Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,481.5 |
8,617.5 |
136.0 |
1.6% |
8,292.5 |
High |
8,526.0 |
8,635.0 |
109.0 |
1.3% |
8,526.0 |
Low |
8,463.5 |
8,584.5 |
121.0 |
1.4% |
8,260.0 |
Close |
8,520.0 |
8,619.0 |
99.0 |
1.2% |
8,520.0 |
Range |
62.5 |
50.5 |
-12.0 |
-19.2% |
266.0 |
ATR |
103.2 |
104.0 |
0.8 |
0.8% |
0.0 |
Volume |
39,201 |
70,978 |
31,777 |
81.1% |
78,048 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,764.3 |
8,742.2 |
8,646.8 |
|
R3 |
8,713.8 |
8,691.7 |
8,632.9 |
|
R2 |
8,663.3 |
8,663.3 |
8,628.3 |
|
R1 |
8,641.2 |
8,641.2 |
8,623.6 |
8,652.3 |
PP |
8,612.8 |
8,612.8 |
8,612.8 |
8,618.4 |
S1 |
8,590.7 |
8,590.7 |
8,614.4 |
8,601.8 |
S2 |
8,562.3 |
8,562.3 |
8,609.7 |
|
S3 |
8,511.8 |
8,540.2 |
8,605.1 |
|
S4 |
8,461.3 |
8,489.7 |
8,591.2 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,233.3 |
9,142.7 |
8,666.3 |
|
R3 |
8,967.3 |
8,876.7 |
8,593.2 |
|
R2 |
8,701.3 |
8,701.3 |
8,568.8 |
|
R1 |
8,610.7 |
8,610.7 |
8,544.4 |
8,656.0 |
PP |
8,435.3 |
8,435.3 |
8,435.3 |
8,458.0 |
S1 |
8,344.7 |
8,344.7 |
8,495.6 |
8,390.0 |
S2 |
8,169.3 |
8,169.3 |
8,471.2 |
|
S3 |
7,903.3 |
8,078.7 |
8,446.9 |
|
S4 |
7,637.3 |
7,812.7 |
8,373.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,635.0 |
8,334.0 |
301.0 |
3.5% |
72.8 |
0.8% |
95% |
True |
False |
28,968 |
10 |
8,635.0 |
8,103.5 |
531.5 |
6.2% |
89.0 |
1.0% |
97% |
True |
False |
15,309 |
20 |
8,635.0 |
8,095.0 |
540.0 |
6.3% |
97.6 |
1.1% |
97% |
True |
False |
7,787 |
40 |
8,635.0 |
8,095.0 |
540.0 |
6.3% |
92.5 |
1.1% |
97% |
True |
False |
3,975 |
60 |
8,635.0 |
7,725.0 |
910.0 |
10.6% |
98.0 |
1.1% |
98% |
True |
False |
2,704 |
80 |
8,635.0 |
7,700.0 |
935.0 |
10.8% |
105.5 |
1.2% |
98% |
True |
False |
2,045 |
100 |
8,635.0 |
7,700.0 |
935.0 |
10.8% |
101.4 |
1.2% |
98% |
True |
False |
1,661 |
120 |
8,635.0 |
7,442.5 |
1,192.5 |
13.8% |
103.6 |
1.2% |
99% |
True |
False |
1,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,849.6 |
2.618 |
8,767.2 |
1.618 |
8,716.7 |
1.000 |
8,685.5 |
0.618 |
8,666.2 |
HIGH |
8,635.0 |
0.618 |
8,615.7 |
0.500 |
8,609.8 |
0.382 |
8,603.8 |
LOW |
8,584.5 |
0.618 |
8,553.3 |
1.000 |
8,534.0 |
1.618 |
8,502.8 |
2.618 |
8,452.3 |
4.250 |
8,369.9 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,615.9 |
8,595.8 |
PP |
8,612.8 |
8,572.5 |
S1 |
8,609.8 |
8,549.3 |
|