Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,725.00 |
1,724.00 |
-1.00 |
-0.1% |
1,698.50 |
High |
1,733.25 |
1,727.25 |
-6.00 |
-0.3% |
1,733.25 |
Low |
1,720.50 |
1,721.25 |
0.75 |
0.0% |
1,694.75 |
Close |
1,724.25 |
1,723.89 |
-0.36 |
0.0% |
1,723.89 |
Range |
12.75 |
6.00 |
-6.75 |
-52.9% |
38.50 |
ATR |
16.73 |
15.96 |
-0.77 |
-4.6% |
0.00 |
Volume |
419,654 |
66,089 |
-353,565 |
-84.3% |
2,885,106 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,742.25 |
1,739.00 |
1,727.25 |
|
R3 |
1,736.25 |
1,733.00 |
1,725.50 |
|
R2 |
1,730.25 |
1,730.25 |
1,725.00 |
|
R1 |
1,727.00 |
1,727.00 |
1,724.50 |
1,725.50 |
PP |
1,724.25 |
1,724.25 |
1,724.25 |
1,723.50 |
S1 |
1,721.00 |
1,721.00 |
1,723.25 |
1,719.50 |
S2 |
1,718.25 |
1,718.25 |
1,722.75 |
|
S3 |
1,712.25 |
1,715.00 |
1,722.25 |
|
S4 |
1,706.25 |
1,709.00 |
1,720.50 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.75 |
1,816.75 |
1,745.00 |
|
R3 |
1,794.25 |
1,778.25 |
1,734.50 |
|
R2 |
1,755.75 |
1,755.75 |
1,731.00 |
|
R1 |
1,739.75 |
1,739.75 |
1,727.50 |
1,747.75 |
PP |
1,717.25 |
1,717.25 |
1,717.25 |
1,721.25 |
S1 |
1,701.25 |
1,701.25 |
1,720.25 |
1,709.25 |
S2 |
1,678.75 |
1,678.75 |
1,716.75 |
|
S3 |
1,640.25 |
1,662.75 |
1,713.25 |
|
S4 |
1,601.75 |
1,624.25 |
1,702.75 |
|
|
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 |
1,694.75 |
38.50 |
2.2% |
15.25 |
0.9% |
76% |
False |
False |
577,021 |
10 |
1,733.25 |
1,652.00 |
81.25 |
4.7% |
14.25 |
0.8% |
88% |
False |
False |
1,017,949 |
20 |
1,733.25 |
1,624.75 |
108.50 |
6.3% |
16.00 |
0.9% |
91% |
False |
False |
1,403,624 |
40 |
1,733.25 |
1,624.75 |
108.50 |
6.3% |
15.50 |
0.9% |
91% |
False |
False |
1,463,434 |
60 |
1,733.25 |
1,593.25 |
140.00 |
8.1% |
15.50 |
0.9% |
93% |
False |
False |
1,428,811 |
80 |
1,733.25 |
1,553.25 |
180.00 |
10.4% |
18.25 |
1.1% |
95% |
False |
False |
1,361,931 |
100 |
1,733.25 |
1,553.25 |
180.00 |
10.4% |
18.00 |
1.0% |
95% |
False |
False |
1,092,977 |
120 |
1,733.25 |
1,524.75 |
208.50 |
12.1% |
18.25 |
1.1% |
96% |
False |
False |
912,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,752.75 |
2.618 |
1,743.00 |
1.618 |
1,737.00 |
1.000 |
1,733.25 |
0.618 |
1,731.00 |
HIGH |
1,727.25 |
0.618 |
1,725.00 |
0.500 |
1,724.25 |
0.382 |
1,723.50 |
LOW |
1,721.25 |
0.618 |
1,717.50 |
1.000 |
1,715.25 |
1.618 |
1,711.50 |
2.618 |
1,705.50 |
4.250 |
1,695.75 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,724.25 |
1,721.50 |
PP |
1,724.25 |
1,719.00 |
S1 |
1,724.00 |
1,716.50 |
|