Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
6,592.0 |
6,545.0 |
-47.0 |
-0.7% |
6,625.0 |
High |
6,605.5 |
6,571.5 |
-34.0 |
-0.5% |
6,643.0 |
Low |
6,545.0 |
6,512.0 |
-33.0 |
-0.5% |
6,502.0 |
Close |
6,567.5 |
6,523.5 |
-44.0 |
-0.7% |
6,567.5 |
Range |
60.5 |
59.5 |
-1.0 |
-1.7% |
141.0 |
ATR |
70.2 |
69.5 |
-0.8 |
-1.1% |
0.0 |
Volume |
75,276 |
73,120 |
-2,156 |
-2.9% |
752,842 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,714.0 |
6,678.5 |
6,556.0 |
|
R3 |
6,654.5 |
6,619.0 |
6,540.0 |
|
R2 |
6,595.0 |
6,595.0 |
6,534.5 |
|
R1 |
6,559.5 |
6,559.5 |
6,529.0 |
6,547.5 |
PP |
6,535.5 |
6,535.5 |
6,535.5 |
6,530.0 |
S1 |
6,500.0 |
6,500.0 |
6,518.0 |
6,488.0 |
S2 |
6,476.0 |
6,476.0 |
6,512.5 |
|
S3 |
6,416.5 |
6,440.5 |
6,507.0 |
|
S4 |
6,357.0 |
6,381.0 |
6,491.0 |
|
|
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 |
6,630.5 |
6,502.0 |
128.5 |
2.0% |
66.5 |
1.0% |
17% |
False |
False |
114,197 |
10 |
6,643.0 |
6,502.0 |
141.0 |
2.2% |
56.5 |
0.9% |
15% |
False |
False |
105,361 |
20 |
6,643.0 |
6,364.0 |
279.0 |
4.3% |
62.5 |
1.0% |
57% |
False |
False |
53,813 |
40 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
60.5 |
0.9% |
61% |
False |
False |
26,994 |
60 |
6,643.0 |
6,126.0 |
517.0 |
7.9% |
57.5 |
0.9% |
77% |
False |
False |
18,032 |
80 |
6,643.0 |
5,951.5 |
691.5 |
10.6% |
52.0 |
0.8% |
83% |
False |
False |
13,540 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
42.0 |
0.6% |
76% |
False |
False |
10,835 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
35.0 |
0.5% |
76% |
False |
False |
9,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,824.5 |
2.618 |
6,727.5 |
1.618 |
6,668.0 |
1.000 |
6,631.0 |
0.618 |
6,608.5 |
HIGH |
6,571.5 |
0.618 |
6,549.0 |
0.500 |
6,542.0 |
0.382 |
6,534.5 |
LOW |
6,512.0 |
0.618 |
6,475.0 |
1.000 |
6,452.5 |
1.618 |
6,415.5 |
2.618 |
6,356.0 |
4.250 |
6,259.0 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
6,542.0 |
6,571.0 |
PP |
6,535.5 |
6,555.5 |
S1 |
6,529.5 |
6,539.5 |
|