Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,333.1 |
1,323.7 |
-9.4 |
-0.7% |
1,327.0 |
High |
1,340.0 |
1,345.2 |
5.2 |
0.4% |
1,345.2 |
Low |
1,319.2 |
1,320.0 |
0.8 |
0.1% |
1,305.5 |
Close |
1,324.1 |
1,339.2 |
15.1 |
1.1% |
1,339.2 |
Range |
20.8 |
25.2 |
4.4 |
21.2% |
39.7 |
ATR |
31.0 |
30.6 |
-0.4 |
-1.3% |
0.0 |
Volume |
159,097 |
133,967 |
-25,130 |
-15.8% |
733,691 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.4 |
1,400.0 |
1,353.1 |
|
R3 |
1,385.2 |
1,374.8 |
1,346.1 |
|
R2 |
1,360.0 |
1,360.0 |
1,343.8 |
|
R1 |
1,349.6 |
1,349.6 |
1,341.5 |
1,354.8 |
PP |
1,334.8 |
1,334.8 |
1,334.8 |
1,337.4 |
S1 |
1,324.4 |
1,324.4 |
1,336.9 |
1,329.6 |
S2 |
1,309.6 |
1,309.6 |
1,334.6 |
|
S3 |
1,284.4 |
1,299.2 |
1,332.3 |
|
S4 |
1,259.2 |
1,274.0 |
1,325.3 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.1 |
1,433.8 |
1,361.0 |
|
R3 |
1,409.4 |
1,394.1 |
1,350.1 |
|
R2 |
1,369.7 |
1,369.7 |
1,346.5 |
|
R1 |
1,354.4 |
1,354.4 |
1,342.8 |
1,362.1 |
PP |
1,330.0 |
1,330.0 |
1,330.0 |
1,333.8 |
S1 |
1,314.7 |
1,314.7 |
1,335.6 |
1,322.4 |
S2 |
1,290.3 |
1,290.3 |
1,331.9 |
|
S3 |
1,250.6 |
1,275.0 |
1,328.3 |
|
S4 |
1,210.9 |
1,235.3 |
1,317.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.2 |
1,305.5 |
39.7 |
3.0% |
22.0 |
1.6% |
85% |
True |
False |
146,738 |
10 |
1,375.4 |
1,291.5 |
83.9 |
6.3% |
29.9 |
2.2% |
57% |
False |
False |
164,354 |
20 |
1,416.4 |
1,291.5 |
124.9 |
9.3% |
29.7 |
2.2% |
38% |
False |
False |
155,860 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.1% |
27.6 |
2.1% |
42% |
False |
False |
150,814 |
60 |
1,434.0 |
1,209.4 |
224.6 |
16.8% |
26.9 |
2.0% |
58% |
False |
False |
118,607 |
80 |
1,434.0 |
1,182.6 |
251.4 |
18.8% |
27.9 |
2.1% |
62% |
False |
False |
90,938 |
100 |
1,478.9 |
1,182.6 |
296.3 |
22.1% |
28.6 |
2.1% |
53% |
False |
False |
74,184 |
120 |
1,592.1 |
1,182.6 |
409.5 |
30.6% |
30.5 |
2.3% |
38% |
False |
False |
62,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.3 |
2.618 |
1,411.2 |
1.618 |
1,386.0 |
1.000 |
1,370.4 |
0.618 |
1,360.8 |
HIGH |
1,345.2 |
0.618 |
1,335.6 |
0.500 |
1,332.6 |
0.382 |
1,329.6 |
LOW |
1,320.0 |
0.618 |
1,304.4 |
1.000 |
1,294.8 |
1.618 |
1,279.2 |
2.618 |
1,254.0 |
4.250 |
1,212.9 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,337.0 |
1,336.4 |
PP |
1,334.8 |
1,333.7 |
S1 |
1,332.6 |
1,330.9 |
|