Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,664.50 |
1,675.75 |
11.25 |
0.7% |
1,629.25 |
High |
1,676.75 |
1,684.00 |
7.25 |
0.4% |
1,657.25 |
Low |
1,662.50 |
1,671.25 |
8.75 |
0.5% |
1,624.50 |
Close |
1,675.75 |
1,682.25 |
6.50 |
0.4% |
1,646.75 |
Range |
14.25 |
12.75 |
-1.50 |
-10.5% |
32.75 |
ATR |
16.86 |
16.56 |
-0.29 |
-1.7% |
0.00 |
Volume |
149,474 |
311,912 |
162,438 |
108.7% |
133,763 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.50 |
1,712.50 |
1,689.25 |
|
R3 |
1,704.75 |
1,699.75 |
1,685.75 |
|
R2 |
1,692.00 |
1,692.00 |
1,684.50 |
|
R1 |
1,687.00 |
1,687.00 |
1,683.50 |
1,689.50 |
PP |
1,679.25 |
1,679.25 |
1,679.25 |
1,680.50 |
S1 |
1,674.25 |
1,674.25 |
1,681.00 |
1,676.75 |
S2 |
1,666.50 |
1,666.50 |
1,680.00 |
|
S3 |
1,653.75 |
1,661.50 |
1,678.75 |
|
S4 |
1,641.00 |
1,648.75 |
1,675.25 |
|
|
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 |
1,684.00 |
1,632.25 |
51.75 |
3.1% |
15.75 |
0.9% |
97% |
True |
False |
124,631 |
10 |
1,684.00 |
1,618.25 |
65.75 |
3.9% |
16.75 |
1.0% |
97% |
True |
False |
70,280 |
20 |
1,686.50 |
1,618.25 |
68.25 |
4.1% |
17.25 |
1.0% |
94% |
False |
False |
38,414 |
40 |
1,698.50 |
1,618.25 |
80.25 |
4.8% |
15.00 |
0.9% |
80% |
False |
False |
20,979 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
17.00 |
1.0% |
89% |
False |
False |
15,225 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.00 |
1.1% |
89% |
False |
False |
11,545 |
100 |
1,698.50 |
1,532.00 |
166.50 |
9.9% |
16.75 |
1.0% |
90% |
False |
False |
9,258 |
120 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
16.50 |
1.0% |
91% |
False |
False |
7,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,738.25 |
2.618 |
1,717.50 |
1.618 |
1,704.75 |
1.000 |
1,696.75 |
0.618 |
1,692.00 |
HIGH |
1,684.00 |
0.618 |
1,679.25 |
0.500 |
1,677.50 |
0.382 |
1,676.00 |
LOW |
1,671.25 |
0.618 |
1,663.25 |
1.000 |
1,658.50 |
1.618 |
1,650.50 |
2.618 |
1,637.75 |
4.250 |
1,617.00 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,680.75 |
1,676.50 |
PP |
1,679.25 |
1,670.75 |
S1 |
1,677.50 |
1,665.00 |
|