Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,717.25 |
1,706.50 |
-10.75 |
-0.6% |
1,693.00 |
High |
1,719.50 |
1,707.50 |
-12.00 |
-0.7% |
1,726.75 |
Low |
1,701.25 |
1,689.50 |
-11.75 |
-0.7% |
1,687.75 |
Close |
1,702.50 |
1,692.75 |
-9.75 |
-0.6% |
1,702.50 |
Range |
18.25 |
18.00 |
-0.25 |
-1.4% |
39.00 |
ATR |
16.62 |
16.72 |
0.10 |
0.6% |
0.00 |
Volume |
1,767,531 |
1,671,968 |
-95,563 |
-5.4% |
9,438,032 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,750.50 |
1,739.75 |
1,702.75 |
|
R3 |
1,732.50 |
1,721.75 |
1,697.75 |
|
R2 |
1,714.50 |
1,714.50 |
1,696.00 |
|
R1 |
1,703.75 |
1,703.75 |
1,694.50 |
1,700.00 |
PP |
1,696.50 |
1,696.50 |
1,696.50 |
1,694.75 |
S1 |
1,685.75 |
1,685.75 |
1,691.00 |
1,682.00 |
S2 |
1,678.50 |
1,678.50 |
1,689.50 |
|
S3 |
1,660.50 |
1,667.75 |
1,687.75 |
|
S4 |
1,642.50 |
1,649.75 |
1,682.75 |
|
|
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% |
18.25 |
1.1% |
13% |
False |
False |
1,815,891 |
10 |
1,726.75 |
1,662.50 |
64.25 |
3.8% |
15.25 |
0.9% |
47% |
False |
False |
1,333,016 |
20 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
16.75 |
1.0% |
69% |
False |
False |
679,110 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
15.50 |
0.9% |
69% |
False |
False |
341,875 |
60 |
1,726.75 |
1,586.50 |
140.25 |
8.3% |
15.25 |
0.9% |
76% |
False |
False |
229,120 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.75 |
1.0% |
81% |
False |
False |
172,346 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.25 |
1.0% |
81% |
False |
False |
137,941 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.2% |
16.75 |
1.0% |
84% |
False |
False |
114,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,784.00 |
2.618 |
1,754.50 |
1.618 |
1,736.50 |
1.000 |
1,725.50 |
0.618 |
1,718.50 |
HIGH |
1,707.50 |
0.618 |
1,700.50 |
0.500 |
1,698.50 |
0.382 |
1,696.50 |
LOW |
1,689.50 |
0.618 |
1,678.50 |
1.000 |
1,671.50 |
1.618 |
1,660.50 |
2.618 |
1,642.50 |
4.250 |
1,613.00 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,698.50 |
1,708.00 |
PP |
1,696.50 |
1,703.00 |
S1 |
1,694.75 |
1,698.00 |
|