Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,684.75 |
1,698.50 |
13.75 |
0.8% |
1,652.00 |
High |
1,690.50 |
1,710.50 |
20.00 |
1.2% |
1,690.50 |
Low |
1,680.50 |
1,694.75 |
14.25 |
0.8% |
1,652.00 |
Close |
1,688.50 |
1,698.00 |
9.50 |
0.6% |
1,688.50 |
Range |
10.00 |
15.75 |
5.75 |
57.5% |
38.50 |
ATR |
15.93 |
16.37 |
0.43 |
2.7% |
0.00 |
Volume |
762,611 |
1,005,353 |
242,742 |
31.8% |
7,294,388 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,748.25 |
1,739.00 |
1,706.75 |
|
R3 |
1,732.50 |
1,723.25 |
1,702.25 |
|
R2 |
1,716.75 |
1,716.75 |
1,701.00 |
|
R1 |
1,707.50 |
1,707.50 |
1,699.50 |
1,704.25 |
PP |
1,701.00 |
1,701.00 |
1,701.00 |
1,699.50 |
S1 |
1,691.75 |
1,691.75 |
1,696.50 |
1,688.50 |
S2 |
1,685.25 |
1,685.25 |
1,695.00 |
|
S3 |
1,669.50 |
1,676.00 |
1,693.75 |
|
S4 |
1,653.75 |
1,660.25 |
1,689.25 |
|
|
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 |
1,710.50 |
1,669.00 |
41.50 |
2.4% |
12.25 |
0.7% |
70% |
True |
False |
1,363,228 |
10 |
1,710.50 |
1,630.75 |
79.75 |
4.7% |
15.50 |
0.9% |
84% |
True |
False |
1,609,297 |
20 |
1,710.50 |
1,624.75 |
85.75 |
5.1% |
17.00 |
1.0% |
85% |
True |
False |
1,646,113 |
40 |
1,710.50 |
1,624.75 |
85.75 |
5.1% |
15.25 |
0.9% |
85% |
True |
False |
1,536,775 |
60 |
1,710.50 |
1,553.25 |
157.25 |
9.3% |
16.50 |
1.0% |
92% |
True |
False |
1,557,197 |
80 |
1,710.50 |
1,553.25 |
157.25 |
9.3% |
18.75 |
1.1% |
92% |
True |
False |
1,339,828 |
100 |
1,710.50 |
1,553.25 |
157.25 |
9.3% |
18.00 |
1.1% |
92% |
True |
False |
1,074,643 |
120 |
1,710.50 |
1,524.75 |
185.75 |
10.9% |
18.25 |
1.1% |
93% |
True |
False |
896,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,777.50 |
2.618 |
1,751.75 |
1.618 |
1,736.00 |
1.000 |
1,726.25 |
0.618 |
1,720.25 |
HIGH |
1,710.50 |
0.618 |
1,704.50 |
0.500 |
1,702.50 |
0.382 |
1,700.75 |
LOW |
1,694.75 |
0.618 |
1,685.00 |
1.000 |
1,679.00 |
1.618 |
1,669.25 |
2.618 |
1,653.50 |
4.250 |
1,627.75 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,702.50 |
1,697.25 |
PP |
1,701.00 |
1,696.25 |
S1 |
1,699.50 |
1,695.50 |
|