Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,055.2 |
1,050.2 |
-5.0 |
-0.5% |
1,026.9 |
High |
1,066.2 |
1,065.1 |
-1.1 |
-0.1% |
1,054.0 |
Low |
1,050.2 |
1,049.5 |
-0.7 |
-0.1% |
1,026.9 |
Close |
1,051.5 |
1,063.7 |
12.2 |
1.2% |
1,049.8 |
Range |
16.0 |
15.6 |
-0.4 |
-2.5% |
27.1 |
ATR |
11.0 |
11.3 |
0.3 |
3.0% |
0.0 |
Volume |
152,148 |
118,618 |
-33,530 |
-22.0% |
264,347 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.3 |
1,100.5 |
1,072.3 |
|
R3 |
1,090.8 |
1,085.0 |
1,068.0 |
|
R2 |
1,075.0 |
1,075.0 |
1,066.5 |
|
R1 |
1,069.3 |
1,069.3 |
1,065.3 |
1,072.3 |
PP |
1,059.5 |
1,059.5 |
1,059.5 |
1,060.8 |
S1 |
1,053.8 |
1,053.8 |
1,062.3 |
1,056.5 |
S2 |
1,043.8 |
1,043.8 |
1,060.8 |
|
S3 |
1,028.3 |
1,038.3 |
1,059.5 |
|
S4 |
1,012.8 |
1,022.5 |
1,055.0 |
|
|
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 |
1,066.2 |
1,043.0 |
23.2 |
2.2% |
11.0 |
1.0% |
89% |
False |
False |
103,663 |
10 |
1,066.2 |
1,009.6 |
56.6 |
5.3% |
11.8 |
1.1% |
96% |
False |
False |
54,182 |
20 |
1,066.2 |
1,003.2 |
63.0 |
5.9% |
10.0 |
0.9% |
96% |
False |
False |
27,109 |
40 |
1,066.2 |
1,003.2 |
63.0 |
5.9% |
6.0 |
0.6% |
96% |
False |
False |
13,555 |
60 |
1,066.2 |
955.7 |
110.5 |
10.4% |
4.0 |
0.4% |
98% |
False |
False |
9,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,131.5 |
2.618 |
1,106.0 |
1.618 |
1,090.3 |
1.000 |
1,080.8 |
0.618 |
1,074.8 |
HIGH |
1,065.0 |
0.618 |
1,059.3 |
0.500 |
1,057.3 |
0.382 |
1,055.5 |
LOW |
1,049.5 |
0.618 |
1,039.8 |
1.000 |
1,034.0 |
1.618 |
1,024.3 |
2.618 |
1,008.8 |
4.250 |
983.3 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,061.5 |
1,060.8 |
PP |
1,059.5 |
1,057.8 |
S1 |
1,057.3 |
1,054.5 |
|