Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,247.0 |
5,266.0 |
19.0 |
0.4% |
5,170.0 |
High |
5,270.0 |
5,266.0 |
-4.0 |
-0.1% |
5,260.0 |
Low |
5,229.0 |
5,229.0 |
0.0 |
0.0% |
5,153.0 |
Close |
5,259.0 |
5,247.0 |
-12.0 |
-0.2% |
5,231.0 |
Range |
41.0 |
37.0 |
-4.0 |
-9.8% |
107.0 |
ATR |
37.8 |
37.7 |
-0.1 |
-0.1% |
0.0 |
Volume |
141,754 |
66,400 |
-75,354 |
-53.2% |
24,718 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,358.3 |
5,339.7 |
5,267.4 |
|
R3 |
5,321.3 |
5,302.7 |
5,257.2 |
|
R2 |
5,284.3 |
5,284.3 |
5,253.8 |
|
R1 |
5,265.7 |
5,265.7 |
5,250.4 |
5,256.5 |
PP |
5,247.3 |
5,247.3 |
5,247.3 |
5,242.8 |
S1 |
5,228.7 |
5,228.7 |
5,243.6 |
5,219.5 |
S2 |
5,210.3 |
5,210.3 |
5,240.2 |
|
S3 |
5,173.3 |
5,191.7 |
5,236.8 |
|
S4 |
5,136.3 |
5,154.7 |
5,226.7 |
|
|
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% |
32.0 |
0.6% |
44% |
False |
False |
60,374 |
10 |
5,287.0 |
5,115.0 |
172.0 |
3.3% |
27.1 |
0.5% |
77% |
False |
False |
30,702 |
20 |
5,287.0 |
5,000.0 |
287.0 |
5.5% |
26.4 |
0.5% |
86% |
False |
False |
15,406 |
40 |
5,287.0 |
4,963.0 |
324.0 |
6.2% |
23.5 |
0.4% |
88% |
False |
False |
7,751 |
60 |
5,287.0 |
4,678.0 |
609.0 |
11.6% |
19.6 |
0.4% |
93% |
False |
False |
5,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,423.3 |
2.618 |
5,362.9 |
1.618 |
5,325.9 |
1.000 |
5,303.0 |
0.618 |
5,288.9 |
HIGH |
5,266.0 |
0.618 |
5,251.9 |
0.500 |
5,247.5 |
0.382 |
5,243.1 |
LOW |
5,229.0 |
0.618 |
5,206.1 |
1.000 |
5,192.0 |
1.618 |
5,169.1 |
2.618 |
5,132.1 |
4.250 |
5,071.8 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,247.5 |
5,258.0 |
PP |
5,247.3 |
5,254.3 |
S1 |
5,247.2 |
5,250.7 |
|