Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,696.25 |
1,706.00 |
9.75 |
0.6% |
1,652.00 |
High |
1,706.75 |
1,729.75 |
23.00 |
1.3% |
1,690.50 |
Low |
1,694.75 |
1,700.00 |
5.25 |
0.3% |
1,652.00 |
Close |
1,705.00 |
1,724.50 |
19.50 |
1.1% |
1,688.50 |
Range |
12.00 |
29.75 |
17.75 |
147.9% |
38.50 |
ATR |
16.05 |
17.03 |
0.98 |
6.1% |
0.00 |
Volume |
727,287 |
666,723 |
-60,564 |
-8.3% |
7,294,388 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.25 |
1,795.75 |
1,740.75 |
|
R3 |
1,777.50 |
1,766.00 |
1,732.75 |
|
R2 |
1,747.75 |
1,747.75 |
1,730.00 |
|
R1 |
1,736.25 |
1,736.25 |
1,727.25 |
1,742.00 |
PP |
1,718.00 |
1,718.00 |
1,718.00 |
1,721.00 |
S1 |
1,706.50 |
1,706.50 |
1,721.75 |
1,712.25 |
S2 |
1,688.25 |
1,688.25 |
1,719.00 |
|
S3 |
1,658.50 |
1,676.75 |
1,716.25 |
|
S4 |
1,628.75 |
1,647.00 |
1,708.25 |
|
|
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 |
1,729.75 |
1,680.50 |
49.25 |
2.9% |
15.25 |
0.9% |
89% |
True |
False |
903,256 |
10 |
1,729.75 |
1,638.75 |
91.00 |
5.3% |
15.50 |
0.9% |
94% |
True |
False |
1,353,034 |
20 |
1,729.75 |
1,624.75 |
105.00 |
6.1% |
17.50 |
1.0% |
95% |
True |
False |
1,563,268 |
40 |
1,729.75 |
1,624.75 |
105.00 |
6.1% |
16.00 |
0.9% |
95% |
True |
False |
1,524,627 |
60 |
1,729.75 |
1,558.25 |
171.50 |
9.9% |
16.25 |
0.9% |
97% |
True |
False |
1,483,256 |
80 |
1,729.75 |
1,553.25 |
176.50 |
10.2% |
18.75 |
1.1% |
97% |
True |
False |
1,356,517 |
100 |
1,729.75 |
1,553.25 |
176.50 |
10.2% |
18.25 |
1.1% |
97% |
True |
False |
1,088,289 |
120 |
1,729.75 |
1,524.75 |
205.00 |
11.9% |
18.25 |
1.1% |
97% |
True |
False |
908,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,856.25 |
2.618 |
1,807.75 |
1.618 |
1,778.00 |
1.000 |
1,759.50 |
0.618 |
1,748.25 |
HIGH |
1,729.75 |
0.618 |
1,718.50 |
0.500 |
1,715.00 |
0.382 |
1,711.25 |
LOW |
1,700.00 |
0.618 |
1,681.50 |
1.000 |
1,670.25 |
1.618 |
1,651.75 |
2.618 |
1,622.00 |
4.250 |
1,573.50 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,721.25 |
1,720.50 |
PP |
1,718.00 |
1,716.25 |
S1 |
1,715.00 |
1,712.25 |
|