Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,391.1 |
1,387.1 |
-4.0 |
-0.3% |
1,394.0 |
High |
1,395.0 |
1,391.4 |
-3.6 |
-0.3% |
1,416.4 |
Low |
1,381.9 |
1,357.6 |
-24.3 |
-1.8% |
1,358.8 |
Close |
1,386.7 |
1,364.0 |
-22.7 |
-1.6% |
1,386.5 |
Range |
13.1 |
33.8 |
20.7 |
158.0% |
57.6 |
ATR |
26.9 |
27.4 |
0.5 |
1.8% |
0.0 |
Volume |
80,509 |
131,861 |
51,352 |
63.8% |
681,172 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.4 |
1,452.0 |
1,382.6 |
|
R3 |
1,438.6 |
1,418.2 |
1,373.3 |
|
R2 |
1,404.8 |
1,404.8 |
1,370.2 |
|
R1 |
1,384.4 |
1,384.4 |
1,367.1 |
1,377.7 |
PP |
1,371.0 |
1,371.0 |
1,371.0 |
1,367.7 |
S1 |
1,350.6 |
1,350.6 |
1,360.9 |
1,343.9 |
S2 |
1,337.2 |
1,337.2 |
1,357.8 |
|
S3 |
1,303.4 |
1,316.8 |
1,354.7 |
|
S4 |
1,269.6 |
1,283.0 |
1,345.4 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.0 |
1,530.9 |
1,418.2 |
|
R3 |
1,502.4 |
1,473.3 |
1,402.3 |
|
R2 |
1,444.8 |
1,444.8 |
1,397.1 |
|
R1 |
1,415.7 |
1,415.7 |
1,391.8 |
1,401.5 |
PP |
1,387.2 |
1,387.2 |
1,387.2 |
1,380.1 |
S1 |
1,358.1 |
1,358.1 |
1,381.2 |
1,343.9 |
S2 |
1,329.6 |
1,329.6 |
1,375.9 |
|
S3 |
1,272.0 |
1,300.5 |
1,370.7 |
|
S4 |
1,214.4 |
1,242.9 |
1,354.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,415.0 |
1,357.6 |
57.4 |
4.2% |
29.5 |
2.2% |
11% |
False |
True |
137,508 |
10 |
1,434.0 |
1,357.6 |
76.4 |
5.6% |
27.6 |
2.0% |
8% |
False |
True |
149,270 |
20 |
1,434.0 |
1,315.1 |
118.9 |
8.7% |
27.0 |
2.0% |
41% |
False |
False |
149,361 |
40 |
1,434.0 |
1,270.6 |
163.4 |
12.0% |
26.0 |
1.9% |
57% |
False |
False |
121,688 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.4% |
28.1 |
2.1% |
72% |
False |
False |
85,818 |
80 |
1,434.0 |
1,182.6 |
251.4 |
18.4% |
28.5 |
2.1% |
72% |
False |
False |
65,856 |
100 |
1,490.5 |
1,182.6 |
307.9 |
22.6% |
28.2 |
2.1% |
59% |
False |
False |
53,647 |
120 |
1,621.8 |
1,182.6 |
439.2 |
32.2% |
29.2 |
2.1% |
41% |
False |
False |
45,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,535.1 |
2.618 |
1,479.9 |
1.618 |
1,446.1 |
1.000 |
1,425.2 |
0.618 |
1,412.3 |
HIGH |
1,391.4 |
0.618 |
1,378.5 |
0.500 |
1,374.5 |
0.382 |
1,370.5 |
LOW |
1,357.6 |
0.618 |
1,336.7 |
1.000 |
1,323.8 |
1.618 |
1,302.9 |
2.618 |
1,269.1 |
4.250 |
1,214.0 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,374.5 |
1,376.3 |
PP |
1,371.0 |
1,372.2 |
S1 |
1,367.5 |
1,368.1 |
|