Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,327.0 |
1,321.5 |
-5.5 |
-0.4% |
1,333.5 |
High |
1,332.0 |
1,329.4 |
-2.6 |
-0.2% |
1,375.4 |
Low |
1,313.4 |
1,305.5 |
-7.9 |
-0.6% |
1,291.5 |
Close |
1,327.0 |
1,316.3 |
-10.7 |
-0.8% |
1,332.5 |
Range |
18.6 |
23.9 |
5.3 |
28.5% |
83.9 |
ATR |
33.2 |
32.5 |
-0.7 |
-2.0% |
0.0 |
Volume |
139,642 |
155,023 |
15,381 |
11.0% |
909,850 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.8 |
1,376.4 |
1,329.4 |
|
R3 |
1,364.9 |
1,352.5 |
1,322.9 |
|
R2 |
1,341.0 |
1,341.0 |
1,320.7 |
|
R1 |
1,328.6 |
1,328.6 |
1,318.5 |
1,322.9 |
PP |
1,317.1 |
1,317.1 |
1,317.1 |
1,314.2 |
S1 |
1,304.7 |
1,304.7 |
1,314.1 |
1,299.0 |
S2 |
1,293.2 |
1,293.2 |
1,311.9 |
|
S3 |
1,269.3 |
1,280.8 |
1,309.7 |
|
S4 |
1,245.4 |
1,256.9 |
1,303.2 |
|
|
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 |
6.4% |
35.8 |
2.7% |
30% |
False |
False |
181,866 |
10 |
1,375.4 |
1,291.5 |
83.9 |
6.4% |
31.6 |
2.4% |
30% |
False |
False |
165,997 |
20 |
1,434.0 |
1,291.5 |
142.5 |
10.8% |
29.6 |
2.2% |
17% |
False |
False |
157,634 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.3% |
27.7 |
2.1% |
27% |
False |
False |
152,395 |
60 |
1,434.0 |
1,209.4 |
224.6 |
17.1% |
27.2 |
2.1% |
48% |
False |
False |
112,180 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
27.9 |
2.1% |
53% |
False |
False |
85,589 |
100 |
1,490.5 |
1,182.6 |
307.9 |
23.4% |
28.6 |
2.2% |
43% |
False |
False |
69,875 |
120 |
1,594.6 |
1,182.6 |
412.0 |
31.3% |
30.5 |
2.3% |
32% |
False |
False |
58,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,431.0 |
2.618 |
1,392.0 |
1.618 |
1,368.1 |
1.000 |
1,353.3 |
0.618 |
1,344.2 |
HIGH |
1,329.4 |
0.618 |
1,320.3 |
0.500 |
1,317.5 |
0.382 |
1,314.6 |
LOW |
1,305.5 |
0.618 |
1,290.7 |
1.000 |
1,281.6 |
1.618 |
1,266.8 |
2.618 |
1,242.9 |
4.250 |
1,203.9 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,317.5 |
1,337.0 |
PP |
1,317.1 |
1,330.1 |
S1 |
1,316.7 |
1,323.2 |
|