Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,365.8 |
1,365.9 |
0.1 |
0.0% |
1,380.0 |
High |
1,368.7 |
1,365.9 |
-2.8 |
-0.2% |
1,416.7 |
Low |
1,359.5 |
1,322.0 |
-37.5 |
-2.8% |
1,364.8 |
Close |
1,364.7 |
1,331.5 |
-33.2 |
-2.4% |
1,387.3 |
Range |
9.2 |
43.9 |
34.7 |
377.2% |
51.9 |
ATR |
22.9 |
24.4 |
1.5 |
6.5% |
0.0 |
Volume |
3,177 |
1,932 |
-1,245 |
-39.2% |
7,756 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.5 |
1,445.4 |
1,355.6 |
|
R3 |
1,427.6 |
1,401.5 |
1,343.6 |
|
R2 |
1,383.7 |
1,383.7 |
1,339.5 |
|
R1 |
1,357.6 |
1,357.6 |
1,335.5 |
1,348.7 |
PP |
1,339.8 |
1,339.8 |
1,339.8 |
1,335.4 |
S1 |
1,313.7 |
1,313.7 |
1,327.5 |
1,304.8 |
S2 |
1,295.9 |
1,295.9 |
1,323.5 |
|
S3 |
1,252.0 |
1,269.8 |
1,319.4 |
|
S4 |
1,208.1 |
1,225.9 |
1,307.4 |
|
|
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 |
1,393.4 |
1,322.0 |
71.4 |
5.4% |
22.9 |
1.7% |
13% |
False |
True |
1,889 |
10 |
1,416.7 |
1,322.0 |
94.7 |
7.1% |
24.5 |
1.8% |
10% |
False |
True |
1,940 |
20 |
1,433.7 |
1,322.0 |
111.7 |
8.4% |
24.1 |
1.8% |
9% |
False |
True |
1,766 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.0% |
22.1 |
1.7% |
36% |
False |
False |
1,800 |
60 |
1,433.7 |
1,187.9 |
245.8 |
18.5% |
23.5 |
1.8% |
58% |
False |
False |
1,719 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.5% |
22.4 |
1.7% |
58% |
False |
False |
1,413 |
100 |
1,482.1 |
1,187.9 |
294.2 |
22.1% |
21.4 |
1.6% |
49% |
False |
False |
1,342 |
120 |
1,613.6 |
1,187.9 |
425.7 |
32.0% |
22.1 |
1.7% |
34% |
False |
False |
1,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.5 |
2.618 |
1,480.8 |
1.618 |
1,436.9 |
1.000 |
1,409.8 |
0.618 |
1,393.0 |
HIGH |
1,365.9 |
0.618 |
1,349.1 |
0.500 |
1,344.0 |
0.382 |
1,338.8 |
LOW |
1,322.0 |
0.618 |
1,294.9 |
1.000 |
1,278.1 |
1.618 |
1,251.0 |
2.618 |
1,207.1 |
4.250 |
1,135.4 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,344.0 |
1,353.1 |
PP |
1,339.8 |
1,345.9 |
S1 |
1,335.7 |
1,338.7 |
|