Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,670.0 |
8,684.0 |
14.0 |
0.2% |
8,617.5 |
High |
8,684.0 |
8,696.0 |
12.0 |
0.1% |
8,779.0 |
Low |
8,615.5 |
8,630.0 |
14.5 |
0.2% |
8,584.5 |
Close |
8,667.0 |
8,660.5 |
-6.5 |
-0.1% |
8,679.0 |
Range |
68.5 |
66.0 |
-2.5 |
-3.6% |
194.5 |
ATR |
97.5 |
95.3 |
-2.3 |
-2.3% |
0.0 |
Volume |
70,788 |
84,926 |
14,138 |
20.0% |
381,980 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,860.2 |
8,826.3 |
8,696.8 |
|
R3 |
8,794.2 |
8,760.3 |
8,678.7 |
|
R2 |
8,728.2 |
8,728.2 |
8,672.6 |
|
R1 |
8,694.3 |
8,694.3 |
8,666.6 |
8,678.3 |
PP |
8,662.2 |
8,662.2 |
8,662.2 |
8,654.1 |
S1 |
8,628.3 |
8,628.3 |
8,654.5 |
8,612.3 |
S2 |
8,596.2 |
8,596.2 |
8,648.4 |
|
S3 |
8,530.2 |
8,562.3 |
8,642.4 |
|
S4 |
8,464.2 |
8,496.3 |
8,624.2 |
|
|
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 |
8,717.0 |
8,609.0 |
108.0 |
1.2% |
68.4 |
0.8% |
48% |
False |
False |
83,523 |
10 |
8,779.0 |
8,463.5 |
315.5 |
3.6% |
76.4 |
0.9% |
62% |
False |
False |
74,972 |
20 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
87.8 |
1.0% |
83% |
False |
False |
39,652 |
40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
89.4 |
1.0% |
83% |
False |
False |
19,928 |
60 |
8,779.0 |
7,817.5 |
961.5 |
11.1% |
91.6 |
1.1% |
88% |
False |
False |
13,344 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
101.4 |
1.2% |
89% |
False |
False |
10,032 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
101.5 |
1.2% |
89% |
False |
False |
8,043 |
120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.4% |
101.4 |
1.2% |
91% |
False |
False |
6,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,976.5 |
2.618 |
8,868.8 |
1.618 |
8,802.8 |
1.000 |
8,762.0 |
0.618 |
8,736.8 |
HIGH |
8,696.0 |
0.618 |
8,670.8 |
0.500 |
8,663.0 |
0.382 |
8,655.2 |
LOW |
8,630.0 |
0.618 |
8,589.2 |
1.000 |
8,564.0 |
1.618 |
8,523.2 |
2.618 |
8,457.2 |
4.250 |
8,349.5 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,663.0 |
8,658.9 |
PP |
8,662.2 |
8,657.3 |
S1 |
8,661.3 |
8,655.8 |
|