Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,645.00 |
1,646.00 |
1.00 |
0.1% |
1,629.25 |
High |
1,657.25 |
1,665.00 |
7.75 |
0.5% |
1,657.25 |
Low |
1,632.25 |
1,645.75 |
13.50 |
0.8% |
1,624.50 |
Close |
1,646.75 |
1,662.50 |
15.75 |
1.0% |
1,646.75 |
Range |
25.00 |
19.25 |
-5.75 |
-23.0% |
32.75 |
ATR |
16.89 |
17.06 |
0.17 |
1.0% |
0.00 |
Volume |
56,485 |
78,112 |
21,627 |
38.3% |
133,763 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.50 |
1,708.25 |
1,673.00 |
|
R3 |
1,696.25 |
1,689.00 |
1,667.75 |
|
R2 |
1,677.00 |
1,677.00 |
1,666.00 |
|
R1 |
1,669.75 |
1,669.75 |
1,664.25 |
1,673.50 |
PP |
1,657.75 |
1,657.75 |
1,657.75 |
1,659.50 |
S1 |
1,650.50 |
1,650.50 |
1,660.75 |
1,654.00 |
S2 |
1,638.50 |
1,638.50 |
1,659.00 |
|
S3 |
1,619.25 |
1,631.25 |
1,657.25 |
|
S4 |
1,600.00 |
1,612.00 |
1,652.00 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.00 |
1,726.75 |
1,664.75 |
|
R3 |
1,708.25 |
1,694.00 |
1,655.75 |
|
R2 |
1,675.50 |
1,675.50 |
1,652.75 |
|
R1 |
1,661.25 |
1,661.25 |
1,649.75 |
1,668.50 |
PP |
1,642.75 |
1,642.75 |
1,642.75 |
1,646.50 |
S1 |
1,628.50 |
1,628.50 |
1,643.75 |
1,635.50 |
S2 |
1,610.00 |
1,610.00 |
1,640.75 |
|
S3 |
1,577.25 |
1,595.75 |
1,637.75 |
|
S4 |
1,544.50 |
1,563.00 |
1,628.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,665.00 |
1,624.50 |
40.50 |
2.4% |
18.00 |
1.1% |
94% |
True |
False |
42,375 |
10 |
1,665.00 |
1,618.25 |
46.75 |
2.8% |
18.25 |
1.1% |
95% |
True |
False |
25,204 |
20 |
1,688.25 |
1,618.25 |
70.00 |
4.2% |
17.25 |
1.0% |
63% |
False |
False |
15,844 |
40 |
1,698.50 |
1,618.25 |
80.25 |
4.8% |
15.00 |
0.9% |
55% |
False |
False |
9,532 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.1% |
17.25 |
1.0% |
76% |
False |
False |
7,570 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.1% |
18.00 |
1.1% |
76% |
False |
False |
5,786 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.8% |
17.00 |
1.0% |
80% |
False |
False |
4,647 |
120 |
1,698.50 |
1,519.50 |
179.00 |
10.8% |
16.50 |
1.0% |
80% |
False |
False |
3,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,746.75 |
2.618 |
1,715.50 |
1.618 |
1,696.25 |
1.000 |
1,684.25 |
0.618 |
1,677.00 |
HIGH |
1,665.00 |
0.618 |
1,657.75 |
0.500 |
1,655.50 |
0.382 |
1,653.00 |
LOW |
1,645.75 |
0.618 |
1,633.75 |
1.000 |
1,626.50 |
1.618 |
1,614.50 |
2.618 |
1,595.25 |
4.250 |
1,564.00 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,660.00 |
1,658.00 |
PP |
1,657.75 |
1,653.25 |
S1 |
1,655.50 |
1,648.50 |
|