Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,684.0 |
8,670.0 |
-14.0 |
-0.2% |
8,683.0 |
High |
8,696.0 |
8,688.0 |
-8.0 |
-0.1% |
8,704.0 |
Low |
8,630.0 |
8,615.5 |
-14.5 |
-0.2% |
8,609.0 |
Close |
8,660.5 |
8,664.0 |
3.5 |
0.0% |
8,664.0 |
Range |
66.0 |
72.5 |
6.5 |
9.8% |
95.0 |
ATR |
95.3 |
93.6 |
-1.6 |
-1.7% |
0.0 |
Volume |
84,926 |
102,915 |
17,989 |
21.2% |
431,460 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,873.3 |
8,841.2 |
8,703.9 |
|
R3 |
8,800.8 |
8,768.7 |
8,683.9 |
|
R2 |
8,728.3 |
8,728.3 |
8,677.3 |
|
R1 |
8,696.2 |
8,696.2 |
8,670.6 |
8,676.0 |
PP |
8,655.8 |
8,655.8 |
8,655.8 |
8,645.8 |
S1 |
8,623.7 |
8,623.7 |
8,657.4 |
8,603.5 |
S2 |
8,583.3 |
8,583.3 |
8,650.7 |
|
S3 |
8,510.8 |
8,551.2 |
8,644.1 |
|
S4 |
8,438.3 |
8,478.7 |
8,624.1 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,944.0 |
8,899.0 |
8,716.3 |
|
R3 |
8,849.0 |
8,804.0 |
8,690.1 |
|
R2 |
8,754.0 |
8,754.0 |
8,681.4 |
|
R1 |
8,709.0 |
8,709.0 |
8,672.7 |
8,684.0 |
PP |
8,659.0 |
8,659.0 |
8,659.0 |
8,646.5 |
S1 |
8,614.0 |
8,614.0 |
8,655.3 |
8,589.0 |
S2 |
8,564.0 |
8,564.0 |
8,646.6 |
|
S3 |
8,469.0 |
8,519.0 |
8,637.9 |
|
S4 |
8,374.0 |
8,424.0 |
8,611.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,704.0 |
8,609.0 |
95.0 |
1.1% |
71.5 |
0.8% |
58% |
False |
False |
86,292 |
10 |
8,779.0 |
8,584.5 |
194.5 |
2.2% |
77.4 |
0.9% |
41% |
False |
False |
81,344 |
20 |
8,779.0 |
8,103.5 |
675.5 |
7.8% |
84.9 |
1.0% |
83% |
False |
False |
44,788 |
40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
90.1 |
1.0% |
83% |
False |
False |
22,499 |
60 |
8,779.0 |
7,858.0 |
921.0 |
10.6% |
89.1 |
1.0% |
88% |
False |
False |
15,055 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
99.6 |
1.1% |
89% |
False |
False |
11,318 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
101.3 |
1.2% |
89% |
False |
False |
9,071 |
120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.4% |
101.3 |
1.2% |
91% |
False |
False |
7,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,996.1 |
2.618 |
8,877.8 |
1.618 |
8,805.3 |
1.000 |
8,760.5 |
0.618 |
8,732.8 |
HIGH |
8,688.0 |
0.618 |
8,660.3 |
0.500 |
8,651.8 |
0.382 |
8,643.2 |
LOW |
8,615.5 |
0.618 |
8,570.7 |
1.000 |
8,543.0 |
1.618 |
8,498.2 |
2.618 |
8,425.7 |
4.250 |
8,307.4 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,659.9 |
8,661.3 |
PP |
8,655.8 |
8,658.5 |
S1 |
8,651.8 |
8,655.8 |
|