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 |
3,202.50 |
3,229.75 |
27.25 |
0.9% |
3,222.75 |
High |
3,235.25 |
3,233.50 |
-1.75 |
-0.1% |
3,237.00 |
Low |
3,202.25 |
3,203.00 |
0.75 |
0.0% |
3,195.75 |
Close |
3,226.00 |
3,223.00 |
-3.00 |
-0.1% |
3,223.00 |
Range |
33.00 |
30.50 |
-2.50 |
-7.6% |
41.25 |
ATR |
32.14 |
32.03 |
-0.12 |
-0.4% |
0.00 |
Volume |
208,824 |
193,112 |
-15,712 |
-7.5% |
1,067,983 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,311.25 |
3,297.75 |
3,239.75 |
|
R3 |
3,280.75 |
3,267.25 |
3,231.50 |
|
R2 |
3,250.25 |
3,250.25 |
3,228.50 |
|
R1 |
3,236.75 |
3,236.75 |
3,225.75 |
3,228.25 |
PP |
3,219.75 |
3,219.75 |
3,219.75 |
3,215.50 |
S1 |
3,206.25 |
3,206.25 |
3,220.25 |
3,197.75 |
S2 |
3,189.25 |
3,189.25 |
3,217.50 |
|
S3 |
3,158.75 |
3,175.75 |
3,214.50 |
|
S4 |
3,128.25 |
3,145.25 |
3,206.25 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,342.25 |
3,324.00 |
3,245.75 |
|
R3 |
3,301.00 |
3,282.75 |
3,234.25 |
|
R2 |
3,259.75 |
3,259.75 |
3,230.50 |
|
R1 |
3,241.50 |
3,241.50 |
3,226.75 |
3,250.50 |
PP |
3,218.50 |
3,218.50 |
3,218.50 |
3,223.25 |
S1 |
3,200.25 |
3,200.25 |
3,219.25 |
3,209.50 |
S2 |
3,177.25 |
3,177.25 |
3,215.50 |
|
S3 |
3,136.00 |
3,159.00 |
3,211.75 |
|
S4 |
3,094.75 |
3,117.75 |
3,200.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,237.00 |
3,195.75 |
41.25 |
1.3% |
31.00 |
1.0% |
66% |
False |
False |
213,596 |
10 |
3,241.50 |
3,156.25 |
85.25 |
2.6% |
33.00 |
1.0% |
78% |
False |
False |
227,036 |
20 |
3,241.50 |
3,060.00 |
181.50 |
5.6% |
32.75 |
1.0% |
90% |
False |
False |
131,903 |
40 |
3,241.50 |
3,049.25 |
192.25 |
6.0% |
31.25 |
1.0% |
90% |
False |
False |
66,103 |
60 |
3,241.50 |
2,929.50 |
312.00 |
9.7% |
25.50 |
0.8% |
94% |
False |
False |
44,095 |
80 |
3,241.50 |
2,813.00 |
428.50 |
13.3% |
24.25 |
0.8% |
96% |
False |
False |
33,072 |
100 |
3,241.50 |
2,813.00 |
428.50 |
13.3% |
20.50 |
0.6% |
96% |
False |
False |
26,458 |
120 |
3,241.50 |
2,726.75 |
514.75 |
16.0% |
17.75 |
0.5% |
96% |
False |
False |
22,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,363.00 |
2.618 |
3,313.25 |
1.618 |
3,282.75 |
1.000 |
3,264.00 |
0.618 |
3,252.25 |
HIGH |
3,233.50 |
0.618 |
3,221.75 |
0.500 |
3,218.25 |
0.382 |
3,214.75 |
LOW |
3,203.00 |
0.618 |
3,184.25 |
1.000 |
3,172.50 |
1.618 |
3,153.75 |
2.618 |
3,123.25 |
4.250 |
3,073.50 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,221.50 |
3,220.50 |
PP |
3,219.75 |
3,218.00 |
S1 |
3,218.25 |
3,215.50 |
|