Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,335.0 |
8,482.5 |
147.5 |
1.8% |
8,190.0 |
High |
8,484.5 |
8,516.5 |
32.0 |
0.4% |
8,305.0 |
Low |
8,334.0 |
8,457.0 |
123.0 |
1.5% |
8,103.5 |
Close |
8,464.5 |
8,491.5 |
27.0 |
0.3% |
8,269.5 |
Range |
150.5 |
59.5 |
-91.0 |
-60.5% |
201.5 |
ATR |
115.3 |
111.3 |
-4.0 |
-3.5% |
0.0 |
Volume |
13,894 |
5,744 |
-8,150 |
-58.7% |
4,286 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,666.8 |
8,638.7 |
8,524.2 |
|
R3 |
8,607.3 |
8,579.2 |
8,507.9 |
|
R2 |
8,547.8 |
8,547.8 |
8,502.4 |
|
R1 |
8,519.7 |
8,519.7 |
8,497.0 |
8,533.8 |
PP |
8,488.3 |
8,488.3 |
8,488.3 |
8,495.4 |
S1 |
8,460.2 |
8,460.2 |
8,486.0 |
8,474.3 |
S2 |
8,428.8 |
8,428.8 |
8,480.6 |
|
S3 |
8,369.3 |
8,400.7 |
8,475.1 |
|
S4 |
8,309.8 |
8,341.2 |
8,458.8 |
|
|
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 |
8,516.5 |
8,171.0 |
345.5 |
4.1% |
98.6 |
1.2% |
93% |
True |
False |
5,410 |
10 |
8,516.5 |
8,095.0 |
421.5 |
5.0% |
100.4 |
1.2% |
94% |
True |
False |
2,852 |
20 |
8,516.5 |
8,095.0 |
421.5 |
5.0% |
102.4 |
1.2% |
94% |
True |
False |
1,564 |
40 |
8,516.5 |
8,095.0 |
421.5 |
5.0% |
94.1 |
1.1% |
94% |
True |
False |
852 |
60 |
8,516.5 |
7,700.0 |
816.5 |
9.6% |
104.4 |
1.2% |
97% |
True |
False |
623 |
80 |
8,535.5 |
7,700.0 |
835.5 |
9.8% |
107.0 |
1.3% |
95% |
False |
False |
482 |
100 |
8,576.5 |
7,675.0 |
901.5 |
10.6% |
102.4 |
1.2% |
91% |
False |
False |
412 |
120 |
8,576.5 |
7,442.5 |
1,134.0 |
13.4% |
105.3 |
1.2% |
93% |
False |
False |
356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,769.4 |
2.618 |
8,672.3 |
1.618 |
8,612.8 |
1.000 |
8,576.0 |
0.618 |
8,553.3 |
HIGH |
8,516.5 |
0.618 |
8,493.8 |
0.500 |
8,486.8 |
0.382 |
8,479.7 |
LOW |
8,457.0 |
0.618 |
8,420.2 |
1.000 |
8,397.5 |
1.618 |
8,360.7 |
2.618 |
8,301.2 |
4.250 |
8,204.1 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,489.9 |
8,457.1 |
PP |
8,488.3 |
8,422.7 |
S1 |
8,486.8 |
8,388.3 |
|