Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,071.8 |
1,070.8 |
-1.0 |
-0.1% |
1,055.2 |
High |
1,080.2 |
1,080.0 |
-0.2 |
0.0% |
1,078.8 |
Low |
1,068.8 |
1,068.7 |
-0.1 |
0.0% |
1,049.5 |
Close |
1,069.5 |
1,076.5 |
7.0 |
0.7% |
1,069.4 |
Range |
11.4 |
11.3 |
-0.1 |
-0.9% |
29.3 |
ATR |
12.1 |
12.0 |
-0.1 |
-0.5% |
0.0 |
Volume |
98,229 |
88,856 |
-9,373 |
-9.5% |
655,139 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,109.0 |
1,104.0 |
1,082.8 |
|
R3 |
1,097.8 |
1,092.8 |
1,079.5 |
|
R2 |
1,086.3 |
1,086.3 |
1,078.5 |
|
R1 |
1,081.5 |
1,081.5 |
1,077.5 |
1,084.0 |
PP |
1,075.0 |
1,075.0 |
1,075.0 |
1,076.3 |
S1 |
1,070.3 |
1,070.3 |
1,075.5 |
1,072.5 |
S2 |
1,063.8 |
1,063.8 |
1,074.5 |
|
S3 |
1,052.5 |
1,058.8 |
1,073.5 |
|
S4 |
1,041.3 |
1,047.5 |
1,070.3 |
|
|
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 |
1,080.2 |
1,060.7 |
19.5 |
1.8% |
11.8 |
1.1% |
81% |
False |
False |
105,561 |
10 |
1,080.2 |
1,043.0 |
37.2 |
3.5% |
13.3 |
1.2% |
90% |
False |
False |
118,173 |
20 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
12.3 |
1.1% |
95% |
False |
False |
66,421 |
40 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
8.0 |
0.8% |
95% |
False |
False |
33,212 |
60 |
1,080.2 |
993.6 |
86.6 |
8.0% |
5.5 |
0.5% |
96% |
False |
False |
22,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,128.0 |
2.618 |
1,109.5 |
1.618 |
1,098.3 |
1.000 |
1,091.3 |
0.618 |
1,087.0 |
HIGH |
1,080.0 |
0.618 |
1,075.8 |
0.500 |
1,074.3 |
0.382 |
1,073.0 |
LOW |
1,068.8 |
0.618 |
1,061.8 |
1.000 |
1,057.5 |
1.618 |
1,050.5 |
2.618 |
1,039.0 |
4.250 |
1,020.8 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,075.8 |
1,075.0 |
PP |
1,075.0 |
1,073.3 |
S1 |
1,074.3 |
1,071.8 |
|