Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,366.1 |
1,322.7 |
-43.4 |
-3.2% |
1,391.1 |
High |
1,366.2 |
1,330.8 |
-35.4 |
-2.6% |
1,395.0 |
Low |
1,320.4 |
1,304.6 |
-15.8 |
-1.2% |
1,304.6 |
Close |
1,330.6 |
1,308.6 |
-22.0 |
-1.7% |
1,308.6 |
Range |
45.8 |
26.2 |
-19.6 |
-42.8% |
90.4 |
ATR |
27.7 |
27.6 |
-0.1 |
-0.4% |
0.0 |
Volume |
185,084 |
170,246 |
-14,838 |
-8.0% |
667,834 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.3 |
1,377.1 |
1,323.0 |
|
R3 |
1,367.1 |
1,350.9 |
1,315.8 |
|
R2 |
1,340.9 |
1,340.9 |
1,313.4 |
|
R1 |
1,324.7 |
1,324.7 |
1,311.0 |
1,319.7 |
PP |
1,314.7 |
1,314.7 |
1,314.7 |
1,312.2 |
S1 |
1,298.5 |
1,298.5 |
1,306.2 |
1,293.5 |
S2 |
1,288.5 |
1,288.5 |
1,303.8 |
|
S3 |
1,262.3 |
1,272.3 |
1,301.4 |
|
S4 |
1,236.1 |
1,246.1 |
1,294.2 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.3 |
1,548.3 |
1,358.3 |
|
R3 |
1,516.9 |
1,457.9 |
1,333.5 |
|
R2 |
1,426.5 |
1,426.5 |
1,325.2 |
|
R1 |
1,367.5 |
1,367.5 |
1,316.9 |
1,351.8 |
PP |
1,336.1 |
1,336.1 |
1,336.1 |
1,328.2 |
S1 |
1,277.1 |
1,277.1 |
1,300.3 |
1,261.4 |
S2 |
1,245.7 |
1,245.7 |
1,292.0 |
|
S3 |
1,155.3 |
1,186.7 |
1,283.7 |
|
S4 |
1,064.9 |
1,096.3 |
1,258.9 |
|
|
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 |
1,304.6 |
90.4 |
6.9% |
26.3 |
2.0% |
4% |
False |
True |
133,566 |
10 |
1,416.4 |
1,304.6 |
111.8 |
8.5% |
29.5 |
2.3% |
4% |
False |
True |
147,366 |
20 |
1,434.0 |
1,304.6 |
129.4 |
9.9% |
26.4 |
2.0% |
3% |
False |
True |
147,460 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.4% |
26.6 |
2.0% |
23% |
False |
False |
131,385 |
60 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
28.5 |
2.2% |
50% |
False |
False |
93,316 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
27.8 |
2.1% |
50% |
False |
False |
71,333 |
100 |
1,490.5 |
1,182.6 |
307.9 |
23.5% |
28.1 |
2.1% |
41% |
False |
False |
58,110 |
120 |
1,612.6 |
1,182.6 |
430.0 |
32.9% |
29.5 |
2.3% |
29% |
False |
False |
49,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.2 |
2.618 |
1,399.4 |
1.618 |
1,373.2 |
1.000 |
1,357.0 |
0.618 |
1,347.0 |
HIGH |
1,330.8 |
0.618 |
1,320.8 |
0.500 |
1,317.7 |
0.382 |
1,314.6 |
LOW |
1,304.6 |
0.618 |
1,288.4 |
1.000 |
1,278.4 |
1.618 |
1,262.2 |
2.618 |
1,236.0 |
4.250 |
1,193.3 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,317.7 |
1,336.7 |
PP |
1,314.7 |
1,327.3 |
S1 |
1,311.6 |
1,318.0 |
|