Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,675.75 |
1,683.25 |
7.50 |
0.4% |
1,629.25 |
High |
1,684.00 |
1,683.25 |
-0.75 |
0.0% |
1,657.25 |
Low |
1,671.25 |
1,674.75 |
3.50 |
0.2% |
1,624.50 |
Close |
1,682.25 |
1,678.25 |
-4.00 |
-0.2% |
1,646.75 |
Range |
12.75 |
8.50 |
-4.25 |
-33.3% |
32.75 |
ATR |
16.56 |
15.99 |
-0.58 |
-3.5% |
0.00 |
Volume |
311,912 |
596,376 |
284,464 |
91.2% |
133,763 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.25 |
1,699.75 |
1,683.00 |
|
R3 |
1,695.75 |
1,691.25 |
1,680.50 |
|
R2 |
1,687.25 |
1,687.25 |
1,679.75 |
|
R1 |
1,682.75 |
1,682.75 |
1,679.00 |
1,680.75 |
PP |
1,678.75 |
1,678.75 |
1,678.75 |
1,677.75 |
S1 |
1,674.25 |
1,674.25 |
1,677.50 |
1,672.25 |
S2 |
1,670.25 |
1,670.25 |
1,676.75 |
|
S3 |
1,661.75 |
1,665.75 |
1,676.00 |
|
S4 |
1,653.25 |
1,657.25 |
1,673.50 |
|
|
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% |
16.00 |
1.0% |
89% |
False |
False |
238,471 |
10 |
1,684.00 |
1,618.75 |
65.25 |
3.9% |
16.00 |
1.0% |
91% |
False |
False |
128,467 |
20 |
1,684.00 |
1,618.25 |
65.75 |
3.9% |
17.25 |
1.0% |
91% |
False |
False |
68,020 |
40 |
1,698.50 |
1,618.25 |
80.25 |
4.8% |
15.00 |
0.9% |
75% |
False |
False |
35,811 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
16.75 |
1.0% |
87% |
False |
False |
25,152 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.00 |
1.1% |
87% |
False |
False |
18,990 |
100 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
16.75 |
1.0% |
87% |
False |
False |
15,221 |
120 |
1,698.50 |
1,519.50 |
179.00 |
10.7% |
16.50 |
1.0% |
89% |
False |
False |
12,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.50 |
2.618 |
1,705.50 |
1.618 |
1,697.00 |
1.000 |
1,691.75 |
0.618 |
1,688.50 |
HIGH |
1,683.25 |
0.618 |
1,680.00 |
0.500 |
1,679.00 |
0.382 |
1,678.00 |
LOW |
1,674.75 |
0.618 |
1,669.50 |
1.000 |
1,666.25 |
1.618 |
1,661.00 |
2.618 |
1,652.50 |
4.250 |
1,638.50 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,679.00 |
1,676.50 |
PP |
1,678.75 |
1,675.00 |
S1 |
1,678.50 |
1,673.25 |
|