Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,333.5 |
1,313.6 |
-19.9 |
-1.5% |
1,391.1 |
High |
1,336.0 |
1,324.7 |
-11.3 |
-0.8% |
1,395.0 |
Low |
1,302.7 |
1,305.8 |
3.1 |
0.2% |
1,304.6 |
Close |
1,317.8 |
1,309.4 |
-8.4 |
-0.6% |
1,308.6 |
Range |
33.3 |
18.9 |
-14.4 |
-43.2% |
90.4 |
ATR |
28.0 |
27.4 |
-0.7 |
-2.3% |
0.0 |
Volume |
158,187 |
136,997 |
-21,190 |
-13.4% |
667,834 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.0 |
1,358.6 |
1,319.8 |
|
R3 |
1,351.1 |
1,339.7 |
1,314.6 |
|
R2 |
1,332.2 |
1,332.2 |
1,312.9 |
|
R1 |
1,320.8 |
1,320.8 |
1,311.1 |
1,317.1 |
PP |
1,313.3 |
1,313.3 |
1,313.3 |
1,311.4 |
S1 |
1,301.9 |
1,301.9 |
1,307.7 |
1,298.2 |
S2 |
1,294.4 |
1,294.4 |
1,305.9 |
|
S3 |
1,275.5 |
1,283.0 |
1,304.2 |
|
S4 |
1,256.6 |
1,264.1 |
1,299.0 |
|
|
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 |
1,368.7 |
1,302.7 |
66.0 |
5.0% |
27.4 |
2.1% |
10% |
False |
False |
150,129 |
10 |
1,415.0 |
1,302.7 |
112.3 |
8.6% |
28.4 |
2.2% |
6% |
False |
False |
143,819 |
20 |
1,434.0 |
1,302.7 |
131.3 |
10.0% |
26.8 |
2.0% |
5% |
False |
False |
147,162 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.4% |
26.4 |
2.0% |
23% |
False |
False |
137,070 |
60 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
27.6 |
2.1% |
50% |
False |
False |
98,014 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
27.2 |
2.1% |
50% |
False |
False |
74,769 |
100 |
1,490.5 |
1,182.6 |
307.9 |
23.5% |
28.1 |
2.1% |
41% |
False |
False |
61,003 |
120 |
1,612.5 |
1,182.6 |
429.9 |
32.8% |
29.7 |
2.3% |
29% |
False |
False |
51,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.0 |
2.618 |
1,374.2 |
1.618 |
1,355.3 |
1.000 |
1,343.6 |
0.618 |
1,336.4 |
HIGH |
1,324.7 |
0.618 |
1,317.5 |
0.500 |
1,315.3 |
0.382 |
1,313.0 |
LOW |
1,305.8 |
0.618 |
1,294.1 |
1.000 |
1,286.9 |
1.618 |
1,275.2 |
2.618 |
1,256.3 |
4.250 |
1,225.5 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,315.3 |
1,319.4 |
PP |
1,313.3 |
1,316.0 |
S1 |
1,311.4 |
1,312.7 |
|