Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,388.7 |
1,383.8 |
-4.9 |
-0.4% |
1,380.0 |
High |
1,391.5 |
1,384.1 |
-7.4 |
-0.5% |
1,416.7 |
Low |
1,384.0 |
1,359.0 |
-25.0 |
-1.8% |
1,364.8 |
Close |
1,387.5 |
1,364.9 |
-22.6 |
-1.6% |
1,387.3 |
Range |
7.5 |
25.1 |
17.6 |
234.7% |
51.9 |
ATR |
23.6 |
24.0 |
0.3 |
1.5% |
0.0 |
Volume |
1,373 |
1,668 |
295 |
21.5% |
7,756 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.6 |
1,429.9 |
1,378.7 |
|
R3 |
1,419.5 |
1,404.8 |
1,371.8 |
|
R2 |
1,394.4 |
1,394.4 |
1,369.5 |
|
R1 |
1,379.7 |
1,379.7 |
1,367.2 |
1,374.5 |
PP |
1,369.3 |
1,369.3 |
1,369.3 |
1,366.8 |
S1 |
1,354.6 |
1,354.6 |
1,362.6 |
1,349.4 |
S2 |
1,344.2 |
1,344.2 |
1,360.3 |
|
S3 |
1,319.1 |
1,329.5 |
1,358.0 |
|
S4 |
1,294.0 |
1,304.4 |
1,351.1 |
|
|
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 |
1,414.0 |
1,359.0 |
55.0 |
4.0% |
24.2 |
1.8% |
11% |
False |
True |
1,725 |
10 |
1,433.7 |
1,359.0 |
74.7 |
5.5% |
23.4 |
1.7% |
8% |
False |
True |
1,779 |
20 |
1,433.7 |
1,317.0 |
116.7 |
8.6% |
23.4 |
1.7% |
41% |
False |
False |
1,623 |
40 |
1,433.7 |
1,273.8 |
159.9 |
11.7% |
21.9 |
1.6% |
57% |
False |
False |
1,747 |
60 |
1,433.7 |
1,187.9 |
245.8 |
18.0% |
23.0 |
1.7% |
72% |
False |
False |
1,649 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.0% |
22.7 |
1.7% |
72% |
False |
False |
1,354 |
100 |
1,482.1 |
1,187.9 |
294.2 |
21.6% |
21.3 |
1.6% |
60% |
False |
False |
1,304 |
120 |
1,622.3 |
1,187.9 |
434.4 |
31.8% |
21.8 |
1.6% |
41% |
False |
False |
1,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.8 |
2.618 |
1,449.8 |
1.618 |
1,424.7 |
1.000 |
1,409.2 |
0.618 |
1,399.6 |
HIGH |
1,384.1 |
0.618 |
1,374.5 |
0.500 |
1,371.6 |
0.382 |
1,368.6 |
LOW |
1,359.0 |
0.618 |
1,343.5 |
1.000 |
1,333.9 |
1.618 |
1,318.4 |
2.618 |
1,293.3 |
4.250 |
1,252.3 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,371.6 |
1,376.2 |
PP |
1,369.3 |
1,372.4 |
S1 |
1,367.1 |
1,368.7 |
|