Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,362.8 |
1,367.4 |
4.6 |
0.3% |
1,330.0 |
High |
1,375.8 |
1,369.0 |
-6.8 |
-0.5% |
1,375.8 |
Low |
1,359.7 |
1,326.1 |
-33.6 |
-2.5% |
1,285.0 |
Close |
1,370.3 |
1,333.4 |
-36.9 |
-2.7% |
1,333.4 |
Range |
16.1 |
42.9 |
26.8 |
166.5% |
90.8 |
ATR |
31.1 |
32.0 |
0.9 |
3.0% |
0.0 |
Volume |
1,245 |
1,619 |
374 |
30.0% |
8,763 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.5 |
1,445.4 |
1,357.0 |
|
R3 |
1,428.6 |
1,402.5 |
1,345.2 |
|
R2 |
1,385.7 |
1,385.7 |
1,341.3 |
|
R1 |
1,359.6 |
1,359.6 |
1,337.3 |
1,351.2 |
PP |
1,342.8 |
1,342.8 |
1,342.8 |
1,338.7 |
S1 |
1,316.7 |
1,316.7 |
1,329.5 |
1,308.3 |
S2 |
1,299.9 |
1,299.9 |
1,325.5 |
|
S3 |
1,257.0 |
1,273.8 |
1,321.6 |
|
S4 |
1,214.1 |
1,230.9 |
1,309.8 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.8 |
1,559.4 |
1,383.3 |
|
R3 |
1,513.0 |
1,468.6 |
1,358.4 |
|
R2 |
1,422.2 |
1,422.2 |
1,350.0 |
|
R1 |
1,377.8 |
1,377.8 |
1,341.7 |
1,400.0 |
PP |
1,331.4 |
1,331.4 |
1,331.4 |
1,342.5 |
S1 |
1,287.0 |
1,287.0 |
1,325.1 |
1,309.2 |
S2 |
1,240.6 |
1,240.6 |
1,316.8 |
|
S3 |
1,149.8 |
1,196.2 |
1,308.4 |
|
S4 |
1,059.0 |
1,105.4 |
1,283.5 |
|
|
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 |
6.8% |
37.3 |
2.8% |
53% |
False |
False |
1,752 |
10 |
1,391.5 |
1,285.0 |
106.5 |
8.0% |
29.6 |
2.2% |
45% |
False |
False |
1,932 |
20 |
1,433.7 |
1,285.0 |
148.7 |
11.2% |
27.2 |
2.0% |
33% |
False |
False |
1,880 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.0% |
24.7 |
1.9% |
37% |
False |
False |
1,725 |
60 |
1,433.7 |
1,187.9 |
245.8 |
18.4% |
23.7 |
1.8% |
59% |
False |
False |
1,795 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.4% |
23.2 |
1.7% |
59% |
False |
False |
1,519 |
100 |
1,482.1 |
1,187.9 |
294.2 |
22.1% |
22.6 |
1.7% |
49% |
False |
False |
1,402 |
120 |
1,593.2 |
1,187.9 |
405.3 |
30.4% |
23.5 |
1.8% |
36% |
False |
False |
1,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,551.3 |
2.618 |
1,481.3 |
1.618 |
1,438.4 |
1.000 |
1,411.9 |
0.618 |
1,395.5 |
HIGH |
1,369.0 |
0.618 |
1,352.6 |
0.500 |
1,347.6 |
0.382 |
1,342.5 |
LOW |
1,326.1 |
0.618 |
1,299.6 |
1.000 |
1,283.2 |
1.618 |
1,256.7 |
2.618 |
1,213.8 |
4.250 |
1,143.8 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,347.6 |
1,332.4 |
PP |
1,342.8 |
1,331.4 |
S1 |
1,338.1 |
1,330.4 |
|