Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,245.0 |
5,235.0 |
-10.0 |
-0.2% |
5,287.0 |
High |
5,263.0 |
5,245.0 |
-18.0 |
-0.3% |
5,311.0 |
Low |
5,227.0 |
5,219.0 |
-8.0 |
-0.2% |
5,229.0 |
Close |
5,263.0 |
5,242.0 |
-21.0 |
-0.4% |
5,269.0 |
Range |
36.0 |
26.0 |
-10.0 |
-27.8% |
82.0 |
ATR |
39.8 |
40.1 |
0.3 |
0.8% |
0.0 |
Volume |
16,710 |
13,781 |
-2,929 |
-17.5% |
321,411 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,313.3 |
5,303.7 |
5,256.3 |
|
R3 |
5,287.3 |
5,277.7 |
5,249.2 |
|
R2 |
5,261.3 |
5,261.3 |
5,246.8 |
|
R1 |
5,251.7 |
5,251.7 |
5,244.4 |
5,256.5 |
PP |
5,235.3 |
5,235.3 |
5,235.3 |
5,237.8 |
S1 |
5,225.7 |
5,225.7 |
5,239.6 |
5,230.5 |
S2 |
5,209.3 |
5,209.3 |
5,237.2 |
|
S3 |
5,183.3 |
5,199.7 |
5,234.9 |
|
S4 |
5,157.3 |
5,173.7 |
5,227.7 |
|
|
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 |
5,219.0 |
92.0 |
1.8% |
29.8 |
0.6% |
25% |
False |
True |
27,598 |
10 |
5,311.0 |
5,216.0 |
95.0 |
1.8% |
28.8 |
0.5% |
27% |
False |
False |
37,411 |
20 |
5,311.0 |
5,052.0 |
259.0 |
4.9% |
25.9 |
0.5% |
73% |
False |
False |
18,971 |
40 |
5,311.0 |
4,963.0 |
348.0 |
6.6% |
25.6 |
0.5% |
80% |
False |
False |
9,536 |
60 |
5,311.0 |
4,698.0 |
613.0 |
11.7% |
20.4 |
0.4% |
89% |
False |
False |
6,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,355.5 |
2.618 |
5,313.1 |
1.618 |
5,287.1 |
1.000 |
5,271.0 |
0.618 |
5,261.1 |
HIGH |
5,245.0 |
0.618 |
5,235.1 |
0.500 |
5,232.0 |
0.382 |
5,228.9 |
LOW |
5,219.0 |
0.618 |
5,202.9 |
1.000 |
5,193.0 |
1.618 |
5,176.9 |
2.618 |
5,150.9 |
4.250 |
5,108.5 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,238.7 |
5,256.0 |
PP |
5,235.3 |
5,251.3 |
S1 |
5,232.0 |
5,246.7 |
|