Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,704.0 |
8,683.0 |
-21.0 |
-0.2% |
8,617.5 |
High |
8,717.0 |
8,704.0 |
-13.0 |
-0.1% |
8,779.0 |
Low |
8,660.0 |
8,609.0 |
-51.0 |
-0.6% |
8,584.5 |
Close |
8,679.0 |
8,632.0 |
-47.0 |
-0.5% |
8,679.0 |
Range |
57.0 |
95.0 |
38.0 |
66.7% |
194.5 |
ATR |
103.4 |
102.8 |
-0.6 |
-0.6% |
0.0 |
Volume |
89,072 |
73,533 |
-15,539 |
-17.4% |
381,980 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,933.3 |
8,877.7 |
8,684.3 |
|
R3 |
8,838.3 |
8,782.7 |
8,658.1 |
|
R2 |
8,743.3 |
8,743.3 |
8,649.4 |
|
R1 |
8,687.7 |
8,687.7 |
8,640.7 |
8,668.0 |
PP |
8,648.3 |
8,648.3 |
8,648.3 |
8,638.5 |
S1 |
8,592.7 |
8,592.7 |
8,623.3 |
8,573.0 |
S2 |
8,553.3 |
8,553.3 |
8,614.6 |
|
S3 |
8,458.3 |
8,497.7 |
8,605.9 |
|
S4 |
8,363.3 |
8,402.7 |
8,579.8 |
|
|
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 |
8,593.0 |
186.0 |
2.2% |
92.2 |
1.1% |
21% |
False |
False |
76,907 |
10 |
8,779.0 |
8,334.0 |
445.0 |
5.2% |
82.5 |
1.0% |
67% |
False |
False |
52,937 |
20 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
98.6 |
1.1% |
79% |
False |
False |
26,960 |
40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
92.8 |
1.1% |
79% |
False |
False |
13,564 |
60 |
8,779.0 |
7,748.5 |
1,030.5 |
11.9% |
95.0 |
1.1% |
86% |
False |
False |
9,100 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
103.9 |
1.2% |
86% |
False |
False |
6,847 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
101.3 |
1.2% |
86% |
False |
False |
5,494 |
120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.5% |
102.5 |
1.2% |
89% |
False |
False |
4,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,107.8 |
2.618 |
8,952.7 |
1.618 |
8,857.7 |
1.000 |
8,799.0 |
0.618 |
8,762.7 |
HIGH |
8,704.0 |
0.618 |
8,667.7 |
0.500 |
8,656.5 |
0.382 |
8,645.3 |
LOW |
8,609.0 |
0.618 |
8,550.3 |
1.000 |
8,514.0 |
1.618 |
8,455.3 |
2.618 |
8,360.3 |
4.250 |
8,205.3 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,656.5 |
8,694.0 |
PP |
8,648.3 |
8,673.3 |
S1 |
8,640.2 |
8,652.7 |
|