Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,683.0 |
8,652.0 |
-31.0 |
-0.4% |
8,617.5 |
High |
8,704.0 |
8,692.0 |
-12.0 |
-0.1% |
8,779.0 |
Low |
8,609.0 |
8,636.5 |
27.5 |
0.3% |
8,584.5 |
Close |
8,632.0 |
8,667.5 |
35.5 |
0.4% |
8,679.0 |
Range |
95.0 |
55.5 |
-39.5 |
-41.6% |
194.5 |
ATR |
102.8 |
99.7 |
-3.1 |
-3.0% |
0.0 |
Volume |
73,533 |
99,298 |
25,765 |
35.0% |
381,980 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,831.8 |
8,805.2 |
8,698.0 |
|
R3 |
8,776.3 |
8,749.7 |
8,682.8 |
|
R2 |
8,720.8 |
8,720.8 |
8,677.7 |
|
R1 |
8,694.2 |
8,694.2 |
8,672.6 |
8,707.5 |
PP |
8,665.3 |
8,665.3 |
8,665.3 |
8,672.0 |
S1 |
8,638.7 |
8,638.7 |
8,662.4 |
8,652.0 |
S2 |
8,609.8 |
8,609.8 |
8,657.3 |
|
S3 |
8,554.3 |
8,583.2 |
8,652.2 |
|
S4 |
8,498.8 |
8,527.7 |
8,637.0 |
|
|
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 |
8,601.5 |
177.5 |
2.0% |
95.3 |
1.1% |
37% |
False |
False |
82,445 |
10 |
8,779.0 |
8,457.0 |
322.0 |
3.7% |
73.0 |
0.8% |
65% |
False |
False |
61,478 |
20 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
90.5 |
1.0% |
84% |
False |
False |
31,900 |
40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
91.9 |
1.1% |
84% |
False |
False |
16,043 |
60 |
8,779.0 |
7,748.5 |
1,030.5 |
11.9% |
93.7 |
1.1% |
89% |
False |
False |
10,752 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
102.8 |
1.2% |
90% |
False |
False |
8,087 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
101.2 |
1.2% |
90% |
False |
False |
6,486 |
120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.4% |
102.5 |
1.2% |
92% |
False |
False |
5,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,927.9 |
2.618 |
8,837.3 |
1.618 |
8,781.8 |
1.000 |
8,747.5 |
0.618 |
8,726.3 |
HIGH |
8,692.0 |
0.618 |
8,670.8 |
0.500 |
8,664.3 |
0.382 |
8,657.7 |
LOW |
8,636.5 |
0.618 |
8,602.2 |
1.000 |
8,581.0 |
1.618 |
8,546.7 |
2.618 |
8,491.2 |
4.250 |
8,400.6 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,666.4 |
8,666.0 |
PP |
8,665.3 |
8,664.5 |
S1 |
8,664.3 |
8,663.0 |
|