Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,184.25 |
3,177.25 |
-7.00 |
-0.2% |
3,132.75 |
High |
3,186.75 |
3,182.50 |
-4.25 |
-0.1% |
3,189.25 |
Low |
3,170.25 |
3,161.75 |
-8.50 |
-0.3% |
3,130.50 |
Close |
3,176.00 |
3,177.75 |
1.75 |
0.1% |
3,177.75 |
Range |
16.50 |
20.75 |
4.25 |
25.8% |
58.75 |
ATR |
35.28 |
34.25 |
-1.04 |
-2.9% |
0.00 |
Volume |
227,594 |
122,090 |
-105,504 |
-46.4% |
997,463 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,236.25 |
3,227.75 |
3,189.25 |
|
R3 |
3,215.50 |
3,207.00 |
3,183.50 |
|
R2 |
3,194.75 |
3,194.75 |
3,181.50 |
|
R1 |
3,186.25 |
3,186.25 |
3,179.75 |
3,190.50 |
PP |
3,174.00 |
3,174.00 |
3,174.00 |
3,176.00 |
S1 |
3,165.50 |
3,165.50 |
3,175.75 |
3,169.75 |
S2 |
3,153.25 |
3,153.25 |
3,174.00 |
|
S3 |
3,132.50 |
3,144.75 |
3,172.00 |
|
S4 |
3,111.75 |
3,124.00 |
3,166.25 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,342.00 |
3,318.75 |
3,210.00 |
|
R3 |
3,283.25 |
3,260.00 |
3,194.00 |
|
R2 |
3,224.50 |
3,224.50 |
3,188.50 |
|
R1 |
3,201.25 |
3,201.25 |
3,183.25 |
3,213.00 |
PP |
3,165.75 |
3,165.75 |
3,165.75 |
3,171.75 |
S1 |
3,142.50 |
3,142.50 |
3,172.25 |
3,154.00 |
S2 |
3,107.00 |
3,107.00 |
3,167.00 |
|
S3 |
3,048.25 |
3,083.75 |
3,161.50 |
|
S4 |
2,989.50 |
3,025.00 |
3,145.50 |
|
|
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 |
3,130.50 |
58.75 |
1.8% |
26.50 |
0.8% |
80% |
False |
False |
199,492 |
10 |
3,189.25 |
3,062.00 |
127.25 |
4.0% |
32.75 |
1.0% |
91% |
False |
False |
221,642 |
20 |
3,189.25 |
3,052.50 |
136.75 |
4.3% |
36.00 |
1.1% |
92% |
False |
False |
222,253 |
40 |
3,189.25 |
3,023.50 |
165.75 |
5.2% |
32.75 |
1.0% |
93% |
False |
False |
213,565 |
60 |
3,189.25 |
2,817.75 |
371.50 |
11.7% |
35.00 |
1.1% |
97% |
False |
False |
215,947 |
80 |
3,189.25 |
2,817.75 |
371.50 |
11.7% |
37.00 |
1.2% |
97% |
False |
False |
177,247 |
100 |
3,189.25 |
2,809.75 |
379.50 |
11.9% |
34.00 |
1.1% |
97% |
False |
False |
141,833 |
120 |
3,189.25 |
2,733.00 |
456.25 |
14.4% |
33.00 |
1.0% |
97% |
False |
False |
118,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,270.75 |
2.618 |
3,236.75 |
1.618 |
3,216.00 |
1.000 |
3,203.25 |
0.618 |
3,195.25 |
HIGH |
3,182.50 |
0.618 |
3,174.50 |
0.500 |
3,172.00 |
0.382 |
3,169.75 |
LOW |
3,161.75 |
0.618 |
3,149.00 |
1.000 |
3,141.00 |
1.618 |
3,128.25 |
2.618 |
3,107.50 |
4.250 |
3,073.50 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,176.00 |
3,176.50 |
PP |
3,174.00 |
3,175.50 |
S1 |
3,172.00 |
3,174.50 |
|