Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,693.00 |
1,689.00 |
-4.00 |
-0.2% |
1,646.00 |
High |
1,703.75 |
1,699.75 |
-4.00 |
-0.2% |
1,684.00 |
Low |
1,688.00 |
1,687.75 |
-0.25 |
0.0% |
1,645.75 |
Close |
1,691.25 |
1,698.25 |
7.00 |
0.4% |
1,682.00 |
Range |
15.75 |
12.00 |
-3.75 |
-23.8% |
38.25 |
ATR |
15.98 |
15.70 |
-0.28 |
-1.8% |
0.00 |
Volume |
2,030,544 |
1,448,771 |
-581,773 |
-28.7% |
2,298,277 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,731.25 |
1,726.75 |
1,704.75 |
|
R3 |
1,719.25 |
1,714.75 |
1,701.50 |
|
R2 |
1,707.25 |
1,707.25 |
1,700.50 |
|
R1 |
1,702.75 |
1,702.75 |
1,699.25 |
1,705.00 |
PP |
1,695.25 |
1,695.25 |
1,695.25 |
1,696.50 |
S1 |
1,690.75 |
1,690.75 |
1,697.25 |
1,693.00 |
S2 |
1,683.25 |
1,683.25 |
1,696.00 |
|
S3 |
1,671.25 |
1,678.75 |
1,695.00 |
|
S4 |
1,659.25 |
1,666.75 |
1,691.75 |
|
|
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 |
1,703.75 |
1,671.25 |
32.50 |
1.9% |
11.75 |
0.7% |
83% |
False |
False |
1,110,001 |
10 |
1,703.75 |
1,628.75 |
75.00 |
4.4% |
14.50 |
0.8% |
93% |
False |
False |
589,178 |
20 |
1,703.75 |
1,618.25 |
85.50 |
5.0% |
16.50 |
1.0% |
94% |
False |
False |
299,066 |
40 |
1,703.75 |
1,618.25 |
85.50 |
5.0% |
15.00 |
0.9% |
94% |
False |
False |
151,498 |
60 |
1,703.75 |
1,547.25 |
156.50 |
9.2% |
15.75 |
0.9% |
96% |
False |
False |
102,330 |
80 |
1,703.75 |
1,547.25 |
156.50 |
9.2% |
17.75 |
1.0% |
96% |
False |
False |
76,977 |
100 |
1,703.75 |
1,547.25 |
156.50 |
9.2% |
17.00 |
1.0% |
96% |
False |
False |
61,637 |
120 |
1,703.75 |
1,519.50 |
184.25 |
10.8% |
16.50 |
1.0% |
97% |
False |
False |
51,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,750.75 |
2.618 |
1,731.25 |
1.618 |
1,719.25 |
1.000 |
1,711.75 |
0.618 |
1,707.25 |
HIGH |
1,699.75 |
0.618 |
1,695.25 |
0.500 |
1,693.75 |
0.382 |
1,692.25 |
LOW |
1,687.75 |
0.618 |
1,680.25 |
1.000 |
1,675.75 |
1.618 |
1,668.25 |
2.618 |
1,656.25 |
4.250 |
1,636.75 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,696.75 |
1,695.00 |
PP |
1,695.25 |
1,692.00 |
S1 |
1,693.75 |
1,689.00 |
|