Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,217.0 |
8,292.5 |
75.5 |
0.9% |
8,190.0 |
High |
8,305.0 |
8,325.0 |
20.0 |
0.2% |
8,305.0 |
Low |
8,180.0 |
8,260.0 |
80.0 |
1.0% |
8,103.5 |
Close |
8,269.5 |
8,286.5 |
17.0 |
0.2% |
8,269.5 |
Range |
125.0 |
65.0 |
-60.0 |
-48.0% |
201.5 |
ATR |
112.3 |
108.9 |
-3.4 |
-3.0% |
0.0 |
Volume |
2,709 |
4,184 |
1,475 |
54.4% |
4,286 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,485.5 |
8,451.0 |
8,322.3 |
|
R3 |
8,420.5 |
8,386.0 |
8,304.4 |
|
R2 |
8,355.5 |
8,355.5 |
8,298.4 |
|
R1 |
8,321.0 |
8,321.0 |
8,292.5 |
8,305.8 |
PP |
8,290.5 |
8,290.5 |
8,290.5 |
8,282.9 |
S1 |
8,256.0 |
8,256.0 |
8,280.5 |
8,240.8 |
S2 |
8,225.5 |
8,225.5 |
8,274.6 |
|
S3 |
8,160.5 |
8,191.0 |
8,268.6 |
|
S4 |
8,095.5 |
8,126.0 |
8,250.8 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,830.5 |
8,751.5 |
8,380.3 |
|
R3 |
8,629.0 |
8,550.0 |
8,324.9 |
|
R2 |
8,427.5 |
8,427.5 |
8,306.4 |
|
R1 |
8,348.5 |
8,348.5 |
8,288.0 |
8,388.0 |
PP |
8,226.0 |
8,226.0 |
8,226.0 |
8,245.8 |
S1 |
8,147.0 |
8,147.0 |
8,251.0 |
8,186.5 |
S2 |
8,024.5 |
8,024.5 |
8,232.6 |
|
S3 |
7,823.0 |
7,945.5 |
8,214.1 |
|
S4 |
7,621.5 |
7,744.0 |
8,158.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,325.0 |
8,103.5 |
221.5 |
2.7% |
105.2 |
1.3% |
83% |
True |
False |
1,650 |
10 |
8,425.0 |
8,095.0 |
330.0 |
4.0% |
114.6 |
1.4% |
58% |
False |
False |
984 |
20 |
8,462.0 |
8,095.0 |
367.0 |
4.4% |
97.2 |
1.2% |
52% |
False |
False |
599 |
40 |
8,469.5 |
8,095.0 |
374.5 |
4.5% |
93.5 |
1.1% |
51% |
False |
False |
366 |
60 |
8,469.5 |
7,700.0 |
769.5 |
9.3% |
103.9 |
1.3% |
76% |
False |
False |
297 |
80 |
8,576.5 |
7,700.0 |
876.5 |
10.6% |
106.8 |
1.3% |
67% |
False |
False |
242 |
100 |
8,576.5 |
7,465.0 |
1,111.5 |
13.4% |
103.3 |
1.2% |
74% |
False |
False |
218 |
120 |
8,576.5 |
7,442.5 |
1,134.0 |
13.7% |
104.9 |
1.3% |
74% |
False |
False |
193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,601.3 |
2.618 |
8,495.2 |
1.618 |
8,430.2 |
1.000 |
8,390.0 |
0.618 |
8,365.2 |
HIGH |
8,325.0 |
0.618 |
8,300.2 |
0.500 |
8,292.5 |
0.382 |
8,284.8 |
LOW |
8,260.0 |
0.618 |
8,219.8 |
1.000 |
8,195.0 |
1.618 |
8,154.8 |
2.618 |
8,089.8 |
4.250 |
7,983.8 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,292.5 |
8,273.7 |
PP |
8,290.5 |
8,260.8 |
S1 |
8,288.5 |
8,248.0 |
|