Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,482.5 |
8,516.5 |
34.0 |
0.4% |
8,190.0 |
High |
8,516.5 |
8,521.5 |
5.0 |
0.1% |
8,305.0 |
Low |
8,457.0 |
8,480.5 |
23.5 |
0.3% |
8,103.5 |
Close |
8,491.5 |
8,497.0 |
5.5 |
0.1% |
8,269.5 |
Range |
59.5 |
41.0 |
-18.5 |
-31.1% |
201.5 |
ATR |
111.3 |
106.3 |
-5.0 |
-4.5% |
0.0 |
Volume |
5,744 |
15,025 |
9,281 |
161.6% |
4,286 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,622.7 |
8,600.8 |
8,519.6 |
|
R3 |
8,581.7 |
8,559.8 |
8,508.3 |
|
R2 |
8,540.7 |
8,540.7 |
8,504.5 |
|
R1 |
8,518.8 |
8,518.8 |
8,500.8 |
8,509.3 |
PP |
8,499.7 |
8,499.7 |
8,499.7 |
8,494.9 |
S1 |
8,477.8 |
8,477.8 |
8,493.2 |
8,468.3 |
S2 |
8,458.7 |
8,458.7 |
8,489.5 |
|
S3 |
8,417.7 |
8,436.8 |
8,485.7 |
|
S4 |
8,376.7 |
8,395.8 |
8,474.5 |
|
|
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 |
8,521.5 |
8,180.0 |
341.5 |
4.0% |
88.2 |
1.0% |
93% |
True |
False |
8,311 |
10 |
8,521.5 |
8,095.0 |
426.5 |
5.0% |
99.1 |
1.2% |
94% |
True |
False |
4,332 |
20 |
8,521.5 |
8,095.0 |
426.5 |
5.0% |
98.7 |
1.2% |
94% |
True |
False |
2,301 |
40 |
8,521.5 |
8,095.0 |
426.5 |
5.0% |
92.3 |
1.1% |
94% |
True |
False |
1,225 |
60 |
8,521.5 |
7,700.0 |
821.5 |
9.7% |
101.6 |
1.2% |
97% |
True |
False |
872 |
80 |
8,535.5 |
7,700.0 |
835.5 |
9.8% |
106.2 |
1.2% |
95% |
False |
False |
668 |
100 |
8,576.5 |
7,700.0 |
876.5 |
10.3% |
101.7 |
1.2% |
91% |
False |
False |
561 |
120 |
8,576.5 |
7,442.5 |
1,134.0 |
13.3% |
104.3 |
1.2% |
93% |
False |
False |
481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,695.8 |
2.618 |
8,628.8 |
1.618 |
8,587.8 |
1.000 |
8,562.5 |
0.618 |
8,546.8 |
HIGH |
8,521.5 |
0.618 |
8,505.8 |
0.500 |
8,501.0 |
0.382 |
8,496.2 |
LOW |
8,480.5 |
0.618 |
8,455.2 |
1.000 |
8,439.5 |
1.618 |
8,414.2 |
2.618 |
8,373.2 |
4.250 |
8,306.3 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,501.0 |
8,473.9 |
PP |
8,499.7 |
8,450.8 |
S1 |
8,498.3 |
8,427.8 |
|