Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,683.25 |
1,678.25 |
-5.00 |
-0.3% |
1,646.00 |
High |
1,683.25 |
1,683.75 |
0.50 |
0.0% |
1,684.00 |
Low |
1,674.75 |
1,674.00 |
-0.75 |
0.0% |
1,645.75 |
Close |
1,678.25 |
1,682.00 |
3.75 |
0.2% |
1,682.00 |
Range |
8.50 |
9.75 |
1.25 |
14.7% |
38.25 |
ATR |
15.99 |
15.54 |
-0.45 |
-2.8% |
0.00 |
Volume |
596,376 |
1,162,403 |
566,027 |
94.9% |
2,298,277 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.25 |
1,705.25 |
1,687.25 |
|
R3 |
1,699.50 |
1,695.50 |
1,684.75 |
|
R2 |
1,689.75 |
1,689.75 |
1,683.75 |
|
R1 |
1,685.75 |
1,685.75 |
1,683.00 |
1,687.75 |
PP |
1,680.00 |
1,680.00 |
1,680.00 |
1,681.00 |
S1 |
1,676.00 |
1,676.00 |
1,681.00 |
1,678.00 |
S2 |
1,670.25 |
1,670.25 |
1,680.25 |
|
S3 |
1,660.50 |
1,666.25 |
1,679.25 |
|
S4 |
1,650.75 |
1,656.50 |
1,676.75 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.25 |
1,772.00 |
1,703.00 |
|
R3 |
1,747.00 |
1,733.75 |
1,692.50 |
|
R2 |
1,708.75 |
1,708.75 |
1,689.00 |
|
R1 |
1,695.50 |
1,695.50 |
1,685.50 |
1,702.00 |
PP |
1,670.50 |
1,670.50 |
1,670.50 |
1,674.00 |
S1 |
1,657.25 |
1,657.25 |
1,678.50 |
1,664.00 |
S2 |
1,632.25 |
1,632.25 |
1,675.00 |
|
S3 |
1,594.00 |
1,619.00 |
1,671.50 |
|
S4 |
1,555.75 |
1,580.75 |
1,661.00 |
|
|
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 |
1,645.75 |
38.25 |
2.3% |
13.00 |
0.8% |
95% |
False |
False |
459,655 |
10 |
1,684.00 |
1,618.75 |
65.25 |
3.9% |
15.50 |
0.9% |
97% |
False |
False |
243,996 |
20 |
1,684.00 |
1,618.25 |
65.75 |
3.9% |
16.25 |
1.0% |
97% |
False |
False |
125,932 |
40 |
1,698.50 |
1,618.25 |
80.25 |
4.8% |
14.75 |
0.9% |
79% |
False |
False |
64,672 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
16.50 |
1.0% |
89% |
False |
False |
44,504 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.00 |
1.1% |
89% |
False |
False |
33,500 |
100 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
16.75 |
1.0% |
89% |
False |
False |
26,845 |
120 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
16.50 |
1.0% |
91% |
False |
False |
22,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,725.25 |
2.618 |
1,709.25 |
1.618 |
1,699.50 |
1.000 |
1,693.50 |
0.618 |
1,689.75 |
HIGH |
1,683.75 |
0.618 |
1,680.00 |
0.500 |
1,679.00 |
0.382 |
1,677.75 |
LOW |
1,674.00 |
0.618 |
1,668.00 |
1.000 |
1,664.25 |
1.618 |
1,658.25 |
2.618 |
1,648.50 |
4.250 |
1,632.50 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,681.00 |
1,680.50 |
PP |
1,680.00 |
1,679.00 |
S1 |
1,679.00 |
1,677.50 |
|