Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,313.6 |
1,309.5 |
-4.1 |
-0.3% |
1,391.1 |
High |
1,324.7 |
1,367.8 |
43.1 |
3.3% |
1,395.0 |
Low |
1,305.8 |
1,291.5 |
-14.3 |
-1.1% |
1,304.6 |
Close |
1,309.4 |
1,307.6 |
-1.8 |
-0.1% |
1,308.6 |
Range |
18.9 |
76.3 |
57.4 |
303.7% |
90.4 |
ATR |
27.4 |
30.9 |
3.5 |
12.8% |
0.0 |
Volume |
136,997 |
243,776 |
106,779 |
77.9% |
667,834 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.2 |
1,505.7 |
1,349.6 |
|
R3 |
1,474.9 |
1,429.4 |
1,328.6 |
|
R2 |
1,398.6 |
1,398.6 |
1,321.6 |
|
R1 |
1,353.1 |
1,353.1 |
1,314.6 |
1,337.7 |
PP |
1,322.3 |
1,322.3 |
1,322.3 |
1,314.6 |
S1 |
1,276.8 |
1,276.8 |
1,300.6 |
1,261.4 |
S2 |
1,246.0 |
1,246.0 |
1,293.6 |
|
S3 |
1,169.7 |
1,200.5 |
1,286.6 |
|
S4 |
1,093.4 |
1,124.2 |
1,265.6 |
|
|
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 |
1,367.8 |
1,291.5 |
76.3 |
5.8% |
40.1 |
3.1% |
21% |
True |
True |
178,858 |
10 |
1,400.0 |
1,291.5 |
108.5 |
8.3% |
33.0 |
2.5% |
15% |
False |
True |
154,355 |
20 |
1,434.0 |
1,291.5 |
142.5 |
10.9% |
29.3 |
2.2% |
11% |
False |
True |
152,477 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.4% |
27.8 |
2.1% |
22% |
False |
False |
142,117 |
60 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
28.4 |
2.2% |
50% |
False |
False |
101,927 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
28.0 |
2.1% |
50% |
False |
False |
77,763 |
100 |
1,490.5 |
1,182.6 |
307.9 |
23.5% |
28.5 |
2.2% |
41% |
False |
False |
63,393 |
120 |
1,608.5 |
1,182.6 |
425.9 |
32.6% |
30.3 |
2.3% |
29% |
False |
False |
53,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,692.1 |
2.618 |
1,567.6 |
1.618 |
1,491.3 |
1.000 |
1,444.1 |
0.618 |
1,415.0 |
HIGH |
1,367.8 |
0.618 |
1,338.7 |
0.500 |
1,329.7 |
0.382 |
1,320.6 |
LOW |
1,291.5 |
0.618 |
1,244.3 |
1.000 |
1,215.2 |
1.618 |
1,168.0 |
2.618 |
1,091.7 |
4.250 |
967.2 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,329.7 |
1,329.7 |
PP |
1,322.3 |
1,322.3 |
S1 |
1,315.0 |
1,315.0 |
|