Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,366.2 |
1,327.0 |
-39.2 |
-2.9% |
1,333.5 |
High |
1,368.4 |
1,332.0 |
-36.4 |
-2.7% |
1,375.4 |
Low |
1,324.9 |
1,313.4 |
-11.5 |
-0.9% |
1,291.5 |
Close |
1,332.5 |
1,327.0 |
-5.5 |
-0.4% |
1,332.5 |
Range |
43.5 |
18.6 |
-24.9 |
-57.2% |
83.9 |
ATR |
34.3 |
33.2 |
-1.1 |
-3.2% |
0.0 |
Volume |
190,860 |
139,642 |
-51,218 |
-26.8% |
909,850 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.9 |
1,372.1 |
1,337.2 |
|
R3 |
1,361.3 |
1,353.5 |
1,332.1 |
|
R2 |
1,342.7 |
1,342.7 |
1,330.4 |
|
R1 |
1,334.9 |
1,334.9 |
1,328.7 |
1,336.3 |
PP |
1,324.1 |
1,324.1 |
1,324.1 |
1,324.9 |
S1 |
1,316.3 |
1,316.3 |
1,325.3 |
1,317.7 |
S2 |
1,305.5 |
1,305.5 |
1,323.6 |
|
S3 |
1,286.9 |
1,297.7 |
1,321.9 |
|
S4 |
1,268.3 |
1,279.1 |
1,316.8 |
|
|
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% |
34.8 |
2.6% |
42% |
False |
False |
178,261 |
10 |
1,391.4 |
1,291.5 |
99.9 |
7.5% |
32.6 |
2.5% |
36% |
False |
False |
163,681 |
20 |
1,434.0 |
1,291.5 |
142.5 |
10.7% |
29.3 |
2.2% |
25% |
False |
False |
155,035 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.2% |
27.5 |
2.1% |
34% |
False |
False |
151,071 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.9% |
27.7 |
2.1% |
57% |
False |
False |
109,929 |
80 |
1,434.0 |
1,182.6 |
251.4 |
18.9% |
28.1 |
2.1% |
57% |
False |
False |
83,708 |
100 |
1,490.5 |
1,182.6 |
307.9 |
23.2% |
28.6 |
2.2% |
47% |
False |
False |
68,362 |
120 |
1,594.6 |
1,182.6 |
412.0 |
31.0% |
30.4 |
2.3% |
35% |
False |
False |
57,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.1 |
2.618 |
1,380.7 |
1.618 |
1,362.1 |
1.000 |
1,350.6 |
0.618 |
1,343.5 |
HIGH |
1,332.0 |
0.618 |
1,324.9 |
0.500 |
1,322.7 |
0.382 |
1,320.5 |
LOW |
1,313.4 |
0.618 |
1,301.9 |
1.000 |
1,294.8 |
1.618 |
1,283.3 |
2.618 |
1,264.7 |
4.250 |
1,234.4 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,325.6 |
1,344.4 |
PP |
1,324.1 |
1,338.6 |
S1 |
1,322.7 |
1,332.8 |
|