Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,706.00 |
1,725.00 |
19.00 |
1.1% |
1,652.00 |
High |
1,729.75 |
1,733.25 |
3.50 |
0.2% |
1,690.50 |
Low |
1,700.00 |
1,720.50 |
20.50 |
1.2% |
1,652.00 |
Close |
1,724.50 |
1,724.25 |
-0.25 |
0.0% |
1,688.50 |
Range |
29.75 |
12.75 |
-17.00 |
-57.1% |
38.50 |
ATR |
17.03 |
16.73 |
-0.31 |
-1.8% |
0.00 |
Volume |
666,723 |
419,654 |
-247,069 |
-37.1% |
7,294,388 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,764.25 |
1,757.00 |
1,731.25 |
|
R3 |
1,751.50 |
1,744.25 |
1,727.75 |
|
R2 |
1,738.75 |
1,738.75 |
1,726.50 |
|
R1 |
1,731.50 |
1,731.50 |
1,725.50 |
1,728.75 |
PP |
1,726.00 |
1,726.00 |
1,726.00 |
1,724.50 |
S1 |
1,718.75 |
1,718.75 |
1,723.00 |
1,716.00 |
S2 |
1,713.25 |
1,713.25 |
1,722.00 |
|
S3 |
1,700.50 |
1,706.00 |
1,720.75 |
|
S4 |
1,687.75 |
1,693.25 |
1,717.25 |
|
|
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 |
1,733.25 |
1,680.50 |
52.75 |
3.1% |
16.00 |
0.9% |
83% |
True |
False |
716,325 |
10 |
1,733.25 |
1,638.75 |
94.50 |
5.5% |
16.00 |
0.9% |
90% |
True |
False |
1,269,559 |
20 |
1,733.25 |
1,624.75 |
108.50 |
6.3% |
17.00 |
1.0% |
92% |
True |
False |
1,478,159 |
40 |
1,733.25 |
1,624.75 |
108.50 |
6.3% |
15.75 |
0.9% |
92% |
True |
False |
1,497,408 |
60 |
1,733.25 |
1,573.00 |
160.25 |
9.3% |
16.00 |
0.9% |
94% |
True |
False |
1,456,568 |
80 |
1,733.25 |
1,553.25 |
180.00 |
10.4% |
18.50 |
1.1% |
95% |
True |
False |
1,361,500 |
100 |
1,733.25 |
1,553.25 |
180.00 |
10.4% |
18.25 |
1.1% |
95% |
True |
False |
1,092,414 |
120 |
1,733.25 |
1,524.75 |
208.50 |
12.1% |
18.25 |
1.1% |
96% |
True |
False |
911,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,787.50 |
2.618 |
1,766.75 |
1.618 |
1,754.00 |
1.000 |
1,746.00 |
0.618 |
1,741.25 |
HIGH |
1,733.25 |
0.618 |
1,728.50 |
0.500 |
1,727.00 |
0.382 |
1,725.25 |
LOW |
1,720.50 |
0.618 |
1,712.50 |
1.000 |
1,707.75 |
1.618 |
1,699.75 |
2.618 |
1,687.00 |
4.250 |
1,666.25 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,727.00 |
1,720.75 |
PP |
1,726.00 |
1,717.50 |
S1 |
1,725.00 |
1,714.00 |
|