Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,365.0 |
1,366.2 |
1.2 |
0.1% |
1,333.5 |
High |
1,375.4 |
1,368.4 |
-7.0 |
-0.5% |
1,375.4 |
Low |
1,358.5 |
1,324.9 |
-33.6 |
-2.5% |
1,291.5 |
Close |
1,369.3 |
1,332.5 |
-36.8 |
-2.7% |
1,332.5 |
Range |
16.9 |
43.5 |
26.6 |
157.4% |
83.9 |
ATR |
33.5 |
34.3 |
0.8 |
2.3% |
0.0 |
Volume |
180,030 |
190,860 |
10,830 |
6.0% |
909,850 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.4 |
1,446.0 |
1,356.4 |
|
R3 |
1,428.9 |
1,402.5 |
1,344.5 |
|
R2 |
1,385.4 |
1,385.4 |
1,340.5 |
|
R1 |
1,359.0 |
1,359.0 |
1,336.5 |
1,350.5 |
PP |
1,341.9 |
1,341.9 |
1,341.9 |
1,337.7 |
S1 |
1,315.5 |
1,315.5 |
1,328.5 |
1,307.0 |
S2 |
1,298.4 |
1,298.4 |
1,324.5 |
|
S3 |
1,254.9 |
1,272.0 |
1,320.5 |
|
S4 |
1,211.4 |
1,228.5 |
1,308.6 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,584.8 |
1,542.6 |
1,378.6 |
|
R3 |
1,500.9 |
1,458.7 |
1,355.6 |
|
R2 |
1,417.0 |
1,417.0 |
1,347.9 |
|
R1 |
1,374.8 |
1,374.8 |
1,340.2 |
1,354.0 |
PP |
1,333.1 |
1,333.1 |
1,333.1 |
1,322.7 |
S1 |
1,290.9 |
1,290.9 |
1,324.8 |
1,270.1 |
S2 |
1,249.2 |
1,249.2 |
1,317.1 |
|
S3 |
1,165.3 |
1,207.0 |
1,309.4 |
|
S4 |
1,081.4 |
1,123.1 |
1,286.4 |
|
|
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 |
6.3% |
37.8 |
2.8% |
49% |
False |
False |
181,970 |
10 |
1,395.0 |
1,291.5 |
103.5 |
7.8% |
32.1 |
2.4% |
40% |
False |
False |
157,768 |
20 |
1,434.0 |
1,291.5 |
142.5 |
10.7% |
30.0 |
2.3% |
29% |
False |
False |
156,131 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.2% |
27.7 |
2.1% |
37% |
False |
False |
149,171 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.9% |
28.2 |
2.1% |
60% |
False |
False |
107,911 |
80 |
1,434.0 |
1,182.6 |
251.4 |
18.9% |
28.2 |
2.1% |
60% |
False |
False |
82,220 |
100 |
1,490.5 |
1,182.6 |
307.9 |
23.1% |
28.8 |
2.2% |
49% |
False |
False |
66,986 |
120 |
1,594.6 |
1,182.6 |
412.0 |
30.9% |
30.5 |
2.3% |
36% |
False |
False |
56,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,553.3 |
2.618 |
1,482.3 |
1.618 |
1,438.8 |
1.000 |
1,411.9 |
0.618 |
1,395.3 |
HIGH |
1,368.4 |
0.618 |
1,351.8 |
0.500 |
1,346.7 |
0.382 |
1,341.5 |
LOW |
1,324.9 |
0.618 |
1,298.0 |
1.000 |
1,281.4 |
1.618 |
1,254.5 |
2.618 |
1,211.0 |
4.250 |
1,140.0 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,346.7 |
1,333.5 |
PP |
1,341.9 |
1,333.1 |
S1 |
1,337.2 |
1,332.8 |
|