Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,330.0 |
1,313.8 |
-16.2 |
-1.2% |
1,388.7 |
High |
1,335.1 |
1,323.5 |
-11.6 |
-0.9% |
1,391.5 |
Low |
1,305.0 |
1,309.0 |
4.0 |
0.3% |
1,306.9 |
Close |
1,318.7 |
1,310.4 |
-8.3 |
-0.6% |
1,309.5 |
Range |
30.1 |
14.5 |
-15.6 |
-51.8% |
84.6 |
ATR |
24.9 |
24.1 |
-0.7 |
-3.0% |
0.0 |
Volume |
2,302 |
1,903 |
-399 |
-17.3% |
10,563 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.8 |
1,348.6 |
1,318.4 |
|
R3 |
1,343.3 |
1,334.1 |
1,314.4 |
|
R2 |
1,328.8 |
1,328.8 |
1,313.1 |
|
R1 |
1,319.6 |
1,319.6 |
1,311.7 |
1,317.0 |
PP |
1,314.3 |
1,314.3 |
1,314.3 |
1,313.0 |
S1 |
1,305.1 |
1,305.1 |
1,309.1 |
1,302.5 |
S2 |
1,299.8 |
1,299.8 |
1,307.7 |
|
S3 |
1,285.3 |
1,290.6 |
1,306.4 |
|
S4 |
1,270.8 |
1,276.1 |
1,302.4 |
|
|
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 |
1,368.7 |
1,305.0 |
63.7 |
4.9% |
24.4 |
1.9% |
8% |
False |
False |
2,345 |
10 |
1,414.0 |
1,305.0 |
109.0 |
8.3% |
24.3 |
1.9% |
5% |
False |
False |
2,035 |
20 |
1,433.7 |
1,305.0 |
128.7 |
9.8% |
23.3 |
1.8% |
4% |
False |
False |
1,857 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.2% |
22.7 |
1.7% |
23% |
False |
False |
1,784 |
60 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
22.7 |
1.7% |
50% |
False |
False |
1,783 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
22.0 |
1.7% |
50% |
False |
False |
1,478 |
100 |
1,482.1 |
1,187.9 |
294.2 |
22.5% |
21.6 |
1.6% |
42% |
False |
False |
1,391 |
120 |
1,612.4 |
1,187.9 |
424.5 |
32.4% |
22.5 |
1.7% |
29% |
False |
False |
1,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.1 |
2.618 |
1,361.5 |
1.618 |
1,347.0 |
1.000 |
1,338.0 |
0.618 |
1,332.5 |
HIGH |
1,323.5 |
0.618 |
1,318.0 |
0.500 |
1,316.3 |
0.382 |
1,314.5 |
LOW |
1,309.0 |
0.618 |
1,300.0 |
1.000 |
1,294.5 |
1.618 |
1,285.5 |
2.618 |
1,271.0 |
4.250 |
1,247.4 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,316.3 |
1,320.1 |
PP |
1,314.3 |
1,316.8 |
S1 |
1,312.4 |
1,313.6 |
|