Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,171.50 |
3,184.25 |
12.75 |
0.4% |
3,088.75 |
High |
3,189.25 |
3,188.75 |
-0.50 |
0.0% |
3,150.25 |
Low |
3,167.25 |
3,160.00 |
-7.25 |
-0.2% |
3,076.00 |
Close |
3,182.75 |
3,178.50 |
-4.25 |
-0.1% |
3,129.50 |
Range |
22.00 |
28.75 |
6.75 |
30.7% |
74.25 |
ATR |
37.34 |
36.73 |
-0.61 |
-1.6% |
0.00 |
Volume |
230,771 |
220,768 |
-10,003 |
-4.3% |
965,179 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,262.00 |
3,249.00 |
3,194.25 |
|
R3 |
3,233.25 |
3,220.25 |
3,186.50 |
|
R2 |
3,204.50 |
3,204.50 |
3,183.75 |
|
R1 |
3,191.50 |
3,191.50 |
3,181.25 |
3,183.50 |
PP |
3,175.75 |
3,175.75 |
3,175.75 |
3,171.75 |
S1 |
3,162.75 |
3,162.75 |
3,175.75 |
3,155.00 |
S2 |
3,147.00 |
3,147.00 |
3,173.25 |
|
S3 |
3,118.25 |
3,134.00 |
3,170.50 |
|
S4 |
3,089.50 |
3,105.25 |
3,162.75 |
|
|
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 |
3,096.50 |
92.75 |
2.9% |
32.50 |
1.0% |
88% |
False |
False |
216,368 |
10 |
3,189.25 |
3,056.00 |
133.25 |
4.2% |
36.50 |
1.1% |
92% |
False |
False |
230,156 |
20 |
3,189.25 |
3,052.50 |
136.75 |
4.3% |
38.00 |
1.2% |
92% |
False |
False |
231,824 |
40 |
3,189.25 |
3,023.50 |
165.75 |
5.2% |
33.50 |
1.1% |
94% |
False |
False |
213,967 |
60 |
3,189.25 |
2,817.75 |
371.50 |
11.7% |
35.75 |
1.1% |
97% |
False |
False |
219,062 |
80 |
3,189.25 |
2,817.75 |
371.50 |
11.7% |
37.00 |
1.2% |
97% |
False |
False |
172,880 |
100 |
3,189.25 |
2,778.75 |
410.50 |
12.9% |
34.00 |
1.1% |
97% |
False |
False |
138,341 |
120 |
3,189.25 |
2,733.00 |
456.25 |
14.4% |
33.00 |
1.0% |
98% |
False |
False |
115,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,311.00 |
2.618 |
3,264.00 |
1.618 |
3,235.25 |
1.000 |
3,217.50 |
0.618 |
3,206.50 |
HIGH |
3,188.75 |
0.618 |
3,177.75 |
0.500 |
3,174.50 |
0.382 |
3,171.00 |
LOW |
3,160.00 |
0.618 |
3,142.25 |
1.000 |
3,131.25 |
1.618 |
3,113.50 |
2.618 |
3,084.75 |
4.250 |
3,037.75 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,177.00 |
3,172.25 |
PP |
3,175.75 |
3,166.00 |
S1 |
3,174.50 |
3,160.00 |
|