Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,281.0 |
5,245.0 |
-36.0 |
-0.7% |
5,287.0 |
High |
5,293.0 |
5,263.0 |
-30.0 |
-0.6% |
5,311.0 |
Low |
5,267.0 |
5,227.0 |
-40.0 |
-0.8% |
5,229.0 |
Close |
5,269.0 |
5,263.0 |
-6.0 |
-0.1% |
5,269.0 |
Range |
26.0 |
36.0 |
10.0 |
38.5% |
82.0 |
ATR |
39.6 |
39.8 |
0.2 |
0.4% |
0.0 |
Volume |
19,866 |
16,710 |
-3,156 |
-15.9% |
321,411 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,359.0 |
5,347.0 |
5,282.8 |
|
R3 |
5,323.0 |
5,311.0 |
5,272.9 |
|
R2 |
5,287.0 |
5,287.0 |
5,269.6 |
|
R1 |
5,275.0 |
5,275.0 |
5,266.3 |
5,281.0 |
PP |
5,251.0 |
5,251.0 |
5,251.0 |
5,254.0 |
S1 |
5,239.0 |
5,239.0 |
5,259.7 |
5,245.0 |
S2 |
5,215.0 |
5,215.0 |
5,256.4 |
|
S3 |
5,179.0 |
5,203.0 |
5,253.1 |
|
S4 |
5,143.0 |
5,167.0 |
5,243.2 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,515.7 |
5,474.3 |
5,314.1 |
|
R3 |
5,433.7 |
5,392.3 |
5,291.6 |
|
R2 |
5,351.7 |
5,351.7 |
5,284.0 |
|
R1 |
5,310.3 |
5,310.3 |
5,276.5 |
5,290.0 |
PP |
5,269.7 |
5,269.7 |
5,269.7 |
5,259.5 |
S1 |
5,228.3 |
5,228.3 |
5,261.5 |
5,208.0 |
S2 |
5,187.7 |
5,187.7 |
5,254.0 |
|
S3 |
5,105.7 |
5,146.3 |
5,246.5 |
|
S4 |
5,023.7 |
5,064.3 |
5,223.9 |
|
|
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 |
5,227.0 |
84.0 |
1.6% |
32.8 |
0.6% |
43% |
False |
True |
53,193 |
10 |
5,311.0 |
5,202.0 |
109.0 |
2.1% |
27.6 |
0.5% |
56% |
False |
False |
36,244 |
20 |
5,311.0 |
5,052.0 |
259.0 |
4.9% |
26.2 |
0.5% |
81% |
False |
False |
18,286 |
40 |
5,311.0 |
4,963.0 |
348.0 |
6.6% |
25.5 |
0.5% |
86% |
False |
False |
9,195 |
60 |
5,311.0 |
4,698.0 |
613.0 |
11.6% |
20.5 |
0.4% |
92% |
False |
False |
6,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,416.0 |
2.618 |
5,357.2 |
1.618 |
5,321.2 |
1.000 |
5,299.0 |
0.618 |
5,285.2 |
HIGH |
5,263.0 |
0.618 |
5,249.2 |
0.500 |
5,245.0 |
0.382 |
5,240.8 |
LOW |
5,227.0 |
0.618 |
5,204.8 |
1.000 |
5,191.0 |
1.618 |
5,168.8 |
2.618 |
5,132.8 |
4.250 |
5,074.0 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,257.0 |
5,269.0 |
PP |
5,251.0 |
5,267.0 |
S1 |
5,245.0 |
5,265.0 |
|