Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,266.0 |
5,312.0 |
46.0 |
0.9% |
5,245.0 |
High |
5,306.0 |
5,322.0 |
16.0 |
0.3% |
5,322.0 |
Low |
5,246.0 |
5,303.0 |
57.0 |
1.1% |
5,219.0 |
Close |
5,304.0 |
5,309.0 |
5.0 |
0.1% |
5,309.0 |
Range |
60.0 |
19.0 |
-41.0 |
-68.3% |
103.0 |
ATR |
42.9 |
41.2 |
-1.7 |
-4.0% |
0.0 |
Volume |
20,561 |
14,241 |
-6,320 |
-30.7% |
87,593 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,368.3 |
5,357.7 |
5,319.5 |
|
R3 |
5,349.3 |
5,338.7 |
5,314.2 |
|
R2 |
5,330.3 |
5,330.3 |
5,312.5 |
|
R1 |
5,319.7 |
5,319.7 |
5,310.7 |
5,315.5 |
PP |
5,311.3 |
5,311.3 |
5,311.3 |
5,309.3 |
S1 |
5,300.7 |
5,300.7 |
5,307.3 |
5,296.5 |
S2 |
5,292.3 |
5,292.3 |
5,305.5 |
|
S3 |
5,273.3 |
5,281.7 |
5,303.8 |
|
S4 |
5,254.3 |
5,262.7 |
5,298.6 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,592.3 |
5,553.7 |
5,365.7 |
|
R3 |
5,489.3 |
5,450.7 |
5,337.3 |
|
R2 |
5,386.3 |
5,386.3 |
5,327.9 |
|
R1 |
5,347.7 |
5,347.7 |
5,318.4 |
5,367.0 |
PP |
5,283.3 |
5,283.3 |
5,283.3 |
5,293.0 |
S1 |
5,244.7 |
5,244.7 |
5,299.6 |
5,264.0 |
S2 |
5,180.3 |
5,180.3 |
5,290.1 |
|
S3 |
5,077.3 |
5,141.7 |
5,280.7 |
|
S4 |
4,974.3 |
5,038.7 |
5,252.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,322.0 |
5,219.0 |
103.0 |
1.9% |
40.4 |
0.8% |
87% |
True |
False |
17,518 |
10 |
5,322.0 |
5,219.0 |
103.0 |
1.9% |
36.4 |
0.7% |
87% |
True |
False |
40,900 |
20 |
5,322.0 |
5,115.0 |
207.0 |
3.9% |
30.0 |
0.6% |
94% |
True |
False |
21,808 |
40 |
5,322.0 |
4,963.0 |
359.0 |
6.8% |
26.7 |
0.5% |
96% |
True |
False |
10,955 |
60 |
5,322.0 |
4,764.0 |
558.0 |
10.5% |
22.3 |
0.4% |
98% |
True |
False |
7,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,402.8 |
2.618 |
5,371.7 |
1.618 |
5,352.7 |
1.000 |
5,341.0 |
0.618 |
5,333.7 |
HIGH |
5,322.0 |
0.618 |
5,314.7 |
0.500 |
5,312.5 |
0.382 |
5,310.3 |
LOW |
5,303.0 |
0.618 |
5,291.3 |
1.000 |
5,284.0 |
1.618 |
5,272.3 |
2.618 |
5,253.3 |
4.250 |
5,222.3 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,312.5 |
5,297.5 |
PP |
5,311.3 |
5,286.0 |
S1 |
5,310.2 |
5,274.5 |
|