Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,324.5 |
1,330.0 |
5.5 |
0.4% |
1,388.7 |
High |
1,331.2 |
1,335.1 |
3.9 |
0.3% |
1,391.5 |
Low |
1,306.9 |
1,305.0 |
-1.9 |
-0.1% |
1,306.9 |
Close |
1,309.5 |
1,318.7 |
9.2 |
0.7% |
1,309.5 |
Range |
24.3 |
30.1 |
5.8 |
23.9% |
84.6 |
ATR |
24.4 |
24.9 |
0.4 |
1.7% |
0.0 |
Volume |
2,413 |
2,302 |
-111 |
-4.6% |
10,563 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.9 |
1,394.4 |
1,335.3 |
|
R3 |
1,379.8 |
1,364.3 |
1,327.0 |
|
R2 |
1,349.7 |
1,349.7 |
1,324.2 |
|
R1 |
1,334.2 |
1,334.2 |
1,321.5 |
1,326.9 |
PP |
1,319.6 |
1,319.6 |
1,319.6 |
1,316.0 |
S1 |
1,304.1 |
1,304.1 |
1,315.9 |
1,296.8 |
S2 |
1,289.5 |
1,289.5 |
1,313.2 |
|
S3 |
1,259.4 |
1,274.0 |
1,310.4 |
|
S4 |
1,229.3 |
1,243.9 |
1,302.1 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,589.8 |
1,534.2 |
1,356.0 |
|
R3 |
1,505.2 |
1,449.6 |
1,332.8 |
|
R2 |
1,420.6 |
1,420.6 |
1,325.0 |
|
R1 |
1,365.0 |
1,365.0 |
1,317.3 |
1,350.5 |
PP |
1,336.0 |
1,336.0 |
1,336.0 |
1,328.7 |
S1 |
1,280.4 |
1,280.4 |
1,301.7 |
1,265.9 |
S2 |
1,251.4 |
1,251.4 |
1,294.0 |
|
S3 |
1,166.8 |
1,195.8 |
1,286.2 |
|
S4 |
1,082.2 |
1,111.2 |
1,263.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,384.1 |
1,305.0 |
79.1 |
6.0% |
26.5 |
2.0% |
17% |
False |
True |
2,298 |
10 |
1,416.7 |
1,305.0 |
111.7 |
8.5% |
26.9 |
2.0% |
12% |
False |
True |
2,062 |
20 |
1,433.7 |
1,305.0 |
128.7 |
9.8% |
23.5 |
1.8% |
11% |
False |
True |
1,875 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.1% |
23.0 |
1.7% |
28% |
False |
False |
1,791 |
60 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
23.0 |
1.7% |
53% |
False |
False |
1,788 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
22.2 |
1.7% |
53% |
False |
False |
1,462 |
100 |
1,482.1 |
1,187.9 |
294.2 |
22.3% |
21.7 |
1.6% |
44% |
False |
False |
1,379 |
120 |
1,613.6 |
1,187.9 |
425.7 |
32.3% |
22.4 |
1.7% |
31% |
False |
False |
1,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.0 |
2.618 |
1,413.9 |
1.618 |
1,383.8 |
1.000 |
1,365.2 |
0.618 |
1,353.7 |
HIGH |
1,335.1 |
0.618 |
1,323.6 |
0.500 |
1,320.1 |
0.382 |
1,316.5 |
LOW |
1,305.0 |
0.618 |
1,286.4 |
1.000 |
1,274.9 |
1.618 |
1,256.3 |
2.618 |
1,226.2 |
4.250 |
1,177.1 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,320.1 |
1,335.5 |
PP |
1,319.6 |
1,329.9 |
S1 |
1,319.2 |
1,324.3 |
|