Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
6,564.0 |
6,550.0 |
-14.0 |
-0.2% |
6,517.5 |
High |
6,579.0 |
6,571.0 |
-8.0 |
-0.1% |
6,579.0 |
Low |
6,534.5 |
6,534.5 |
0.0 |
0.0% |
6,482.0 |
Close |
6,559.5 |
6,556.5 |
-3.0 |
0.0% |
6,556.5 |
Range |
44.5 |
36.5 |
-8.0 |
-18.0% |
97.0 |
ATR |
66.1 |
64.0 |
-2.1 |
-3.2% |
0.0 |
Volume |
31,812 |
156,217 |
124,405 |
391.1% |
240,820 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,663.5 |
6,646.5 |
6,576.5 |
|
R3 |
6,627.0 |
6,610.0 |
6,566.5 |
|
R2 |
6,590.5 |
6,590.5 |
6,563.0 |
|
R1 |
6,573.5 |
6,573.5 |
6,560.0 |
6,582.0 |
PP |
6,554.0 |
6,554.0 |
6,554.0 |
6,558.0 |
S1 |
6,537.0 |
6,537.0 |
6,553.0 |
6,545.5 |
S2 |
6,517.5 |
6,517.5 |
6,550.0 |
|
S3 |
6,481.0 |
6,500.5 |
6,546.5 |
|
S4 |
6,444.5 |
6,464.0 |
6,536.5 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,830.0 |
6,790.5 |
6,610.0 |
|
R3 |
6,733.0 |
6,693.5 |
6,583.0 |
|
R2 |
6,636.0 |
6,636.0 |
6,574.5 |
|
R1 |
6,596.5 |
6,596.5 |
6,565.5 |
6,616.0 |
PP |
6,539.0 |
6,539.0 |
6,539.0 |
6,549.0 |
S1 |
6,499.5 |
6,499.5 |
6,547.5 |
6,519.0 |
S2 |
6,442.0 |
6,442.0 |
6,538.5 |
|
S3 |
6,345.0 |
6,402.5 |
6,530.0 |
|
S4 |
6,248.0 |
6,305.5 |
6,503.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,579.0 |
6,482.0 |
97.0 |
1.5% |
44.0 |
0.7% |
77% |
False |
False |
48,164 |
10 |
6,579.0 |
6,400.0 |
179.0 |
2.7% |
58.5 |
0.9% |
87% |
False |
False |
24,941 |
20 |
6,579.0 |
6,337.0 |
242.0 |
3.7% |
61.5 |
0.9% |
91% |
False |
False |
12,529 |
40 |
6,615.0 |
6,337.0 |
278.0 |
4.2% |
58.0 |
0.9% |
79% |
False |
False |
6,364 |
60 |
6,615.0 |
5,951.5 |
663.5 |
10.1% |
58.0 |
0.9% |
91% |
False |
False |
4,274 |
80 |
6,687.0 |
5,951.5 |
735.5 |
11.2% |
47.0 |
0.7% |
82% |
False |
False |
3,216 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
38.0 |
0.6% |
80% |
False |
False |
2,578 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
32.0 |
0.5% |
80% |
False |
False |
2,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,726.0 |
2.618 |
6,666.5 |
1.618 |
6,630.0 |
1.000 |
6,607.5 |
0.618 |
6,593.5 |
HIGH |
6,571.0 |
0.618 |
6,557.0 |
0.500 |
6,553.0 |
0.382 |
6,548.5 |
LOW |
6,534.5 |
0.618 |
6,512.0 |
1.000 |
6,498.0 |
1.618 |
6,475.5 |
2.618 |
6,439.0 |
4.250 |
6,379.5 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
6,555.0 |
6,556.5 |
PP |
6,554.0 |
6,556.0 |
S1 |
6,553.0 |
6,556.0 |
|