Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,266.0 |
5,303.0 |
37.0 |
0.7% |
5,170.0 |
High |
5,266.0 |
5,311.0 |
45.0 |
0.9% |
5,260.0 |
Low |
5,229.0 |
5,287.0 |
58.0 |
1.1% |
5,153.0 |
Close |
5,247.0 |
5,307.0 |
60.0 |
1.1% |
5,231.0 |
Range |
37.0 |
24.0 |
-13.0 |
-35.1% |
107.0 |
ATR |
37.7 |
39.6 |
1.9 |
5.0% |
0.0 |
Volume |
66,400 |
21,235 |
-45,165 |
-68.0% |
24,718 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,373.7 |
5,364.3 |
5,320.2 |
|
R3 |
5,349.7 |
5,340.3 |
5,313.6 |
|
R2 |
5,325.7 |
5,325.7 |
5,311.4 |
|
R1 |
5,316.3 |
5,316.3 |
5,309.2 |
5,321.0 |
PP |
5,301.7 |
5,301.7 |
5,301.7 |
5,304.0 |
S1 |
5,292.3 |
5,292.3 |
5,304.8 |
5,297.0 |
S2 |
5,277.7 |
5,277.7 |
5,302.6 |
|
S3 |
5,253.7 |
5,268.3 |
5,300.4 |
|
S4 |
5,229.7 |
5,244.3 |
5,293.8 |
|
|
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 |
5,311.0 |
5,216.0 |
95.0 |
1.8% |
31.6 |
0.6% |
96% |
True |
False |
62,761 |
10 |
5,311.0 |
5,115.0 |
196.0 |
3.7% |
27.8 |
0.5% |
98% |
True |
False |
32,704 |
20 |
5,311.0 |
5,052.0 |
259.0 |
4.9% |
25.3 |
0.5% |
98% |
True |
False |
16,466 |
40 |
5,311.0 |
4,963.0 |
348.0 |
6.6% |
24.1 |
0.5% |
99% |
True |
False |
8,282 |
60 |
5,311.0 |
4,678.0 |
633.0 |
11.9% |
19.8 |
0.4% |
99% |
True |
False |
5,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,413.0 |
2.618 |
5,373.8 |
1.618 |
5,349.8 |
1.000 |
5,335.0 |
0.618 |
5,325.8 |
HIGH |
5,311.0 |
0.618 |
5,301.8 |
0.500 |
5,299.0 |
0.382 |
5,296.2 |
LOW |
5,287.0 |
0.618 |
5,272.2 |
1.000 |
5,263.0 |
1.618 |
5,248.2 |
2.618 |
5,224.2 |
4.250 |
5,185.0 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,304.3 |
5,294.7 |
PP |
5,301.7 |
5,282.3 |
S1 |
5,299.0 |
5,270.0 |
|