Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,313.8 |
1,305.5 |
-8.3 |
-0.6% |
1,388.7 |
High |
1,323.5 |
1,367.8 |
44.3 |
3.3% |
1,391.5 |
Low |
1,309.0 |
1,285.0 |
-24.0 |
-1.8% |
1,306.9 |
Close |
1,310.4 |
1,308.6 |
-1.8 |
-0.1% |
1,309.5 |
Range |
14.5 |
82.8 |
68.3 |
471.0% |
84.6 |
ATR |
24.1 |
28.3 |
4.2 |
17.4% |
0.0 |
Volume |
1,903 |
1,694 |
-209 |
-11.0% |
10,563 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,568.9 |
1,521.5 |
1,354.1 |
|
R3 |
1,486.1 |
1,438.7 |
1,331.4 |
|
R2 |
1,403.3 |
1,403.3 |
1,323.8 |
|
R1 |
1,355.9 |
1,355.9 |
1,316.2 |
1,379.6 |
PP |
1,320.5 |
1,320.5 |
1,320.5 |
1,332.3 |
S1 |
1,273.1 |
1,273.1 |
1,301.0 |
1,296.8 |
S2 |
1,237.7 |
1,237.7 |
1,293.4 |
|
S3 |
1,154.9 |
1,190.3 |
1,285.8 |
|
S4 |
1,072.1 |
1,107.5 |
1,263.1 |
|
|
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 |
1,367.8 |
1,285.0 |
82.8 |
6.3% |
39.1 |
3.0% |
29% |
True |
True |
2,048 |
10 |
1,397.4 |
1,285.0 |
112.4 |
8.6% |
29.8 |
2.3% |
21% |
False |
True |
2,073 |
20 |
1,433.7 |
1,285.0 |
148.7 |
11.4% |
26.2 |
2.0% |
16% |
False |
True |
1,833 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.2% |
24.4 |
1.9% |
22% |
False |
False |
1,784 |
60 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
23.7 |
1.8% |
49% |
False |
False |
1,799 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
22.9 |
1.7% |
49% |
False |
False |
1,494 |
100 |
1,482.1 |
1,187.9 |
294.2 |
22.5% |
22.2 |
1.7% |
41% |
False |
False |
1,403 |
120 |
1,607.2 |
1,187.9 |
419.3 |
32.0% |
23.1 |
1.8% |
29% |
False |
False |
1,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.7 |
2.618 |
1,584.6 |
1.618 |
1,501.8 |
1.000 |
1,450.6 |
0.618 |
1,419.0 |
HIGH |
1,367.8 |
0.618 |
1,336.2 |
0.500 |
1,326.4 |
0.382 |
1,316.6 |
LOW |
1,285.0 |
0.618 |
1,233.8 |
1.000 |
1,202.2 |
1.618 |
1,151.0 |
2.618 |
1,068.2 |
4.250 |
933.1 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,326.4 |
1,326.4 |
PP |
1,320.5 |
1,320.5 |
S1 |
1,314.5 |
1,314.5 |
|