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 |
6,516.0 |
6,546.5 |
30.5 |
0.5% |
6,545.0 |
High |
6,555.0 |
6,548.0 |
-7.0 |
-0.1% |
6,571.5 |
Low |
6,504.5 |
6,457.0 |
-47.5 |
-0.7% |
6,457.0 |
Close |
6,530.5 |
6,480.5 |
-50.0 |
-0.8% |
6,480.5 |
Range |
50.5 |
91.0 |
40.5 |
80.2% |
114.5 |
ATR |
66.2 |
68.0 |
1.8 |
2.7% |
0.0 |
Volume |
89,514 |
123,718 |
34,204 |
38.2% |
451,306 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,768.0 |
6,715.5 |
6,530.5 |
|
R3 |
6,677.0 |
6,624.5 |
6,505.5 |
|
R2 |
6,586.0 |
6,586.0 |
6,497.0 |
|
R1 |
6,533.5 |
6,533.5 |
6,489.0 |
6,514.0 |
PP |
6,495.0 |
6,495.0 |
6,495.0 |
6,485.5 |
S1 |
6,442.5 |
6,442.5 |
6,472.0 |
6,423.0 |
S2 |
6,404.0 |
6,404.0 |
6,464.0 |
|
S3 |
6,313.0 |
6,351.5 |
6,455.5 |
|
S4 |
6,222.0 |
6,260.5 |
6,430.5 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,846.5 |
6,778.0 |
6,543.5 |
|
R3 |
6,732.0 |
6,663.5 |
6,512.0 |
|
R2 |
6,617.5 |
6,617.5 |
6,501.5 |
|
R1 |
6,549.0 |
6,549.0 |
6,491.0 |
6,526.0 |
PP |
6,503.0 |
6,503.0 |
6,503.0 |
6,491.5 |
S1 |
6,434.5 |
6,434.5 |
6,470.0 |
6,411.5 |
S2 |
6,388.5 |
6,388.5 |
6,459.5 |
|
S3 |
6,274.0 |
6,320.0 |
6,449.0 |
|
S4 |
6,159.5 |
6,205.5 |
6,417.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,571.5 |
6,457.0 |
114.5 |
1.8% |
62.0 |
1.0% |
21% |
False |
True |
90,261 |
10 |
6,643.0 |
6,457.0 |
186.0 |
2.9% |
64.0 |
1.0% |
13% |
False |
True |
120,414 |
20 |
6,643.0 |
6,400.0 |
243.0 |
3.7% |
61.5 |
0.9% |
33% |
False |
False |
72,678 |
40 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
62.0 |
1.0% |
47% |
False |
False |
36,446 |
60 |
6,643.0 |
6,318.0 |
325.0 |
5.0% |
57.0 |
0.9% |
50% |
False |
False |
24,329 |
80 |
6,643.0 |
5,951.5 |
691.5 |
10.7% |
55.0 |
0.8% |
77% |
False |
False |
18,264 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
44.5 |
0.7% |
70% |
False |
False |
14,615 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
37.0 |
0.6% |
70% |
False |
False |
12,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,935.0 |
2.618 |
6,786.0 |
1.618 |
6,695.0 |
1.000 |
6,639.0 |
0.618 |
6,604.0 |
HIGH |
6,548.0 |
0.618 |
6,513.0 |
0.500 |
6,502.5 |
0.382 |
6,492.0 |
LOW |
6,457.0 |
0.618 |
6,401.0 |
1.000 |
6,366.0 |
1.618 |
6,310.0 |
2.618 |
6,219.0 |
4.250 |
6,070.0 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
6,502.5 |
6,510.0 |
PP |
6,495.0 |
6,500.0 |
S1 |
6,488.0 |
6,490.0 |
|