Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,617.5 |
8,614.0 |
-3.5 |
0.0% |
8,292.5 |
High |
8,635.0 |
8,633.0 |
-2.0 |
0.0% |
8,526.0 |
Low |
8,584.5 |
8,593.0 |
8.5 |
0.1% |
8,260.0 |
Close |
8,619.0 |
8,608.0 |
-11.0 |
-0.1% |
8,520.0 |
Range |
50.5 |
40.0 |
-10.5 |
-20.8% |
266.0 |
ATR |
104.0 |
99.4 |
-4.6 |
-4.4% |
0.0 |
Volume |
70,978 |
71,608 |
630 |
0.9% |
78,048 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,731.3 |
8,709.7 |
8,630.0 |
|
R3 |
8,691.3 |
8,669.7 |
8,619.0 |
|
R2 |
8,651.3 |
8,651.3 |
8,615.3 |
|
R1 |
8,629.7 |
8,629.7 |
8,611.7 |
8,620.5 |
PP |
8,611.3 |
8,611.3 |
8,611.3 |
8,606.8 |
S1 |
8,589.7 |
8,589.7 |
8,604.3 |
8,580.5 |
S2 |
8,571.3 |
8,571.3 |
8,600.7 |
|
S3 |
8,531.3 |
8,549.7 |
8,597.0 |
|
S4 |
8,491.3 |
8,509.7 |
8,586.0 |
|
|
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 |
8,457.0 |
178.0 |
2.1% |
50.7 |
0.6% |
85% |
False |
False |
40,511 |
10 |
8,635.0 |
8,103.5 |
531.5 |
6.2% |
80.5 |
0.9% |
95% |
False |
False |
22,430 |
20 |
8,635.0 |
8,095.0 |
540.0 |
6.3% |
96.1 |
1.1% |
95% |
False |
False |
11,352 |
40 |
8,635.0 |
8,095.0 |
540.0 |
6.3% |
92.1 |
1.1% |
95% |
False |
False |
5,763 |
60 |
8,635.0 |
7,748.5 |
886.5 |
10.3% |
96.4 |
1.1% |
97% |
False |
False |
3,895 |
80 |
8,635.0 |
7,700.0 |
935.0 |
10.9% |
104.5 |
1.2% |
97% |
False |
False |
2,939 |
100 |
8,635.0 |
7,700.0 |
935.0 |
10.9% |
100.8 |
1.2% |
97% |
False |
False |
2,375 |
120 |
8,635.0 |
7,442.5 |
1,192.5 |
13.9% |
103.4 |
1.2% |
98% |
False |
False |
1,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,803.0 |
2.618 |
8,737.7 |
1.618 |
8,697.7 |
1.000 |
8,673.0 |
0.618 |
8,657.7 |
HIGH |
8,633.0 |
0.618 |
8,617.7 |
0.500 |
8,613.0 |
0.382 |
8,608.3 |
LOW |
8,593.0 |
0.618 |
8,568.3 |
1.000 |
8,553.0 |
1.618 |
8,528.3 |
2.618 |
8,488.3 |
4.250 |
8,423.0 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,613.0 |
8,588.4 |
PP |
8,611.3 |
8,568.8 |
S1 |
8,609.7 |
8,549.3 |
|