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 |
1,052.4 |
1,046.7 |
-5.7 |
-0.5% |
1,026.9 |
High |
1,052.4 |
1,051.5 |
-0.9 |
-0.1% |
1,054.0 |
Low |
1,044.0 |
1,043.0 |
-1.0 |
-0.1% |
1,026.9 |
Close |
1,046.2 |
1,049.8 |
3.6 |
0.3% |
1,049.8 |
Range |
8.4 |
8.5 |
0.1 |
1.2% |
27.1 |
ATR |
10.7 |
10.5 |
-0.2 |
-1.5% |
0.0 |
Volume |
100,381 |
124,678 |
24,297 |
24.2% |
264,347 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.5 |
1,070.3 |
1,054.5 |
|
R3 |
1,065.0 |
1,061.8 |
1,052.3 |
|
R2 |
1,056.5 |
1,056.5 |
1,051.3 |
|
R1 |
1,053.3 |
1,053.3 |
1,050.5 |
1,055.0 |
PP |
1,048.0 |
1,048.0 |
1,048.0 |
1,049.0 |
S1 |
1,044.8 |
1,044.8 |
1,049.0 |
1,046.5 |
S2 |
1,039.5 |
1,039.5 |
1,048.3 |
|
S3 |
1,031.0 |
1,036.3 |
1,047.5 |
|
S4 |
1,022.5 |
1,027.8 |
1,045.0 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.8 |
1,114.5 |
1,064.8 |
|
R3 |
1,097.8 |
1,087.3 |
1,057.3 |
|
R2 |
1,070.8 |
1,070.8 |
1,054.8 |
|
R1 |
1,060.3 |
1,060.3 |
1,052.3 |
1,065.5 |
PP |
1,043.5 |
1,043.5 |
1,043.5 |
1,046.3 |
S1 |
1,033.3 |
1,033.3 |
1,047.3 |
1,038.3 |
S2 |
1,016.5 |
1,016.5 |
1,044.8 |
|
S3 |
989.3 |
1,006.0 |
1,042.3 |
|
S4 |
962.3 |
979.0 |
1,035.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,054.0 |
1,026.9 |
27.1 |
2.6% |
9.8 |
0.9% |
85% |
False |
False |
52,869 |
10 |
1,054.0 |
1,003.2 |
50.8 |
4.8% |
11.0 |
1.0% |
92% |
False |
False |
27,136 |
20 |
1,054.0 |
1,003.2 |
50.8 |
4.8% |
9.3 |
0.9% |
92% |
False |
False |
13,571 |
40 |
1,058.4 |
1,003.2 |
55.2 |
5.3% |
5.3 |
0.5% |
84% |
False |
False |
6,786 |
60 |
1,058.4 |
943.6 |
114.8 |
10.9% |
3.5 |
0.3% |
93% |
False |
False |
4,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,087.5 |
2.618 |
1,073.8 |
1.618 |
1,065.3 |
1.000 |
1,060.0 |
0.618 |
1,056.8 |
HIGH |
1,051.5 |
0.618 |
1,048.3 |
0.500 |
1,047.3 |
0.382 |
1,046.3 |
LOW |
1,043.0 |
0.618 |
1,037.8 |
1.000 |
1,034.5 |
1.618 |
1,029.3 |
2.618 |
1,020.8 |
4.250 |
1,007.0 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,049.0 |
1,049.3 |
PP |
1,048.0 |
1,049.0 |
S1 |
1,047.3 |
1,048.5 |
|