Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,652.0 |
8,670.0 |
18.0 |
0.2% |
8,617.5 |
High |
8,692.0 |
8,684.0 |
-8.0 |
-0.1% |
8,779.0 |
Low |
8,636.5 |
8,615.5 |
-21.0 |
-0.2% |
8,584.5 |
Close |
8,667.5 |
8,667.0 |
-0.5 |
0.0% |
8,679.0 |
Range |
55.5 |
68.5 |
13.0 |
23.4% |
194.5 |
ATR |
99.7 |
97.5 |
-2.2 |
-2.2% |
0.0 |
Volume |
99,298 |
70,788 |
-28,510 |
-28.7% |
381,980 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,861.0 |
8,832.5 |
8,704.7 |
|
R3 |
8,792.5 |
8,764.0 |
8,685.8 |
|
R2 |
8,724.0 |
8,724.0 |
8,679.6 |
|
R1 |
8,695.5 |
8,695.5 |
8,673.3 |
8,675.5 |
PP |
8,655.5 |
8,655.5 |
8,655.5 |
8,645.5 |
S1 |
8,627.0 |
8,627.0 |
8,660.7 |
8,607.0 |
S2 |
8,587.0 |
8,587.0 |
8,654.4 |
|
S3 |
8,518.5 |
8,558.5 |
8,648.2 |
|
S4 |
8,450.0 |
8,490.0 |
8,629.3 |
|
|
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 |
8,609.0 |
170.0 |
2.0% |
76.3 |
0.9% |
34% |
False |
False |
85,159 |
10 |
8,779.0 |
8,463.5 |
315.5 |
3.6% |
73.9 |
0.9% |
65% |
False |
False |
67,982 |
20 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
87.2 |
1.0% |
84% |
False |
False |
35,417 |
40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
91.5 |
1.1% |
84% |
False |
False |
17,810 |
60 |
8,779.0 |
7,817.5 |
961.5 |
11.1% |
93.0 |
1.1% |
88% |
False |
False |
11,930 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
102.4 |
1.2% |
90% |
False |
False |
8,971 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
101.2 |
1.2% |
90% |
False |
False |
7,194 |
120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.4% |
102.3 |
1.2% |
92% |
False |
False |
6,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,975.1 |
2.618 |
8,863.3 |
1.618 |
8,794.8 |
1.000 |
8,752.5 |
0.618 |
8,726.3 |
HIGH |
8,684.0 |
0.618 |
8,657.8 |
0.500 |
8,649.8 |
0.382 |
8,641.7 |
LOW |
8,615.5 |
0.618 |
8,573.2 |
1.000 |
8,547.0 |
1.618 |
8,504.7 |
2.618 |
8,436.2 |
4.250 |
8,324.4 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,661.3 |
8,663.5 |
PP |
8,655.5 |
8,660.0 |
S1 |
8,649.8 |
8,656.5 |
|