Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,693.25 |
1,692.25 |
-1.00 |
-0.1% |
1,693.00 |
High |
1,701.00 |
1,695.00 |
-6.00 |
-0.4% |
1,726.75 |
Low |
1,687.50 |
1,684.50 |
-3.00 |
-0.2% |
1,687.75 |
Close |
1,692.50 |
1,685.75 |
-6.75 |
-0.4% |
1,702.50 |
Range |
13.50 |
10.50 |
-3.00 |
-22.2% |
39.00 |
ATR |
16.49 |
16.06 |
-0.43 |
-2.6% |
0.00 |
Volume |
1,501,832 |
1,639,285 |
137,453 |
9.2% |
9,438,032 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.00 |
1,713.25 |
1,691.50 |
|
R3 |
1,709.50 |
1,702.75 |
1,688.75 |
|
R2 |
1,699.00 |
1,699.00 |
1,687.75 |
|
R1 |
1,692.25 |
1,692.25 |
1,686.75 |
1,690.50 |
PP |
1,688.50 |
1,688.50 |
1,688.50 |
1,687.50 |
S1 |
1,681.75 |
1,681.75 |
1,684.75 |
1,680.00 |
S2 |
1,678.00 |
1,678.00 |
1,683.75 |
|
S3 |
1,667.50 |
1,671.25 |
1,682.75 |
|
S4 |
1,657.00 |
1,660.75 |
1,680.00 |
|
|
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 |
1,684.50 |
42.25 |
2.5% |
14.75 |
0.9% |
3% |
False |
True |
1,688,239 |
10 |
1,726.75 |
1,674.00 |
52.75 |
3.1% |
15.00 |
0.9% |
22% |
False |
False |
1,600,989 |
20 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
15.75 |
0.9% |
62% |
False |
False |
835,635 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
15.50 |
0.9% |
62% |
False |
False |
420,249 |
60 |
1,726.75 |
1,588.25 |
138.50 |
8.2% |
15.00 |
0.9% |
70% |
False |
False |
281,298 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.50 |
1.0% |
77% |
False |
False |
211,605 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.00 |
1.0% |
77% |
False |
False |
169,352 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.3% |
16.75 |
1.0% |
80% |
False |
False |
141,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,739.50 |
2.618 |
1,722.50 |
1.618 |
1,712.00 |
1.000 |
1,705.50 |
0.618 |
1,701.50 |
HIGH |
1,695.00 |
0.618 |
1,691.00 |
0.500 |
1,689.75 |
0.382 |
1,688.50 |
LOW |
1,684.50 |
0.618 |
1,678.00 |
1.000 |
1,674.00 |
1.618 |
1,667.50 |
2.618 |
1,657.00 |
4.250 |
1,640.00 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,689.75 |
1,696.00 |
PP |
1,688.50 |
1,692.50 |
S1 |
1,687.00 |
1,689.25 |
|