Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,364.2 |
1,366.1 |
1.9 |
0.1% |
1,394.0 |
High |
1,368.7 |
1,366.2 |
-2.5 |
-0.2% |
1,416.4 |
Low |
1,356.0 |
1,320.4 |
-35.6 |
-2.6% |
1,358.8 |
Close |
1,363.8 |
1,330.6 |
-33.2 |
-2.4% |
1,386.5 |
Range |
12.7 |
45.8 |
33.1 |
260.6% |
57.6 |
ATR |
26.3 |
27.7 |
1.4 |
5.3% |
0.0 |
Volume |
100,134 |
185,084 |
84,950 |
84.8% |
681,172 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.5 |
1,449.3 |
1,355.8 |
|
R3 |
1,430.7 |
1,403.5 |
1,343.2 |
|
R2 |
1,384.9 |
1,384.9 |
1,339.0 |
|
R1 |
1,357.7 |
1,357.7 |
1,334.8 |
1,348.4 |
PP |
1,339.1 |
1,339.1 |
1,339.1 |
1,334.4 |
S1 |
1,311.9 |
1,311.9 |
1,326.4 |
1,302.6 |
S2 |
1,293.3 |
1,293.3 |
1,322.2 |
|
S3 |
1,247.5 |
1,266.1 |
1,318.0 |
|
S4 |
1,201.7 |
1,220.3 |
1,305.4 |
|
|
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 |
1,395.0 |
1,320.4 |
74.6 |
5.6% |
28.0 |
2.1% |
14% |
False |
True |
131,824 |
10 |
1,418.6 |
1,320.4 |
98.2 |
7.4% |
28.5 |
2.1% |
10% |
False |
True |
145,051 |
20 |
1,434.0 |
1,317.9 |
116.1 |
8.7% |
27.7 |
2.1% |
11% |
False |
False |
150,281 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.2% |
26.3 |
2.0% |
36% |
False |
False |
127,526 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.9% |
28.5 |
2.1% |
59% |
False |
False |
90,510 |
80 |
1,434.0 |
1,182.6 |
251.4 |
18.9% |
28.0 |
2.1% |
59% |
False |
False |
69,319 |
100 |
1,490.5 |
1,182.6 |
307.9 |
23.1% |
28.1 |
2.1% |
48% |
False |
False |
56,435 |
120 |
1,618.0 |
1,182.6 |
435.4 |
32.7% |
29.5 |
2.2% |
34% |
False |
False |
47,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.9 |
2.618 |
1,486.1 |
1.618 |
1,440.3 |
1.000 |
1,412.0 |
0.618 |
1,394.5 |
HIGH |
1,366.2 |
0.618 |
1,348.7 |
0.500 |
1,343.3 |
0.382 |
1,337.9 |
LOW |
1,320.4 |
0.618 |
1,292.1 |
1.000 |
1,274.6 |
1.618 |
1,246.3 |
2.618 |
1,200.5 |
4.250 |
1,125.8 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,343.3 |
1,355.9 |
PP |
1,339.1 |
1,347.5 |
S1 |
1,334.8 |
1,339.0 |
|