Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,706.50 |
1,693.25 |
-13.25 |
-0.8% |
1,693.00 |
High |
1,707.50 |
1,701.00 |
-6.50 |
-0.4% |
1,726.75 |
Low |
1,689.50 |
1,687.50 |
-2.00 |
-0.1% |
1,687.75 |
Close |
1,692.75 |
1,692.50 |
-0.25 |
0.0% |
1,702.50 |
Range |
18.00 |
13.50 |
-4.50 |
-25.0% |
39.00 |
ATR |
16.72 |
16.49 |
-0.23 |
-1.4% |
0.00 |
Volume |
1,671,968 |
1,501,832 |
-170,136 |
-10.2% |
9,438,032 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.25 |
1,726.75 |
1,700.00 |
|
R3 |
1,720.75 |
1,713.25 |
1,696.25 |
|
R2 |
1,707.25 |
1,707.25 |
1,695.00 |
|
R1 |
1,699.75 |
1,699.75 |
1,693.75 |
1,696.75 |
PP |
1,693.75 |
1,693.75 |
1,693.75 |
1,692.00 |
S1 |
1,686.25 |
1,686.25 |
1,691.25 |
1,683.25 |
S2 |
1,680.25 |
1,680.25 |
1,690.00 |
|
S3 |
1,666.75 |
1,672.75 |
1,688.75 |
|
S4 |
1,653.25 |
1,659.25 |
1,685.00 |
|
|
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 |
1,687.50 |
39.25 |
2.3% |
18.75 |
1.1% |
13% |
False |
True |
1,826,503 |
10 |
1,726.75 |
1,671.25 |
55.50 |
3.3% |
15.25 |
0.9% |
38% |
False |
False |
1,468,252 |
20 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
16.75 |
1.0% |
68% |
False |
False |
753,954 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
15.50 |
0.9% |
68% |
False |
False |
379,344 |
60 |
1,726.75 |
1,586.50 |
140.25 |
8.3% |
15.25 |
0.9% |
76% |
False |
False |
254,036 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.50 |
1.0% |
81% |
False |
False |
191,116 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.25 |
1.0% |
81% |
False |
False |
152,959 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.2% |
16.75 |
1.0% |
83% |
False |
False |
127,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.50 |
2.618 |
1,736.25 |
1.618 |
1,722.75 |
1.000 |
1,714.50 |
0.618 |
1,709.25 |
HIGH |
1,701.00 |
0.618 |
1,695.75 |
0.500 |
1,694.25 |
0.382 |
1,692.75 |
LOW |
1,687.50 |
0.618 |
1,679.25 |
1.000 |
1,674.00 |
1.618 |
1,665.75 |
2.618 |
1,652.25 |
4.250 |
1,630.00 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,694.25 |
1,703.50 |
PP |
1,693.75 |
1,699.75 |
S1 |
1,693.00 |
1,696.25 |
|