Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,073.4 |
1,073.1 |
-0.3 |
0.0% |
1,055.2 |
High |
1,078.8 |
1,075.6 |
-3.2 |
-0.3% |
1,078.8 |
Low |
1,068.4 |
1,068.1 |
-0.3 |
0.0% |
1,049.5 |
Close |
1,074.3 |
1,069.4 |
-4.9 |
-0.5% |
1,069.4 |
Range |
10.4 |
7.5 |
-2.9 |
-27.9% |
29.3 |
ATR |
12.1 |
11.7 |
-0.3 |
-2.7% |
0.0 |
Volume |
109,553 |
125,890 |
16,337 |
14.9% |
655,139 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.5 |
1,089.0 |
1,073.5 |
|
R3 |
1,086.0 |
1,081.5 |
1,071.5 |
|
R2 |
1,078.5 |
1,078.5 |
1,070.8 |
|
R1 |
1,074.0 |
1,074.0 |
1,070.0 |
1,072.5 |
PP |
1,071.0 |
1,071.0 |
1,071.0 |
1,070.3 |
S1 |
1,066.5 |
1,066.5 |
1,068.8 |
1,065.0 |
S2 |
1,063.5 |
1,063.5 |
1,068.0 |
|
S3 |
1,056.0 |
1,059.0 |
1,067.3 |
|
S4 |
1,048.5 |
1,051.5 |
1,065.3 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.8 |
1,141.0 |
1,085.5 |
|
R3 |
1,124.5 |
1,111.5 |
1,077.5 |
|
R2 |
1,095.3 |
1,095.3 |
1,074.8 |
|
R1 |
1,082.3 |
1,082.3 |
1,072.0 |
1,088.8 |
PP |
1,066.0 |
1,066.0 |
1,066.0 |
1,069.0 |
S1 |
1,053.0 |
1,053.0 |
1,066.8 |
1,059.5 |
S2 |
1,036.5 |
1,036.5 |
1,064.0 |
|
S3 |
1,007.3 |
1,023.8 |
1,061.3 |
|
S4 |
978.0 |
994.5 |
1,053.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,078.8 |
1,049.5 |
29.3 |
2.7% |
14.8 |
1.4% |
68% |
False |
False |
131,027 |
10 |
1,078.8 |
1,026.9 |
51.9 |
4.9% |
12.3 |
1.1% |
82% |
False |
False |
91,948 |
20 |
1,078.8 |
1,003.2 |
75.6 |
7.1% |
11.5 |
1.1% |
88% |
False |
False |
46,326 |
40 |
1,078.8 |
1,003.2 |
75.6 |
7.1% |
7.0 |
0.7% |
88% |
False |
False |
23,164 |
60 |
1,078.8 |
981.6 |
97.2 |
9.1% |
4.8 |
0.4% |
90% |
False |
False |
15,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,107.5 |
2.618 |
1,095.3 |
1.618 |
1,087.8 |
1.000 |
1,083.0 |
0.618 |
1,080.3 |
HIGH |
1,075.5 |
0.618 |
1,072.8 |
0.500 |
1,071.8 |
0.382 |
1,071.0 |
LOW |
1,068.0 |
0.618 |
1,063.5 |
1.000 |
1,060.5 |
1.618 |
1,056.0 |
2.618 |
1,048.5 |
4.250 |
1,036.3 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,071.8 |
1,068.5 |
PP |
1,071.0 |
1,067.5 |
S1 |
1,070.3 |
1,066.5 |
|