Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,383.8 |
1,365.8 |
-18.0 |
-1.3% |
1,380.0 |
High |
1,384.1 |
1,368.7 |
-15.4 |
-1.1% |
1,416.7 |
Low |
1,359.0 |
1,359.5 |
0.5 |
0.0% |
1,364.8 |
Close |
1,364.9 |
1,364.7 |
-0.2 |
0.0% |
1,387.3 |
Range |
25.1 |
9.2 |
-15.9 |
-63.3% |
51.9 |
ATR |
24.0 |
22.9 |
-1.1 |
-4.4% |
0.0 |
Volume |
1,668 |
3,177 |
1,509 |
90.5% |
7,756 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.9 |
1,387.5 |
1,369.8 |
|
R3 |
1,382.7 |
1,378.3 |
1,367.2 |
|
R2 |
1,373.5 |
1,373.5 |
1,366.4 |
|
R1 |
1,369.1 |
1,369.1 |
1,365.5 |
1,366.7 |
PP |
1,364.3 |
1,364.3 |
1,364.3 |
1,363.1 |
S1 |
1,359.9 |
1,359.9 |
1,363.9 |
1,357.5 |
S2 |
1,355.1 |
1,355.1 |
1,363.0 |
|
S3 |
1,345.9 |
1,350.7 |
1,362.2 |
|
S4 |
1,336.7 |
1,341.5 |
1,359.6 |
|
|
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 |
1,397.4 |
1,359.0 |
38.4 |
2.8% |
20.4 |
1.5% |
15% |
False |
False |
2,098 |
10 |
1,433.7 |
1,359.0 |
74.7 |
5.5% |
21.9 |
1.6% |
8% |
False |
False |
2,023 |
20 |
1,433.7 |
1,317.0 |
116.7 |
8.6% |
22.8 |
1.7% |
41% |
False |
False |
1,718 |
40 |
1,433.7 |
1,273.8 |
159.9 |
11.7% |
21.7 |
1.6% |
57% |
False |
False |
1,796 |
60 |
1,433.7 |
1,187.9 |
245.8 |
18.0% |
23.1 |
1.7% |
72% |
False |
False |
1,690 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.0% |
22.6 |
1.7% |
72% |
False |
False |
1,392 |
100 |
1,482.1 |
1,187.9 |
294.2 |
21.6% |
21.2 |
1.6% |
60% |
False |
False |
1,330 |
120 |
1,622.3 |
1,187.9 |
434.4 |
31.8% |
21.8 |
1.6% |
41% |
False |
False |
1,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.8 |
2.618 |
1,392.8 |
1.618 |
1,383.6 |
1.000 |
1,377.9 |
0.618 |
1,374.4 |
HIGH |
1,368.7 |
0.618 |
1,365.2 |
0.500 |
1,364.1 |
0.382 |
1,363.0 |
LOW |
1,359.5 |
0.618 |
1,353.8 |
1.000 |
1,350.3 |
1.618 |
1,344.6 |
2.618 |
1,335.4 |
4.250 |
1,320.4 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,364.5 |
1,375.3 |
PP |
1,364.3 |
1,371.7 |
S1 |
1,364.1 |
1,368.2 |
|