Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,692.25 |
1,686.50 |
-5.75 |
-0.3% |
1,693.00 |
High |
1,695.00 |
1,697.50 |
2.50 |
0.1% |
1,726.75 |
Low |
1,684.50 |
1,685.75 |
1.25 |
0.1% |
1,687.75 |
Close |
1,685.75 |
1,692.50 |
6.75 |
0.4% |
1,702.50 |
Range |
10.50 |
11.75 |
1.25 |
11.9% |
39.00 |
ATR |
16.06 |
15.75 |
-0.31 |
-1.9% |
0.00 |
Volume |
1,639,285 |
1,466,733 |
-172,552 |
-10.5% |
9,438,032 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,727.25 |
1,721.50 |
1,699.00 |
|
R3 |
1,715.50 |
1,709.75 |
1,695.75 |
|
R2 |
1,703.75 |
1,703.75 |
1,694.75 |
|
R1 |
1,698.00 |
1,698.00 |
1,693.50 |
1,701.00 |
PP |
1,692.00 |
1,692.00 |
1,692.00 |
1,693.25 |
S1 |
1,686.25 |
1,686.25 |
1,691.50 |
1,689.00 |
S2 |
1,680.25 |
1,680.25 |
1,690.25 |
|
S3 |
1,668.50 |
1,674.50 |
1,689.25 |
|
S4 |
1,656.75 |
1,662.75 |
1,686.00 |
|
|
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 |
1,719.50 |
1,684.50 |
35.00 |
2.1% |
14.50 |
0.9% |
23% |
False |
False |
1,609,469 |
10 |
1,726.75 |
1,674.00 |
52.75 |
3.1% |
15.25 |
0.9% |
35% |
False |
False |
1,688,025 |
20 |
1,726.75 |
1,618.75 |
108.00 |
6.4% |
15.75 |
0.9% |
68% |
False |
False |
908,246 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
15.50 |
0.9% |
68% |
False |
False |
456,850 |
60 |
1,726.75 |
1,588.25 |
138.50 |
8.2% |
14.75 |
0.9% |
75% |
False |
False |
305,697 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.25 |
1.0% |
81% |
False |
False |
229,935 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.25 |
1.0% |
81% |
False |
False |
184,016 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.2% |
16.75 |
1.0% |
83% |
False |
False |
153,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,747.50 |
2.618 |
1,728.25 |
1.618 |
1,716.50 |
1.000 |
1,709.25 |
0.618 |
1,704.75 |
HIGH |
1,697.50 |
0.618 |
1,693.00 |
0.500 |
1,691.50 |
0.382 |
1,690.25 |
LOW |
1,685.75 |
0.618 |
1,678.50 |
1.000 |
1,674.00 |
1.618 |
1,666.75 |
2.618 |
1,655.00 |
4.250 |
1,635.75 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,692.25 |
1,692.75 |
PP |
1,692.00 |
1,692.75 |
S1 |
1,691.50 |
1,692.50 |
|