Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,686.50 |
1,694.50 |
8.00 |
0.5% |
1,706.50 |
High |
1,697.50 |
1,695.50 |
-2.00 |
-0.1% |
1,707.50 |
Low |
1,685.75 |
1,680.00 |
-5.75 |
-0.3% |
1,680.00 |
Close |
1,692.50 |
1,686.50 |
-6.00 |
-0.4% |
1,686.50 |
Range |
11.75 |
15.50 |
3.75 |
31.9% |
27.50 |
ATR |
15.75 |
15.73 |
-0.02 |
-0.1% |
0.00 |
Volume |
1,466,733 |
1,432,245 |
-34,488 |
-2.4% |
7,712,063 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.75 |
1,725.75 |
1,695.00 |
|
R3 |
1,718.25 |
1,710.25 |
1,690.75 |
|
R2 |
1,702.75 |
1,702.75 |
1,689.25 |
|
R1 |
1,694.75 |
1,694.75 |
1,688.00 |
1,691.00 |
PP |
1,687.25 |
1,687.25 |
1,687.25 |
1,685.50 |
S1 |
1,679.25 |
1,679.25 |
1,685.00 |
1,675.50 |
S2 |
1,671.75 |
1,671.75 |
1,683.75 |
|
S3 |
1,656.25 |
1,663.75 |
1,682.25 |
|
S4 |
1,640.75 |
1,648.25 |
1,678.00 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.75 |
1,757.75 |
1,701.50 |
|
R3 |
1,746.25 |
1,730.25 |
1,694.00 |
|
R2 |
1,718.75 |
1,718.75 |
1,691.50 |
|
R1 |
1,702.75 |
1,702.75 |
1,689.00 |
1,697.00 |
PP |
1,691.25 |
1,691.25 |
1,691.25 |
1,688.50 |
S1 |
1,675.25 |
1,675.25 |
1,684.00 |
1,669.50 |
S2 |
1,663.75 |
1,663.75 |
1,681.50 |
|
S3 |
1,636.25 |
1,647.75 |
1,679.00 |
|
S4 |
1,608.75 |
1,620.25 |
1,671.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,707.50 |
1,680.00 |
27.50 |
1.6% |
13.75 |
0.8% |
24% |
False |
True |
1,542,412 |
10 |
1,726.75 |
1,680.00 |
46.75 |
2.8% |
16.00 |
0.9% |
14% |
False |
True |
1,715,009 |
20 |
1,726.75 |
1,618.75 |
108.00 |
6.4% |
15.75 |
0.9% |
63% |
False |
False |
979,503 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
15.50 |
0.9% |
63% |
False |
False |
492,588 |
60 |
1,726.75 |
1,602.75 |
124.00 |
7.4% |
14.75 |
0.9% |
68% |
False |
False |
329,482 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.25 |
1.0% |
78% |
False |
False |
247,834 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.25 |
1.0% |
78% |
False |
False |
198,338 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.3% |
16.75 |
1.0% |
81% |
False |
False |
165,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.50 |
2.618 |
1,736.00 |
1.618 |
1,720.50 |
1.000 |
1,711.00 |
0.618 |
1,705.00 |
HIGH |
1,695.50 |
0.618 |
1,689.50 |
0.500 |
1,687.75 |
0.382 |
1,686.00 |
LOW |
1,680.00 |
0.618 |
1,670.50 |
1.000 |
1,664.50 |
1.618 |
1,655.00 |
2.618 |
1,639.50 |
4.250 |
1,614.00 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,687.75 |
1,688.75 |
PP |
1,687.25 |
1,688.00 |
S1 |
1,687.00 |
1,687.25 |
|