Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
6,605.0 |
6,592.0 |
-13.0 |
-0.2% |
6,625.0 |
High |
6,630.5 |
6,605.5 |
-25.0 |
-0.4% |
6,643.0 |
Low |
6,579.0 |
6,545.0 |
-34.0 |
-0.5% |
6,502.0 |
Close |
6,594.0 |
6,567.5 |
-26.5 |
-0.4% |
6,567.5 |
Range |
51.5 |
60.5 |
9.0 |
17.5% |
141.0 |
ATR |
71.0 |
70.2 |
-0.7 |
-1.1% |
0.0 |
Volume |
100,568 |
75,276 |
-25,292 |
-25.1% |
752,842 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,754.0 |
6,721.5 |
6,601.0 |
|
R3 |
6,693.5 |
6,661.0 |
6,584.0 |
|
R2 |
6,633.0 |
6,633.0 |
6,578.5 |
|
R1 |
6,600.5 |
6,600.5 |
6,573.0 |
6,586.5 |
PP |
6,572.5 |
6,572.5 |
6,572.5 |
6,566.0 |
S1 |
6,540.0 |
6,540.0 |
6,562.0 |
6,526.0 |
S2 |
6,512.0 |
6,512.0 |
6,556.5 |
|
S3 |
6,451.5 |
6,479.5 |
6,551.0 |
|
S4 |
6,391.0 |
6,419.0 |
6,534.0 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,994.0 |
6,921.5 |
6,645.0 |
|
R3 |
6,853.0 |
6,780.5 |
6,606.5 |
|
R2 |
6,712.0 |
6,712.0 |
6,593.5 |
|
R1 |
6,639.5 |
6,639.5 |
6,580.5 |
6,605.0 |
PP |
6,571.0 |
6,571.0 |
6,571.0 |
6,553.5 |
S1 |
6,498.5 |
6,498.5 |
6,554.5 |
6,464.0 |
S2 |
6,430.0 |
6,430.0 |
6,541.5 |
|
S3 |
6,289.0 |
6,357.5 |
6,528.5 |
|
S4 |
6,148.0 |
6,216.5 |
6,490.0 |
|
|
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 |
6,502.0 |
141.0 |
2.1% |
66.5 |
1.0% |
46% |
False |
False |
150,568 |
10 |
6,643.0 |
6,482.0 |
161.0 |
2.5% |
55.5 |
0.8% |
53% |
False |
False |
99,366 |
20 |
6,643.0 |
6,364.0 |
279.0 |
4.2% |
64.0 |
1.0% |
73% |
False |
False |
50,160 |
40 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
60.5 |
0.9% |
75% |
False |
False |
25,167 |
60 |
6,643.0 |
6,126.0 |
517.0 |
7.9% |
57.5 |
0.9% |
85% |
False |
False |
16,814 |
80 |
6,643.0 |
5,951.5 |
691.5 |
10.5% |
51.5 |
0.8% |
89% |
False |
False |
12,626 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
41.0 |
0.6% |
82% |
False |
False |
10,105 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
34.5 |
0.5% |
82% |
False |
False |
8,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,862.5 |
2.618 |
6,764.0 |
1.618 |
6,703.5 |
1.000 |
6,666.0 |
0.618 |
6,643.0 |
HIGH |
6,605.5 |
0.618 |
6,582.5 |
0.500 |
6,575.0 |
0.382 |
6,568.0 |
LOW |
6,545.0 |
0.618 |
6,507.5 |
1.000 |
6,484.5 |
1.618 |
6,447.0 |
2.618 |
6,386.5 |
4.250 |
6,288.0 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
6,575.0 |
6,567.0 |
PP |
6,572.5 |
6,566.5 |
S1 |
6,570.0 |
6,566.0 |
|