Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,750.0 |
8,704.0 |
-46.0 |
-0.5% |
8,617.5 |
High |
8,779.0 |
8,717.0 |
-62.0 |
-0.7% |
8,779.0 |
Low |
8,673.5 |
8,660.0 |
-13.5 |
-0.2% |
8,584.5 |
Close |
8,690.5 |
8,679.0 |
-11.5 |
-0.1% |
8,679.0 |
Range |
105.5 |
57.0 |
-48.5 |
-46.0% |
194.5 |
ATR |
107.0 |
103.4 |
-3.6 |
-3.3% |
0.0 |
Volume |
93,106 |
89,072 |
-4,034 |
-4.3% |
381,980 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,856.3 |
8,824.7 |
8,710.4 |
|
R3 |
8,799.3 |
8,767.7 |
8,694.7 |
|
R2 |
8,742.3 |
8,742.3 |
8,689.5 |
|
R1 |
8,710.7 |
8,710.7 |
8,684.2 |
8,698.0 |
PP |
8,685.3 |
8,685.3 |
8,685.3 |
8,679.0 |
S1 |
8,653.7 |
8,653.7 |
8,673.8 |
8,641.0 |
S2 |
8,628.3 |
8,628.3 |
8,668.6 |
|
S3 |
8,571.3 |
8,596.7 |
8,663.3 |
|
S4 |
8,514.3 |
8,539.7 |
8,647.7 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,264.3 |
9,166.2 |
8,786.0 |
|
R3 |
9,069.8 |
8,971.7 |
8,732.5 |
|
R2 |
8,875.3 |
8,875.3 |
8,714.7 |
|
R1 |
8,777.2 |
8,777.2 |
8,696.8 |
8,826.3 |
PP |
8,680.8 |
8,680.8 |
8,680.8 |
8,705.4 |
S1 |
8,582.7 |
8,582.7 |
8,661.2 |
8,631.8 |
S2 |
8,486.3 |
8,486.3 |
8,643.3 |
|
S3 |
8,291.8 |
8,388.2 |
8,625.5 |
|
S4 |
8,097.3 |
8,193.7 |
8,572.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,779.0 |
8,584.5 |
194.5 |
2.2% |
83.3 |
1.0% |
49% |
False |
False |
76,396 |
10 |
8,779.0 |
8,260.0 |
519.0 |
6.0% |
79.5 |
0.9% |
81% |
False |
False |
46,002 |
20 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
96.7 |
1.1% |
85% |
False |
False |
23,292 |
40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
92.5 |
1.1% |
85% |
False |
False |
11,728 |
60 |
8,779.0 |
7,748.5 |
1,030.5 |
11.9% |
95.4 |
1.1% |
90% |
False |
False |
7,877 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
104.7 |
1.2% |
91% |
False |
False |
5,929 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
100.6 |
1.2% |
91% |
False |
False |
4,759 |
120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.4% |
103.2 |
1.2% |
93% |
False |
False |
3,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,959.3 |
2.618 |
8,866.2 |
1.618 |
8,809.2 |
1.000 |
8,774.0 |
0.618 |
8,752.2 |
HIGH |
8,717.0 |
0.618 |
8,695.2 |
0.500 |
8,688.5 |
0.382 |
8,681.8 |
LOW |
8,660.0 |
0.618 |
8,624.8 |
1.000 |
8,603.0 |
1.618 |
8,567.8 |
2.618 |
8,510.8 |
4.250 |
8,417.8 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,688.5 |
8,690.3 |
PP |
8,685.3 |
8,686.5 |
S1 |
8,682.2 |
8,682.8 |
|