
S4 |
1,656.50 |
1,662.50 |
1,683.00 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.50 |
1,779.00 |
1,709.75 |
|
R3 |
1,754.00 |
1,740.50 |
1,699.00 |
|
R2 |
1,715.50 |
1,715.50 |
1,695.50 |
|
R1 |
1,702.00 |
1,702.00 |
1,692.00 |
1,708.75 |
PP |
1,677.00 |
1,677.00 |
1,677.00 |
1,680.50 |
S1 |
1,663.50 |
1,663.50 |
1,685.00 |
1,670.25 |
S2 |
1,638.50 |
1,638.50 |
1,681.50 |
|
S3 |
1,600.00 |
1,625.00 |
1,678.00 |
|
S4 |
1,561.50 |
1,586.50 |
1,667.25 |
|
|
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 |
1,652.00 |
38.50 |
2.3% |
13.00 |
0.8% |
95% |
True |
False |
1,458,877 |
10 |
1,690.50 |
1,625.50 |
65.00 |
3.8% |
15.75 |
0.9% |
97% |
True |
False |
1,702,019 |
20 |
1,690.50 |
1,624.75 |
65.75 |
3.9% |
16.75 |
1.0% |
97% |
True |
False |
1,682,842 |
40 |
1,705.00 |
1,624.75 |
80.25 |
4.8% |
15.25 |
0.9% |
79% |
False |
False |
1,540,288 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
17.00 |
1.0% |
89% |
False |
False |
1,601,058 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.00 |
1.1% |
89% |
False |
False |
1,327,379 |
100 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
18.00 |
1.1% |
89% |
False |
False |
1,064,734 |
120 |
1,705.00 |
1,524.75 |
180.25 |
10.7% |
18.25 |
1.1% |
91% |
False |
False |
888,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,733.00 |
2.618 |
1,716.75 |
1.618 |
1,706.75 |
1.000 |
1,700.50 |
0.618 |
1,696.75 |
HIGH |
1,690.50 |
0.618 |
1,686.75 |
0.500 |
1,685.50 |
0.382 |
1,684.25 |
LOW |
1,680.50 |
0.618 |
1,674.25 |
1.000 |
1,670.50 |
1.618 |
1,664.25 |
2.618 |
1,654.25 |
4.250 |
1,638.00 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,687.50 |
1,687.00 |
PP |
1,686.50 |
1,685.50 |
S1 |
1,685.50 |
1,684.00 |
|