Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,387.1 |
1,364.2 |
-22.9 |
-1.7% |
1,394.0 |
High |
1,391.4 |
1,368.7 |
-22.7 |
-1.6% |
1,416.4 |
Low |
1,357.6 |
1,356.0 |
-1.6 |
-0.1% |
1,358.8 |
Close |
1,364.0 |
1,363.8 |
-0.2 |
0.0% |
1,386.5 |
Range |
33.8 |
12.7 |
-21.1 |
-62.4% |
57.6 |
ATR |
27.4 |
26.3 |
-1.0 |
-3.8% |
0.0 |
Volume |
131,861 |
100,134 |
-31,727 |
-24.1% |
681,172 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.9 |
1,395.1 |
1,370.8 |
|
R3 |
1,388.2 |
1,382.4 |
1,367.3 |
|
R2 |
1,375.5 |
1,375.5 |
1,366.1 |
|
R1 |
1,369.7 |
1,369.7 |
1,365.0 |
1,366.3 |
PP |
1,362.8 |
1,362.8 |
1,362.8 |
1,361.1 |
S1 |
1,357.0 |
1,357.0 |
1,362.6 |
1,353.6 |
S2 |
1,350.1 |
1,350.1 |
1,361.5 |
|
S3 |
1,337.4 |
1,344.3 |
1,360.3 |
|
S4 |
1,324.7 |
1,331.6 |
1,356.8 |
|
|
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 |
1,400.0 |
1,356.0 |
44.0 |
3.2% |
25.9 |
1.9% |
18% |
False |
True |
129,852 |
10 |
1,434.0 |
1,356.0 |
78.0 |
5.7% |
26.0 |
1.9% |
10% |
False |
True |
143,244 |
20 |
1,434.0 |
1,315.1 |
118.9 |
8.7% |
26.5 |
1.9% |
41% |
False |
False |
147,057 |
40 |
1,434.0 |
1,270.6 |
163.4 |
12.0% |
25.9 |
1.9% |
57% |
False |
False |
123,712 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.4% |
28.1 |
2.1% |
72% |
False |
False |
87,452 |
80 |
1,434.0 |
1,182.6 |
251.4 |
18.4% |
28.2 |
2.1% |
72% |
False |
False |
67,066 |
100 |
1,490.5 |
1,182.6 |
307.9 |
22.6% |
28.0 |
2.1% |
59% |
False |
False |
54,604 |
120 |
1,621.8 |
1,182.6 |
439.2 |
32.2% |
29.2 |
2.1% |
41% |
False |
False |
46,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.7 |
2.618 |
1,401.9 |
1.618 |
1,389.2 |
1.000 |
1,381.4 |
0.618 |
1,376.5 |
HIGH |
1,368.7 |
0.618 |
1,363.8 |
0.500 |
1,362.4 |
0.382 |
1,360.9 |
LOW |
1,356.0 |
0.618 |
1,348.2 |
1.000 |
1,343.3 |
1.618 |
1,335.5 |
2.618 |
1,322.8 |
4.250 |
1,302.0 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,363.3 |
1,375.5 |
PP |
1,362.8 |
1,371.6 |
S1 |
1,362.4 |
1,367.7 |
|