Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,698.50 |
1,696.25 |
-2.25 |
-0.1% |
1,652.00 |
High |
1,710.50 |
1,706.75 |
-3.75 |
-0.2% |
1,690.50 |
Low |
1,694.75 |
1,694.75 |
0.00 |
0.0% |
1,652.00 |
Close |
1,698.00 |
1,705.00 |
7.00 |
0.4% |
1,688.50 |
Range |
15.75 |
12.00 |
-3.75 |
-23.8% |
38.50 |
ATR |
16.37 |
16.05 |
-0.31 |
-1.9% |
0.00 |
Volume |
1,005,353 |
727,287 |
-278,066 |
-27.7% |
7,294,388 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,738.25 |
1,733.50 |
1,711.50 |
|
R3 |
1,726.25 |
1,721.50 |
1,708.25 |
|
R2 |
1,714.25 |
1,714.25 |
1,707.25 |
|
R1 |
1,709.50 |
1,709.50 |
1,706.00 |
1,712.00 |
PP |
1,702.25 |
1,702.25 |
1,702.25 |
1,703.25 |
S1 |
1,697.50 |
1,697.50 |
1,704.00 |
1,700.00 |
S2 |
1,690.25 |
1,690.25 |
1,702.75 |
|
S3 |
1,678.25 |
1,685.50 |
1,701.75 |
|
S4 |
1,666.25 |
1,673.50 |
1,698.50 |
|
|
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 |
1,677.75 |
32.75 |
1.9% |
11.75 |
0.7% |
83% |
False |
False |
1,138,704 |
10 |
1,710.50 |
1,635.00 |
75.50 |
4.4% |
14.75 |
0.9% |
93% |
False |
False |
1,450,200 |
20 |
1,710.50 |
1,624.75 |
85.75 |
5.0% |
16.75 |
1.0% |
94% |
False |
False |
1,609,048 |
40 |
1,710.50 |
1,624.75 |
85.75 |
5.0% |
15.50 |
0.9% |
94% |
False |
False |
1,532,453 |
60 |
1,710.50 |
1,553.25 |
157.25 |
9.2% |
16.25 |
1.0% |
97% |
False |
False |
1,519,613 |
80 |
1,710.50 |
1,553.25 |
157.25 |
9.2% |
18.50 |
1.1% |
97% |
False |
False |
1,348,452 |
100 |
1,710.50 |
1,553.25 |
157.25 |
9.2% |
18.00 |
1.1% |
97% |
False |
False |
1,081,764 |
120 |
1,710.50 |
1,524.75 |
185.75 |
10.9% |
18.25 |
1.1% |
97% |
False |
False |
902,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,757.75 |
2.618 |
1,738.25 |
1.618 |
1,726.25 |
1.000 |
1,718.75 |
0.618 |
1,714.25 |
HIGH |
1,706.75 |
0.618 |
1,702.25 |
0.500 |
1,700.75 |
0.382 |
1,699.25 |
LOW |
1,694.75 |
0.618 |
1,687.25 |
1.000 |
1,682.75 |
1.618 |
1,675.25 |
2.618 |
1,663.25 |
4.250 |
1,643.75 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,703.50 |
1,701.75 |
PP |
1,702.25 |
1,698.75 |
S1 |
1,700.75 |
1,695.50 |
|