Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,322.7 |
1,333.5 |
10.8 |
0.8% |
1,391.1 |
High |
1,330.8 |
1,336.0 |
5.2 |
0.4% |
1,395.0 |
Low |
1,304.6 |
1,302.7 |
-1.9 |
-0.1% |
1,304.6 |
Close |
1,308.6 |
1,317.8 |
9.2 |
0.7% |
1,308.6 |
Range |
26.2 |
33.3 |
7.1 |
27.1% |
90.4 |
ATR |
27.6 |
28.0 |
0.4 |
1.5% |
0.0 |
Volume |
170,246 |
158,187 |
-12,059 |
-7.1% |
667,834 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.7 |
1,401.6 |
1,336.1 |
|
R3 |
1,385.4 |
1,368.3 |
1,327.0 |
|
R2 |
1,352.1 |
1,352.1 |
1,323.9 |
|
R1 |
1,335.0 |
1,335.0 |
1,320.9 |
1,326.9 |
PP |
1,318.8 |
1,318.8 |
1,318.8 |
1,314.8 |
S1 |
1,301.7 |
1,301.7 |
1,314.7 |
1,293.6 |
S2 |
1,285.5 |
1,285.5 |
1,311.7 |
|
S3 |
1,252.2 |
1,268.4 |
1,308.6 |
|
S4 |
1,218.9 |
1,235.1 |
1,299.5 |
|
|
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 |
1,391.4 |
1,302.7 |
88.7 |
6.7% |
30.4 |
2.3% |
17% |
False |
True |
149,102 |
10 |
1,416.4 |
1,302.7 |
113.7 |
8.6% |
30.8 |
2.3% |
13% |
False |
True |
150,719 |
20 |
1,434.0 |
1,302.7 |
131.3 |
10.0% |
27.0 |
2.0% |
12% |
False |
True |
146,483 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.3% |
27.1 |
2.1% |
28% |
False |
False |
134,586 |
60 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
27.8 |
2.1% |
54% |
False |
False |
95,908 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
27.5 |
2.1% |
54% |
False |
False |
73,200 |
100 |
1,490.5 |
1,182.6 |
307.9 |
23.4% |
28.3 |
2.1% |
44% |
False |
False |
59,649 |
120 |
1,612.6 |
1,182.6 |
430.0 |
32.6% |
29.7 |
2.3% |
31% |
False |
False |
50,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,477.5 |
2.618 |
1,423.2 |
1.618 |
1,389.9 |
1.000 |
1,369.3 |
0.618 |
1,356.6 |
HIGH |
1,336.0 |
0.618 |
1,323.3 |
0.500 |
1,319.4 |
0.382 |
1,315.4 |
LOW |
1,302.7 |
0.618 |
1,282.1 |
1.000 |
1,269.4 |
1.618 |
1,248.8 |
2.618 |
1,215.5 |
4.250 |
1,161.2 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,319.4 |
1,334.5 |
PP |
1,318.8 |
1,328.9 |
S1 |
1,318.3 |
1,323.4 |
|