Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,132.75 |
3,171.50 |
38.75 |
1.2% |
3,088.75 |
High |
3,175.25 |
3,189.25 |
14.00 |
0.4% |
3,150.25 |
Low |
3,130.50 |
3,167.25 |
36.75 |
1.2% |
3,076.00 |
Close |
3,165.00 |
3,182.75 |
17.75 |
0.6% |
3,129.50 |
Range |
44.75 |
22.00 |
-22.75 |
-50.8% |
74.25 |
ATR |
38.35 |
37.34 |
-1.01 |
-2.6% |
0.00 |
Volume |
196,240 |
230,771 |
34,531 |
17.6% |
965,179 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,245.75 |
3,236.25 |
3,194.75 |
|
R3 |
3,223.75 |
3,214.25 |
3,188.75 |
|
R2 |
3,201.75 |
3,201.75 |
3,186.75 |
|
R1 |
3,192.25 |
3,192.25 |
3,184.75 |
3,197.00 |
PP |
3,179.75 |
3,179.75 |
3,179.75 |
3,182.00 |
S1 |
3,170.25 |
3,170.25 |
3,180.75 |
3,175.00 |
S2 |
3,157.75 |
3,157.75 |
3,178.75 |
|
S3 |
3,135.75 |
3,148.25 |
3,176.75 |
|
S4 |
3,113.75 |
3,126.25 |
3,170.75 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,341.25 |
3,309.75 |
3,170.25 |
|
R3 |
3,267.00 |
3,235.50 |
3,150.00 |
|
R2 |
3,192.75 |
3,192.75 |
3,143.00 |
|
R1 |
3,161.25 |
3,161.25 |
3,136.25 |
3,177.00 |
PP |
3,118.50 |
3,118.50 |
3,118.50 |
3,126.50 |
S1 |
3,087.00 |
3,087.00 |
3,122.75 |
3,102.75 |
S2 |
3,044.25 |
3,044.25 |
3,116.00 |
|
S3 |
2,970.00 |
3,012.75 |
3,109.00 |
|
S4 |
2,895.75 |
2,938.50 |
3,088.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,189.25 |
3,083.25 |
106.00 |
3.3% |
36.50 |
1.1% |
94% |
True |
False |
215,561 |
10 |
3,189.25 |
3,052.50 |
136.75 |
4.3% |
40.75 |
1.3% |
95% |
True |
False |
244,091 |
20 |
3,189.25 |
3,052.50 |
136.75 |
4.3% |
38.75 |
1.2% |
95% |
True |
False |
232,742 |
40 |
3,189.25 |
3,023.50 |
165.75 |
5.2% |
33.00 |
1.0% |
96% |
True |
False |
212,129 |
60 |
3,189.25 |
2,817.75 |
371.50 |
11.7% |
36.00 |
1.1% |
98% |
True |
False |
220,498 |
80 |
3,189.25 |
2,817.75 |
371.50 |
11.7% |
37.00 |
1.2% |
98% |
True |
False |
170,126 |
100 |
3,189.25 |
2,739.00 |
450.25 |
14.1% |
34.25 |
1.1% |
99% |
True |
False |
136,133 |
120 |
3,189.25 |
2,733.00 |
456.25 |
14.3% |
33.00 |
1.0% |
99% |
True |
False |
113,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,282.75 |
2.618 |
3,246.75 |
1.618 |
3,224.75 |
1.000 |
3,211.25 |
0.618 |
3,202.75 |
HIGH |
3,189.25 |
0.618 |
3,180.75 |
0.500 |
3,178.25 |
0.382 |
3,175.75 |
LOW |
3,167.25 |
0.618 |
3,153.75 |
1.000 |
3,145.25 |
1.618 |
3,131.75 |
2.618 |
3,109.75 |
4.250 |
3,073.75 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,181.25 |
3,169.50 |
PP |
3,179.75 |
3,156.25 |
S1 |
3,178.25 |
3,143.00 |
|