Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,046.7 |
1,055.2 |
8.5 |
0.8% |
1,026.9 |
High |
1,051.5 |
1,066.2 |
14.7 |
1.4% |
1,054.0 |
Low |
1,043.0 |
1,050.2 |
7.2 |
0.7% |
1,026.9 |
Close |
1,049.8 |
1,051.5 |
1.7 |
0.2% |
1,049.8 |
Range |
8.5 |
16.0 |
7.5 |
88.2% |
27.1 |
ATR |
10.5 |
11.0 |
0.4 |
4.0% |
0.0 |
Volume |
124,678 |
152,148 |
27,470 |
22.0% |
264,347 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,104.0 |
1,093.8 |
1,060.3 |
|
R3 |
1,088.0 |
1,077.8 |
1,056.0 |
|
R2 |
1,072.0 |
1,072.0 |
1,054.5 |
|
R1 |
1,061.8 |
1,061.8 |
1,053.0 |
1,058.8 |
PP |
1,056.0 |
1,056.0 |
1,056.0 |
1,054.5 |
S1 |
1,045.8 |
1,045.8 |
1,050.0 |
1,042.8 |
S2 |
1,040.0 |
1,040.0 |
1,048.5 |
|
S3 |
1,024.0 |
1,029.8 |
1,047.0 |
|
S4 |
1,008.0 |
1,013.8 |
1,042.8 |
|
|
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 |
1,066.2 |
1,041.1 |
25.1 |
2.4% |
10.0 |
1.0% |
41% |
True |
False |
82,294 |
10 |
1,066.2 |
1,003.2 |
63.0 |
6.0% |
12.3 |
1.2% |
77% |
True |
False |
42,350 |
20 |
1,066.2 |
1,003.2 |
63.0 |
6.0% |
10.0 |
0.9% |
77% |
True |
False |
21,178 |
40 |
1,066.2 |
1,003.2 |
63.0 |
6.0% |
5.5 |
0.5% |
77% |
True |
False |
10,590 |
60 |
1,066.2 |
953.2 |
113.0 |
10.7% |
3.8 |
0.4% |
87% |
True |
False |
7,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.3 |
2.618 |
1,108.0 |
1.618 |
1,092.0 |
1.000 |
1,082.3 |
0.618 |
1,076.0 |
HIGH |
1,066.3 |
0.618 |
1,060.0 |
0.500 |
1,058.3 |
0.382 |
1,056.3 |
LOW |
1,050.3 |
0.618 |
1,040.3 |
1.000 |
1,034.3 |
1.618 |
1,024.3 |
2.618 |
1,008.3 |
4.250 |
982.3 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,058.3 |
1,054.5 |
PP |
1,056.0 |
1,053.5 |
S1 |
1,053.8 |
1,052.5 |
|