Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,646.00 |
1,664.50 |
18.50 |
1.1% |
1,629.25 |
High |
1,665.00 |
1,676.75 |
11.75 |
0.7% |
1,657.25 |
Low |
1,645.75 |
1,662.50 |
16.75 |
1.0% |
1,624.50 |
Close |
1,662.50 |
1,675.75 |
13.25 |
0.8% |
1,646.75 |
Range |
19.25 |
14.25 |
-5.00 |
-26.0% |
32.75 |
ATR |
17.06 |
16.86 |
-0.20 |
-1.2% |
0.00 |
Volume |
78,112 |
149,474 |
71,362 |
91.4% |
133,763 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.50 |
1,709.25 |
1,683.50 |
|
R3 |
1,700.25 |
1,695.00 |
1,679.75 |
|
R2 |
1,686.00 |
1,686.00 |
1,678.25 |
|
R1 |
1,680.75 |
1,680.75 |
1,677.00 |
1,683.50 |
PP |
1,671.75 |
1,671.75 |
1,671.75 |
1,673.00 |
S1 |
1,666.50 |
1,666.50 |
1,674.50 |
1,669.00 |
S2 |
1,657.50 |
1,657.50 |
1,673.25 |
|
S3 |
1,643.25 |
1,652.25 |
1,671.75 |
|
S4 |
1,629.00 |
1,638.00 |
1,668.00 |
|
|
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 |
1,676.75 |
1,628.75 |
48.00 |
2.9% |
17.00 |
1.0% |
98% |
True |
False |
68,355 |
10 |
1,676.75 |
1,618.25 |
58.50 |
3.5% |
18.25 |
1.1% |
98% |
True |
False |
39,657 |
20 |
1,688.25 |
1,618.25 |
70.00 |
4.2% |
17.50 |
1.0% |
82% |
False |
False |
23,152 |
40 |
1,698.50 |
1,618.25 |
80.25 |
4.8% |
15.00 |
0.9% |
72% |
False |
False |
13,217 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
17.25 |
1.0% |
85% |
False |
False |
10,051 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.25 |
1.1% |
85% |
False |
False |
7,647 |
100 |
1,698.50 |
1,523.50 |
175.00 |
10.4% |
16.75 |
1.0% |
87% |
False |
False |
6,142 |
120 |
1,698.50 |
1,519.50 |
179.00 |
10.7% |
16.50 |
1.0% |
87% |
False |
False |
5,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,737.25 |
2.618 |
1,714.00 |
1.618 |
1,699.75 |
1.000 |
1,691.00 |
0.618 |
1,685.50 |
HIGH |
1,676.75 |
0.618 |
1,671.25 |
0.500 |
1,669.50 |
0.382 |
1,668.00 |
LOW |
1,662.50 |
0.618 |
1,653.75 |
1.000 |
1,648.25 |
1.618 |
1,639.50 |
2.618 |
1,625.25 |
4.250 |
1,602.00 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,673.75 |
1,668.75 |
PP |
1,671.75 |
1,661.50 |
S1 |
1,669.50 |
1,654.50 |
|