Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,305.5 |
1,362.8 |
57.3 |
4.4% |
1,388.7 |
High |
1,367.8 |
1,375.8 |
8.0 |
0.6% |
1,391.5 |
Low |
1,285.0 |
1,359.7 |
74.7 |
5.8% |
1,306.9 |
Close |
1,308.6 |
1,370.3 |
61.7 |
4.7% |
1,309.5 |
Range |
82.8 |
16.1 |
-66.7 |
-80.6% |
84.6 |
ATR |
28.3 |
31.1 |
2.8 |
9.8% |
0.0 |
Volume |
1,694 |
1,245 |
-449 |
-26.5% |
10,563 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.9 |
1,409.7 |
1,379.2 |
|
R3 |
1,400.8 |
1,393.6 |
1,374.7 |
|
R2 |
1,384.7 |
1,384.7 |
1,373.3 |
|
R1 |
1,377.5 |
1,377.5 |
1,371.8 |
1,381.1 |
PP |
1,368.6 |
1,368.6 |
1,368.6 |
1,370.4 |
S1 |
1,361.4 |
1,361.4 |
1,368.8 |
1,365.0 |
S2 |
1,352.5 |
1,352.5 |
1,367.3 |
|
S3 |
1,336.4 |
1,345.3 |
1,365.9 |
|
S4 |
1,320.3 |
1,329.2 |
1,361.4 |
|
|
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 |
1,375.8 |
1,285.0 |
90.8 |
6.6% |
33.6 |
2.4% |
94% |
True |
False |
1,911 |
10 |
1,393.4 |
1,285.0 |
108.4 |
7.9% |
28.2 |
2.1% |
79% |
False |
False |
1,900 |
20 |
1,433.7 |
1,285.0 |
148.7 |
10.9% |
26.1 |
1.9% |
57% |
False |
False |
1,854 |
40 |
1,433.7 |
1,274.0 |
159.7 |
11.7% |
24.1 |
1.8% |
60% |
False |
False |
1,736 |
60 |
1,433.7 |
1,187.9 |
245.8 |
17.9% |
23.8 |
1.7% |
74% |
False |
False |
1,791 |
80 |
1,433.7 |
1,187.9 |
245.8 |
17.9% |
22.8 |
1.7% |
74% |
False |
False |
1,506 |
100 |
1,482.1 |
1,187.9 |
294.2 |
21.5% |
22.2 |
1.6% |
62% |
False |
False |
1,403 |
120 |
1,593.2 |
1,187.9 |
405.3 |
29.6% |
23.2 |
1.7% |
45% |
False |
False |
1,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.2 |
2.618 |
1,417.9 |
1.618 |
1,401.8 |
1.000 |
1,391.9 |
0.618 |
1,385.7 |
HIGH |
1,375.8 |
0.618 |
1,369.6 |
0.500 |
1,367.8 |
0.382 |
1,365.9 |
LOW |
1,359.7 |
0.618 |
1,349.8 |
1.000 |
1,343.6 |
1.618 |
1,333.7 |
2.618 |
1,317.6 |
4.250 |
1,291.3 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,369.5 |
1,357.0 |
PP |
1,368.6 |
1,343.7 |
S1 |
1,367.8 |
1,330.4 |
|