Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,699.25 |
1,718.50 |
19.25 |
1.1% |
1,646.00 |
High |
1,723.25 |
1,726.75 |
3.50 |
0.2% |
1,684.00 |
Low |
1,693.25 |
1,713.25 |
20.00 |
1.2% |
1,645.75 |
Close |
1,717.75 |
1,717.50 |
-0.25 |
0.0% |
1,682.00 |
Range |
30.00 |
13.50 |
-16.50 |
-55.0% |
38.25 |
ATR |
16.72 |
16.49 |
-0.23 |
-1.4% |
0.00 |
Volume |
2,330,607 |
1,860,579 |
-470,028 |
-20.2% |
2,298,277 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.75 |
1,752.00 |
1,725.00 |
|
R3 |
1,746.25 |
1,738.50 |
1,721.25 |
|
R2 |
1,732.75 |
1,732.75 |
1,720.00 |
|
R1 |
1,725.00 |
1,725.00 |
1,718.75 |
1,722.00 |
PP |
1,719.25 |
1,719.25 |
1,719.25 |
1,717.75 |
S1 |
1,711.50 |
1,711.50 |
1,716.25 |
1,708.50 |
S2 |
1,705.75 |
1,705.75 |
1,715.00 |
|
S3 |
1,692.25 |
1,698.00 |
1,713.75 |
|
S4 |
1,678.75 |
1,684.50 |
1,710.00 |
|
|
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 |
1,726.75 |
1,674.00 |
52.75 |
3.1% |
16.25 |
0.9% |
82% |
True |
False |
1,766,580 |
10 |
1,726.75 |
1,632.25 |
94.50 |
5.5% |
16.00 |
0.9% |
90% |
True |
False |
1,002,526 |
20 |
1,726.75 |
1,618.25 |
108.50 |
6.3% |
16.75 |
1.0% |
91% |
True |
False |
507,997 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.3% |
15.25 |
0.9% |
91% |
True |
False |
256,077 |
60 |
1,726.75 |
1,567.25 |
159.50 |
9.3% |
15.50 |
0.9% |
94% |
True |
False |
171,973 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.5% |
17.75 |
1.0% |
95% |
True |
False |
129,358 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.5% |
17.00 |
1.0% |
95% |
True |
False |
103,548 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.1% |
16.50 |
1.0% |
96% |
True |
False |
86,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,784.00 |
2.618 |
1,762.00 |
1.618 |
1,748.50 |
1.000 |
1,740.25 |
0.618 |
1,735.00 |
HIGH |
1,726.75 |
0.618 |
1,721.50 |
0.500 |
1,720.00 |
0.382 |
1,718.50 |
LOW |
1,713.25 |
0.618 |
1,705.00 |
1.000 |
1,699.75 |
1.618 |
1,691.50 |
2.618 |
1,678.00 |
4.250 |
1,656.00 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,720.00 |
1,714.00 |
PP |
1,719.25 |
1,710.75 |
S1 |
1,718.25 |
1,707.25 |
|