Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,309.5 |
1,365.0 |
55.5 |
4.2% |
1,391.1 |
High |
1,367.8 |
1,375.4 |
7.6 |
0.6% |
1,395.0 |
Low |
1,291.5 |
1,358.5 |
67.0 |
5.2% |
1,304.6 |
Close |
1,307.6 |
1,369.3 |
61.7 |
4.7% |
1,308.6 |
Range |
76.3 |
16.9 |
-59.4 |
-77.9% |
90.4 |
ATR |
30.9 |
33.5 |
2.6 |
8.5% |
0.0 |
Volume |
243,776 |
180,030 |
-63,746 |
-26.1% |
667,834 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.4 |
1,410.8 |
1,378.6 |
|
R3 |
1,401.5 |
1,393.9 |
1,373.9 |
|
R2 |
1,384.6 |
1,384.6 |
1,372.4 |
|
R1 |
1,377.0 |
1,377.0 |
1,370.8 |
1,380.8 |
PP |
1,367.7 |
1,367.7 |
1,367.7 |
1,369.7 |
S1 |
1,360.1 |
1,360.1 |
1,367.8 |
1,363.9 |
S2 |
1,350.8 |
1,350.8 |
1,366.2 |
|
S3 |
1,333.9 |
1,343.2 |
1,364.7 |
|
S4 |
1,317.0 |
1,326.3 |
1,360.0 |
|
|
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 |
1,375.4 |
1,291.5 |
83.9 |
6.1% |
34.3 |
2.5% |
93% |
True |
False |
177,847 |
10 |
1,395.0 |
1,291.5 |
103.5 |
7.6% |
31.2 |
2.3% |
75% |
False |
False |
154,835 |
20 |
1,434.0 |
1,291.5 |
142.5 |
10.4% |
29.2 |
2.1% |
55% |
False |
False |
153,967 |
40 |
1,434.0 |
1,271.8 |
162.2 |
11.8% |
27.4 |
2.0% |
60% |
False |
False |
145,728 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.4% |
28.4 |
2.1% |
74% |
False |
False |
104,855 |
80 |
1,434.0 |
1,182.6 |
251.4 |
18.4% |
27.8 |
2.0% |
74% |
False |
False |
79,979 |
100 |
1,490.5 |
1,182.6 |
307.9 |
22.5% |
28.5 |
2.1% |
61% |
False |
False |
65,140 |
120 |
1,608.5 |
1,182.6 |
425.9 |
31.1% |
30.4 |
2.2% |
44% |
False |
False |
54,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.2 |
2.618 |
1,419.6 |
1.618 |
1,402.7 |
1.000 |
1,392.3 |
0.618 |
1,385.8 |
HIGH |
1,375.4 |
0.618 |
1,368.9 |
0.500 |
1,367.0 |
0.382 |
1,365.0 |
LOW |
1,358.5 |
0.618 |
1,348.1 |
1.000 |
1,341.6 |
1.618 |
1,331.2 |
2.618 |
1,314.3 |
4.250 |
1,286.7 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,368.5 |
1,357.4 |
PP |
1,367.7 |
1,345.4 |
S1 |
1,367.0 |
1,333.5 |
|