Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,369.7 |
1,388.7 |
19.0 |
1.4% |
1,380.0 |
High |
1,393.4 |
1,391.5 |
-1.9 |
-0.1% |
1,416.7 |
Low |
1,364.8 |
1,384.0 |
19.2 |
1.4% |
1,364.8 |
Close |
1,387.3 |
1,387.5 |
0.2 |
0.0% |
1,387.3 |
Range |
28.6 |
7.5 |
-21.1 |
-73.8% |
51.9 |
ATR |
24.9 |
23.6 |
-1.2 |
-5.0% |
0.0 |
Volume |
1,295 |
1,373 |
78 |
6.0% |
7,756 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.2 |
1,406.3 |
1,391.6 |
|
R3 |
1,402.7 |
1,398.8 |
1,389.6 |
|
R2 |
1,395.2 |
1,395.2 |
1,388.9 |
|
R1 |
1,391.3 |
1,391.3 |
1,388.2 |
1,389.5 |
PP |
1,387.7 |
1,387.7 |
1,387.7 |
1,386.8 |
S1 |
1,383.8 |
1,383.8 |
1,386.8 |
1,382.0 |
S2 |
1,380.2 |
1,380.2 |
1,386.1 |
|
S3 |
1,372.7 |
1,376.3 |
1,385.4 |
|
S4 |
1,365.2 |
1,368.8 |
1,383.4 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.3 |
1,518.2 |
1,415.8 |
|
R3 |
1,493.4 |
1,466.3 |
1,401.6 |
|
R2 |
1,441.5 |
1,441.5 |
1,396.8 |
|
R1 |
1,414.4 |
1,414.4 |
1,392.1 |
1,428.0 |
PP |
1,389.6 |
1,389.6 |
1,389.6 |
1,396.4 |
S1 |
1,362.5 |
1,362.5 |
1,382.5 |
1,376.1 |
S2 |
1,337.7 |
1,337.7 |
1,377.8 |
|
S3 |
1,285.8 |
1,310.6 |
1,373.0 |
|
S4 |
1,233.9 |
1,258.7 |
1,358.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,416.7 |
1,364.8 |
51.9 |
3.7% |
27.2 |
2.0% |
44% |
False |
False |
1,825 |
10 |
1,433.7 |
1,364.8 |
68.9 |
5.0% |
22.4 |
1.6% |
33% |
False |
False |
1,763 |
20 |
1,433.7 |
1,315.5 |
118.2 |
8.5% |
23.5 |
1.7% |
61% |
False |
False |
1,577 |
40 |
1,433.7 |
1,273.8 |
159.9 |
11.5% |
21.6 |
1.6% |
71% |
False |
False |
1,738 |
60 |
1,433.7 |
1,187.9 |
245.8 |
17.7% |
22.8 |
1.6% |
81% |
False |
False |
1,644 |
80 |
1,433.7 |
1,187.9 |
245.8 |
17.7% |
22.7 |
1.6% |
81% |
False |
False |
1,341 |
100 |
1,482.1 |
1,187.9 |
294.2 |
21.2% |
21.4 |
1.5% |
68% |
False |
False |
1,297 |
120 |
1,622.3 |
1,187.9 |
434.4 |
31.3% |
21.6 |
1.6% |
46% |
False |
False |
1,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.4 |
2.618 |
1,411.1 |
1.618 |
1,403.6 |
1.000 |
1,399.0 |
0.618 |
1,396.1 |
HIGH |
1,391.5 |
0.618 |
1,388.6 |
0.500 |
1,387.8 |
0.382 |
1,386.9 |
LOW |
1,384.0 |
0.618 |
1,379.4 |
1.000 |
1,376.5 |
1.618 |
1,371.9 |
2.618 |
1,364.4 |
4.250 |
1,352.1 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,387.8 |
1,385.4 |
PP |
1,387.7 |
1,383.2 |
S1 |
1,387.6 |
1,381.1 |
|