Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,678.25 |
1,693.00 |
14.75 |
0.9% |
1,646.00 |
High |
1,683.75 |
1,703.75 |
20.00 |
1.2% |
1,684.00 |
Low |
1,674.00 |
1,688.00 |
14.00 |
0.8% |
1,645.75 |
Close |
1,682.00 |
1,691.25 |
9.25 |
0.5% |
1,682.00 |
Range |
9.75 |
15.75 |
6.00 |
61.5% |
38.25 |
ATR |
15.54 |
15.98 |
0.44 |
2.9% |
0.00 |
Volume |
1,162,403 |
2,030,544 |
868,141 |
74.7% |
2,298,277 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.50 |
1,732.25 |
1,700.00 |
|
R3 |
1,725.75 |
1,716.50 |
1,695.50 |
|
R2 |
1,710.00 |
1,710.00 |
1,694.25 |
|
R1 |
1,700.75 |
1,700.75 |
1,692.75 |
1,697.50 |
PP |
1,694.25 |
1,694.25 |
1,694.25 |
1,692.75 |
S1 |
1,685.00 |
1,685.00 |
1,689.75 |
1,681.75 |
S2 |
1,678.50 |
1,678.50 |
1,688.25 |
|
S3 |
1,662.75 |
1,669.25 |
1,687.00 |
|
S4 |
1,647.00 |
1,653.50 |
1,682.50 |
|
|
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 |
1,703.75 |
1,662.50 |
41.25 |
2.4% |
12.25 |
0.7% |
70% |
True |
False |
850,141 |
10 |
1,703.75 |
1,624.50 |
79.25 |
4.7% |
15.00 |
0.9% |
84% |
True |
False |
446,258 |
20 |
1,703.75 |
1,618.25 |
85.50 |
5.1% |
16.50 |
1.0% |
85% |
True |
False |
227,023 |
40 |
1,703.75 |
1,618.25 |
85.50 |
5.1% |
14.75 |
0.9% |
85% |
True |
False |
115,367 |
60 |
1,703.75 |
1,547.25 |
156.50 |
9.3% |
16.00 |
0.9% |
92% |
True |
False |
78,289 |
80 |
1,703.75 |
1,547.25 |
156.50 |
9.3% |
17.75 |
1.1% |
92% |
True |
False |
58,875 |
100 |
1,703.75 |
1,547.25 |
156.50 |
9.3% |
17.00 |
1.0% |
92% |
True |
False |
47,150 |
120 |
1,703.75 |
1,519.50 |
184.25 |
10.9% |
16.50 |
1.0% |
93% |
True |
False |
39,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.75 |
2.618 |
1,745.00 |
1.618 |
1,729.25 |
1.000 |
1,719.50 |
0.618 |
1,713.50 |
HIGH |
1,703.75 |
0.618 |
1,697.75 |
0.500 |
1,696.00 |
0.382 |
1,694.00 |
LOW |
1,688.00 |
0.618 |
1,678.25 |
1.000 |
1,672.25 |
1.618 |
1,662.50 |
2.618 |
1,646.75 |
4.250 |
1,621.00 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,696.00 |
1,690.50 |
PP |
1,694.25 |
1,689.75 |
S1 |
1,692.75 |
1,689.00 |
|