Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,232.00 |
3,239.50 |
7.50 |
0.2% |
3,196.25 |
High |
3,245.00 |
3,251.50 |
6.50 |
0.2% |
3,251.50 |
Low |
3,232.00 |
3,234.00 |
2.00 |
0.1% |
3,163.00 |
Close |
3,239.25 |
3,245.97 |
6.72 |
0.2% |
3,245.97 |
Range |
13.00 |
17.50 |
4.50 |
34.6% |
88.50 |
ATR |
34.96 |
33.71 |
-1.25 |
-3.6% |
0.00 |
Volume |
46,234 |
1,909 |
-44,325 |
-95.9% |
326,276 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,296.25 |
3,288.75 |
3,255.50 |
|
R3 |
3,278.75 |
3,271.25 |
3,250.75 |
|
R2 |
3,261.25 |
3,261.25 |
3,249.25 |
|
R1 |
3,253.75 |
3,253.75 |
3,247.50 |
3,257.50 |
PP |
3,243.75 |
3,243.75 |
3,243.75 |
3,245.75 |
S1 |
3,236.25 |
3,236.25 |
3,244.25 |
3,240.00 |
S2 |
3,226.25 |
3,226.25 |
3,242.75 |
|
S3 |
3,208.75 |
3,218.75 |
3,241.25 |
|
S4 |
3,191.25 |
3,201.25 |
3,236.25 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,485.75 |
3,454.25 |
3,294.75 |
|
R3 |
3,397.25 |
3,365.75 |
3,270.25 |
|
R2 |
3,308.75 |
3,308.75 |
3,262.25 |
|
R1 |
3,277.25 |
3,277.25 |
3,254.00 |
3,293.00 |
PP |
3,220.25 |
3,220.25 |
3,220.25 |
3,228.00 |
S1 |
3,188.75 |
3,188.75 |
3,237.75 |
3,204.50 |
S2 |
3,131.75 |
3,131.75 |
3,229.75 |
|
S3 |
3,043.25 |
3,100.25 |
3,221.75 |
|
S4 |
2,954.75 |
3,011.75 |
3,197.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,251.50 |
3,163.00 |
88.50 |
2.7% |
33.25 |
1.0% |
94% |
True |
False |
65,255 |
10 |
3,251.50 |
3,130.50 |
121.00 |
3.7% |
30.00 |
0.9% |
95% |
True |
False |
132,373 |
20 |
3,251.50 |
3,052.50 |
199.00 |
6.1% |
35.00 |
1.1% |
97% |
True |
False |
186,067 |
40 |
3,251.50 |
3,037.50 |
214.00 |
6.6% |
33.75 |
1.0% |
97% |
True |
False |
195,834 |
60 |
3,251.50 |
2,882.25 |
369.25 |
11.4% |
33.25 |
1.0% |
99% |
True |
False |
193,374 |
80 |
3,251.50 |
2,817.75 |
433.75 |
13.4% |
36.50 |
1.1% |
99% |
True |
False |
181,266 |
100 |
3,251.50 |
2,817.75 |
433.75 |
13.4% |
34.50 |
1.1% |
99% |
True |
False |
145,094 |
120 |
3,251.50 |
2,733.00 |
518.50 |
16.0% |
33.50 |
1.0% |
99% |
True |
False |
120,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,326.00 |
2.618 |
3,297.25 |
1.618 |
3,279.75 |
1.000 |
3,269.00 |
0.618 |
3,262.25 |
HIGH |
3,251.50 |
0.618 |
3,244.75 |
0.500 |
3,242.75 |
0.382 |
3,240.75 |
LOW |
3,234.00 |
0.618 |
3,223.25 |
1.000 |
3,216.50 |
1.618 |
3,205.75 |
2.618 |
3,188.25 |
4.250 |
3,159.50 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,245.00 |
3,237.50 |
PP |
3,243.75 |
3,229.00 |
S1 |
3,242.75 |
3,220.50 |
|