Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
6,625.0 |
6,587.5 |
-37.5 |
-0.6% |
6,517.5 |
High |
6,643.0 |
6,591.5 |
-51.5 |
-0.8% |
6,579.0 |
Low |
6,583.5 |
6,539.0 |
-44.5 |
-0.7% |
6,482.0 |
Close |
6,596.0 |
6,552.5 |
-43.5 |
-0.7% |
6,556.5 |
Range |
59.5 |
52.5 |
-7.0 |
-11.8% |
97.0 |
ATR |
65.6 |
65.0 |
-0.6 |
-0.9% |
0.0 |
Volume |
254,974 |
209,754 |
-45,220 |
-17.7% |
240,820 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,718.5 |
6,688.0 |
6,581.5 |
|
R3 |
6,666.0 |
6,635.5 |
6,567.0 |
|
R2 |
6,613.5 |
6,613.5 |
6,562.0 |
|
R1 |
6,583.0 |
6,583.0 |
6,557.5 |
6,572.0 |
PP |
6,561.0 |
6,561.0 |
6,561.0 |
6,555.5 |
S1 |
6,530.5 |
6,530.5 |
6,547.5 |
6,519.5 |
S2 |
6,508.5 |
6,508.5 |
6,543.0 |
|
S3 |
6,456.0 |
6,478.0 |
6,538.0 |
|
S4 |
6,403.5 |
6,425.5 |
6,523.5 |
|
|
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 |
6,643.0 |
6,533.0 |
110.0 |
1.7% |
46.0 |
0.7% |
18% |
False |
False |
133,186 |
10 |
6,643.0 |
6,400.0 |
243.0 |
3.7% |
53.0 |
0.8% |
63% |
False |
False |
71,356 |
20 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
62.5 |
1.0% |
70% |
False |
False |
35,763 |
40 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
59.0 |
0.9% |
70% |
False |
False |
17,981 |
60 |
6,643.0 |
5,977.5 |
665.5 |
10.2% |
56.0 |
0.9% |
86% |
False |
False |
12,016 |
80 |
6,687.0 |
5,951.5 |
735.5 |
11.2% |
48.5 |
0.7% |
82% |
False |
False |
9,025 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
39.0 |
0.6% |
80% |
False |
False |
7,225 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
32.5 |
0.5% |
80% |
False |
False |
6,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,814.5 |
2.618 |
6,729.0 |
1.618 |
6,676.5 |
1.000 |
6,644.0 |
0.618 |
6,624.0 |
HIGH |
6,591.5 |
0.618 |
6,571.5 |
0.500 |
6,565.0 |
0.382 |
6,559.0 |
LOW |
6,539.0 |
0.618 |
6,506.5 |
1.000 |
6,486.5 |
1.618 |
6,454.0 |
2.618 |
6,401.5 |
4.250 |
6,316.0 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
6,565.0 |
6,589.0 |
PP |
6,561.0 |
6,576.5 |
S1 |
6,557.0 |
6,564.5 |
|