Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,718.50 |
1,717.25 |
-1.25 |
-0.1% |
1,693.00 |
High |
1,726.75 |
1,719.50 |
-7.25 |
-0.4% |
1,726.75 |
Low |
1,713.25 |
1,701.25 |
-12.00 |
-0.7% |
1,687.75 |
Close |
1,717.50 |
1,702.50 |
-15.00 |
-0.9% |
1,702.50 |
Range |
13.50 |
18.25 |
4.75 |
35.2% |
39.00 |
ATR |
16.49 |
16.62 |
0.13 |
0.8% |
0.00 |
Volume |
1,860,579 |
1,767,531 |
-93,048 |
-5.0% |
9,438,032 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.50 |
1,750.75 |
1,712.50 |
|
R3 |
1,744.25 |
1,732.50 |
1,707.50 |
|
R2 |
1,726.00 |
1,726.00 |
1,705.75 |
|
R1 |
1,714.25 |
1,714.25 |
1,704.25 |
1,711.00 |
PP |
1,707.75 |
1,707.75 |
1,707.75 |
1,706.00 |
S1 |
1,696.00 |
1,696.00 |
1,700.75 |
1,692.75 |
S2 |
1,689.50 |
1,689.50 |
1,699.25 |
|
S3 |
1,671.25 |
1,677.75 |
1,697.50 |
|
S4 |
1,653.00 |
1,659.50 |
1,692.50 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.75 |
1,801.50 |
1,724.00 |
|
R3 |
1,783.75 |
1,762.50 |
1,713.25 |
|
R2 |
1,744.75 |
1,744.75 |
1,709.75 |
|
R1 |
1,723.50 |
1,723.50 |
1,706.00 |
1,734.00 |
PP |
1,705.75 |
1,705.75 |
1,705.75 |
1,711.00 |
S1 |
1,684.50 |
1,684.50 |
1,699.00 |
1,695.00 |
S2 |
1,666.75 |
1,666.75 |
1,695.25 |
|
S3 |
1,627.75 |
1,645.50 |
1,691.75 |
|
S4 |
1,588.75 |
1,606.50 |
1,681.00 |
|
|
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 |
1,687.75 |
39.00 |
2.3% |
18.00 |
1.1% |
38% |
False |
False |
1,887,606 |
10 |
1,726.75 |
1,645.75 |
81.00 |
4.8% |
15.50 |
0.9% |
70% |
False |
False |
1,173,630 |
20 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
16.50 |
1.0% |
78% |
False |
False |
595,947 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
15.50 |
0.9% |
78% |
False |
False |
300,221 |
60 |
1,726.75 |
1,586.50 |
140.25 |
8.2% |
15.25 |
0.9% |
83% |
False |
False |
201,307 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.5% |
17.75 |
1.0% |
86% |
False |
False |
151,451 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.5% |
17.25 |
1.0% |
86% |
False |
False |
121,222 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.2% |
16.75 |
1.0% |
88% |
False |
False |
101,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,797.00 |
2.618 |
1,767.25 |
1.618 |
1,749.00 |
1.000 |
1,737.75 |
0.618 |
1,730.75 |
HIGH |
1,719.50 |
0.618 |
1,712.50 |
0.500 |
1,710.50 |
0.382 |
1,708.25 |
LOW |
1,701.25 |
0.618 |
1,690.00 |
1.000 |
1,683.00 |
1.618 |
1,671.75 |
2.618 |
1,653.50 |
4.250 |
1,623.75 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,710.50 |
1,710.00 |
PP |
1,707.75 |
1,707.50 |
S1 |
1,705.00 |
1,705.00 |
|