Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,168.75 |
3,192.75 |
24.00 |
0.8% |
3,132.75 |
High |
3,196.00 |
3,236.25 |
40.25 |
1.3% |
3,189.25 |
Low |
3,163.00 |
3,189.75 |
26.75 |
0.8% |
3,130.50 |
Close |
3,190.75 |
3,228.75 |
38.00 |
1.2% |
3,177.75 |
Range |
33.00 |
46.50 |
13.50 |
40.9% |
58.75 |
ATR |
35.62 |
36.39 |
0.78 |
2.2% |
0.00 |
Volume |
92,803 |
56,730 |
-36,073 |
-38.9% |
997,463 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,357.75 |
3,339.75 |
3,254.25 |
|
R3 |
3,311.25 |
3,293.25 |
3,241.50 |
|
R2 |
3,264.75 |
3,264.75 |
3,237.25 |
|
R1 |
3,246.75 |
3,246.75 |
3,233.00 |
3,255.75 |
PP |
3,218.25 |
3,218.25 |
3,218.25 |
3,222.75 |
S1 |
3,200.25 |
3,200.25 |
3,224.50 |
3,209.25 |
S2 |
3,171.75 |
3,171.75 |
3,220.25 |
|
S3 |
3,125.25 |
3,153.75 |
3,216.00 |
|
S4 |
3,078.75 |
3,107.25 |
3,203.25 |
|
|
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 |
3,236.25 |
3,161.75 |
74.50 |
2.3% |
34.50 |
1.1% |
90% |
True |
False |
125,563 |
10 |
3,236.25 |
3,096.50 |
139.75 |
4.3% |
33.50 |
1.0% |
95% |
True |
False |
170,965 |
20 |
3,236.25 |
3,052.50 |
183.75 |
5.7% |
38.00 |
1.2% |
96% |
True |
False |
207,968 |
40 |
3,236.25 |
3,027.50 |
208.75 |
6.5% |
34.50 |
1.1% |
96% |
True |
False |
207,873 |
60 |
3,236.25 |
2,830.75 |
405.50 |
12.6% |
34.25 |
1.1% |
98% |
True |
False |
200,142 |
80 |
3,236.25 |
2,817.75 |
418.50 |
13.0% |
37.00 |
1.1% |
98% |
True |
False |
180,699 |
100 |
3,236.25 |
2,817.75 |
418.50 |
13.0% |
34.75 |
1.1% |
98% |
True |
False |
144,614 |
120 |
3,236.25 |
2,733.00 |
503.25 |
15.6% |
33.75 |
1.0% |
99% |
True |
False |
120,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,434.00 |
2.618 |
3,358.00 |
1.618 |
3,311.50 |
1.000 |
3,282.75 |
0.618 |
3,265.00 |
HIGH |
3,236.25 |
0.618 |
3,218.50 |
0.500 |
3,213.00 |
0.382 |
3,207.50 |
LOW |
3,189.75 |
0.618 |
3,161.00 |
1.000 |
3,143.25 |
1.618 |
3,114.50 |
2.618 |
3,068.00 |
4.250 |
2,992.00 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,223.50 |
3,219.00 |
PP |
3,218.25 |
3,209.25 |
S1 |
3,213.00 |
3,199.50 |
|