Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,367.4 |
1,327.6 |
-39.8 |
-2.9% |
1,330.0 |
High |
1,369.0 |
1,332.6 |
-36.4 |
-2.7% |
1,375.8 |
Low |
1,326.1 |
1,316.4 |
-9.7 |
-0.7% |
1,285.0 |
Close |
1,333.4 |
1,327.8 |
-5.6 |
-0.4% |
1,333.4 |
Range |
42.9 |
16.2 |
-26.7 |
-62.2% |
90.8 |
ATR |
32.0 |
30.9 |
-1.1 |
-3.4% |
0.0 |
Volume |
1,619 |
3,667 |
2,048 |
126.5% |
8,763 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.2 |
1,367.2 |
1,336.7 |
|
R3 |
1,358.0 |
1,351.0 |
1,332.3 |
|
R2 |
1,341.8 |
1,341.8 |
1,330.8 |
|
R1 |
1,334.8 |
1,334.8 |
1,329.3 |
1,338.3 |
PP |
1,325.6 |
1,325.6 |
1,325.6 |
1,327.4 |
S1 |
1,318.6 |
1,318.6 |
1,326.3 |
1,322.1 |
S2 |
1,309.4 |
1,309.4 |
1,324.8 |
|
S3 |
1,293.2 |
1,302.4 |
1,323.3 |
|
S4 |
1,277.0 |
1,286.2 |
1,318.9 |
|
|
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% |
34.5 |
2.6% |
47% |
False |
False |
2,025 |
10 |
1,384.1 |
1,285.0 |
99.1 |
7.5% |
30.5 |
2.3% |
43% |
False |
False |
2,162 |
20 |
1,433.7 |
1,285.0 |
148.7 |
11.2% |
26.5 |
2.0% |
29% |
False |
False |
1,962 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.0% |
24.5 |
1.8% |
34% |
False |
False |
1,739 |
60 |
1,433.7 |
1,187.9 |
245.8 |
18.5% |
23.3 |
1.8% |
57% |
False |
False |
1,834 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.5% |
23.2 |
1.7% |
57% |
False |
False |
1,558 |
100 |
1,482.1 |
1,187.9 |
294.2 |
22.2% |
22.6 |
1.7% |
48% |
False |
False |
1,434 |
120 |
1,593.2 |
1,187.9 |
405.3 |
30.5% |
23.5 |
1.8% |
35% |
False |
False |
1,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.5 |
2.618 |
1,375.0 |
1.618 |
1,358.8 |
1.000 |
1,348.8 |
0.618 |
1,342.6 |
HIGH |
1,332.6 |
0.618 |
1,326.4 |
0.500 |
1,324.5 |
0.382 |
1,322.6 |
LOW |
1,316.4 |
0.618 |
1,306.4 |
1.000 |
1,300.2 |
1.618 |
1,290.2 |
2.618 |
1,274.0 |
4.250 |
1,247.6 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,326.7 |
1,346.1 |
PP |
1,325.6 |
1,340.0 |
S1 |
1,324.5 |
1,333.9 |
|