Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,689.00 |
1,699.25 |
10.25 |
0.6% |
1,646.00 |
High |
1,699.75 |
1,723.25 |
23.50 |
1.4% |
1,684.00 |
Low |
1,687.75 |
1,693.25 |
5.50 |
0.3% |
1,645.75 |
Close |
1,698.25 |
1,717.75 |
19.50 |
1.1% |
1,682.00 |
Range |
12.00 |
30.00 |
18.00 |
150.0% |
38.25 |
ATR |
15.70 |
16.72 |
1.02 |
6.5% |
0.00 |
Volume |
1,448,771 |
2,330,607 |
881,836 |
60.9% |
2,298,277 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.50 |
1,789.50 |
1,734.25 |
|
R3 |
1,771.50 |
1,759.50 |
1,726.00 |
|
R2 |
1,741.50 |
1,741.50 |
1,723.25 |
|
R1 |
1,729.50 |
1,729.50 |
1,720.50 |
1,735.50 |
PP |
1,711.50 |
1,711.50 |
1,711.50 |
1,714.50 |
S1 |
1,699.50 |
1,699.50 |
1,715.00 |
1,705.50 |
S2 |
1,681.50 |
1,681.50 |
1,712.25 |
|
S3 |
1,651.50 |
1,669.50 |
1,709.50 |
|
S4 |
1,621.50 |
1,639.50 |
1,701.25 |
|
|
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 |
1,723.25 |
1,674.00 |
49.25 |
2.9% |
15.25 |
0.9% |
89% |
True |
False |
1,513,740 |
10 |
1,723.25 |
1,632.25 |
91.00 |
5.3% |
15.50 |
0.9% |
94% |
True |
False |
819,185 |
20 |
1,723.25 |
1,618.25 |
105.00 |
6.1% |
17.25 |
1.0% |
95% |
True |
False |
415,365 |
40 |
1,723.25 |
1,618.25 |
105.00 |
6.1% |
15.50 |
0.9% |
95% |
True |
False |
209,658 |
60 |
1,723.25 |
1,549.75 |
173.50 |
10.1% |
15.75 |
0.9% |
97% |
True |
False |
141,072 |
80 |
1,723.25 |
1,547.25 |
176.00 |
10.2% |
17.75 |
1.0% |
97% |
True |
False |
106,101 |
100 |
1,723.25 |
1,547.25 |
176.00 |
10.2% |
17.00 |
1.0% |
97% |
True |
False |
84,943 |
120 |
1,723.25 |
1,519.50 |
203.75 |
11.9% |
16.50 |
1.0% |
97% |
True |
False |
70,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,850.75 |
2.618 |
1,801.75 |
1.618 |
1,771.75 |
1.000 |
1,753.25 |
0.618 |
1,741.75 |
HIGH |
1,723.25 |
0.618 |
1,711.75 |
0.500 |
1,708.25 |
0.382 |
1,704.75 |
LOW |
1,693.25 |
0.618 |
1,674.75 |
1.000 |
1,663.25 |
1.618 |
1,644.75 |
2.618 |
1,614.75 |
4.250 |
1,565.75 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,714.50 |
1,713.75 |
PP |
1,711.50 |
1,709.50 |
S1 |
1,708.25 |
1,705.50 |
|