Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,177.25 |
3,196.25 |
19.00 |
0.6% |
3,132.75 |
High |
3,182.50 |
3,219.25 |
36.75 |
1.2% |
3,189.25 |
Low |
3,161.75 |
3,163.00 |
1.25 |
0.0% |
3,130.50 |
Close |
3,177.75 |
3,167.75 |
-10.00 |
-0.3% |
3,177.75 |
Range |
20.75 |
56.25 |
35.50 |
171.1% |
58.75 |
ATR |
34.25 |
35.82 |
1.57 |
4.6% |
0.00 |
Volume |
122,090 |
128,600 |
6,510 |
5.3% |
997,463 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,352.00 |
3,316.25 |
3,198.75 |
|
R3 |
3,295.75 |
3,260.00 |
3,183.25 |
|
R2 |
3,239.50 |
3,239.50 |
3,178.00 |
|
R1 |
3,203.75 |
3,203.75 |
3,173.00 |
3,193.50 |
PP |
3,183.25 |
3,183.25 |
3,183.25 |
3,178.25 |
S1 |
3,147.50 |
3,147.50 |
3,162.50 |
3,137.25 |
S2 |
3,127.00 |
3,127.00 |
3,157.50 |
|
S3 |
3,070.75 |
3,091.25 |
3,152.25 |
|
S4 |
3,014.50 |
3,035.00 |
3,136.75 |
|
|
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 |
3,219.25 |
3,160.00 |
59.25 |
1.9% |
28.75 |
0.9% |
13% |
True |
False |
185,964 |
10 |
3,219.25 |
3,076.00 |
143.25 |
4.5% |
34.25 |
1.1% |
64% |
True |
False |
209,124 |
20 |
3,219.25 |
3,052.50 |
166.75 |
5.3% |
37.75 |
1.2% |
69% |
True |
False |
219,231 |
40 |
3,219.25 |
3,023.50 |
195.75 |
6.2% |
33.75 |
1.1% |
74% |
True |
False |
211,699 |
60 |
3,219.25 |
2,817.75 |
401.50 |
12.7% |
34.75 |
1.1% |
87% |
True |
False |
210,283 |
80 |
3,219.25 |
2,817.75 |
401.50 |
12.7% |
37.00 |
1.2% |
87% |
True |
False |
178,848 |
100 |
3,219.25 |
2,809.75 |
409.50 |
12.9% |
34.50 |
1.1% |
87% |
True |
False |
143,119 |
120 |
3,219.25 |
2,733.00 |
486.25 |
15.4% |
33.50 |
1.1% |
89% |
True |
False |
119,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,458.25 |
2.618 |
3,366.50 |
1.618 |
3,310.25 |
1.000 |
3,275.50 |
0.618 |
3,254.00 |
HIGH |
3,219.25 |
0.618 |
3,197.75 |
0.500 |
3,191.00 |
0.382 |
3,184.50 |
LOW |
3,163.00 |
0.618 |
3,128.25 |
1.000 |
3,106.75 |
1.618 |
3,072.00 |
2.618 |
3,015.75 |
4.250 |
2,924.00 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,191.00 |
3,190.50 |
PP |
3,183.25 |
3,183.00 |
S1 |
3,175.50 |
3,175.25 |
|