Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,287.0 |
5,247.0 |
-40.0 |
-0.8% |
5,170.0 |
High |
5,287.0 |
5,270.0 |
-17.0 |
-0.3% |
5,260.0 |
Low |
5,253.0 |
5,229.0 |
-24.0 |
-0.5% |
5,153.0 |
Close |
5,258.0 |
5,259.0 |
1.0 |
0.0% |
5,231.0 |
Range |
34.0 |
41.0 |
7.0 |
20.6% |
107.0 |
ATR |
37.5 |
37.8 |
0.2 |
0.7% |
0.0 |
Volume |
72,156 |
141,754 |
69,598 |
96.5% |
24,718 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,375.7 |
5,358.3 |
5,281.6 |
|
R3 |
5,334.7 |
5,317.3 |
5,270.3 |
|
R2 |
5,293.7 |
5,293.7 |
5,266.5 |
|
R1 |
5,276.3 |
5,276.3 |
5,262.8 |
5,285.0 |
PP |
5,252.7 |
5,252.7 |
5,252.7 |
5,257.0 |
S1 |
5,235.3 |
5,235.3 |
5,255.2 |
5,244.0 |
S2 |
5,211.7 |
5,211.7 |
5,251.5 |
|
S3 |
5,170.7 |
5,194.3 |
5,247.7 |
|
S4 |
5,129.7 |
5,153.3 |
5,236.5 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,535.7 |
5,490.3 |
5,289.9 |
|
R3 |
5,428.7 |
5,383.3 |
5,260.4 |
|
R2 |
5,321.7 |
5,321.7 |
5,250.6 |
|
R1 |
5,276.3 |
5,276.3 |
5,240.8 |
5,299.0 |
PP |
5,214.7 |
5,214.7 |
5,214.7 |
5,226.0 |
S1 |
5,169.3 |
5,169.3 |
5,221.2 |
5,192.0 |
S2 |
5,107.7 |
5,107.7 |
5,211.4 |
|
S3 |
5,000.7 |
5,062.3 |
5,201.6 |
|
S4 |
4,893.7 |
4,955.3 |
5,172.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,287.0 |
5,216.0 |
71.0 |
1.4% |
27.8 |
0.5% |
61% |
False |
False |
47,225 |
10 |
5,287.0 |
5,115.0 |
172.0 |
3.3% |
24.9 |
0.5% |
84% |
False |
False |
24,080 |
20 |
5,287.0 |
5,000.0 |
287.0 |
5.5% |
25.7 |
0.5% |
90% |
False |
False |
12,087 |
40 |
5,287.0 |
4,963.0 |
324.0 |
6.2% |
22.6 |
0.4% |
91% |
False |
False |
6,092 |
60 |
5,287.0 |
4,678.0 |
609.0 |
11.6% |
19.0 |
0.4% |
95% |
False |
False |
4,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,444.3 |
2.618 |
5,377.3 |
1.618 |
5,336.3 |
1.000 |
5,311.0 |
0.618 |
5,295.3 |
HIGH |
5,270.0 |
0.618 |
5,254.3 |
0.500 |
5,249.5 |
0.382 |
5,244.7 |
LOW |
5,229.0 |
0.618 |
5,203.7 |
1.000 |
5,188.0 |
1.618 |
5,162.7 |
2.618 |
5,121.7 |
4.250 |
5,054.8 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,255.8 |
5,256.5 |
PP |
5,252.7 |
5,254.0 |
S1 |
5,249.5 |
5,251.5 |
|