Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,327.6 |
1,322.7 |
-4.9 |
-0.4% |
1,330.0 |
High |
1,332.6 |
1,329.9 |
-2.7 |
-0.2% |
1,375.8 |
Low |
1,316.4 |
1,306.9 |
-9.5 |
-0.7% |
1,285.0 |
Close |
1,327.8 |
1,317.1 |
-10.7 |
-0.8% |
1,333.4 |
Range |
16.2 |
23.0 |
6.8 |
42.0% |
90.8 |
ATR |
30.9 |
30.4 |
-0.6 |
-1.8% |
0.0 |
Volume |
3,667 |
1,702 |
-1,965 |
-53.6% |
8,763 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.0 |
1,375.0 |
1,329.8 |
|
R3 |
1,364.0 |
1,352.0 |
1,323.4 |
|
R2 |
1,341.0 |
1,341.0 |
1,321.3 |
|
R1 |
1,329.0 |
1,329.0 |
1,319.2 |
1,323.5 |
PP |
1,318.0 |
1,318.0 |
1,318.0 |
1,315.2 |
S1 |
1,306.0 |
1,306.0 |
1,315.0 |
1,300.5 |
S2 |
1,295.0 |
1,295.0 |
1,312.9 |
|
S3 |
1,272.0 |
1,283.0 |
1,310.8 |
|
S4 |
1,249.0 |
1,260.0 |
1,304.5 |
|
|
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 |
6.9% |
36.2 |
2.7% |
35% |
False |
False |
1,985 |
10 |
1,375.8 |
1,285.0 |
90.8 |
6.9% |
30.3 |
2.3% |
35% |
False |
False |
2,165 |
20 |
1,433.7 |
1,285.0 |
148.7 |
11.3% |
26.9 |
2.0% |
22% |
False |
False |
1,972 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.1% |
24.8 |
1.9% |
27% |
False |
False |
1,721 |
60 |
1,433.7 |
1,214.4 |
219.3 |
16.7% |
22.9 |
1.7% |
47% |
False |
False |
1,853 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.7% |
23.1 |
1.8% |
53% |
False |
False |
1,575 |
100 |
1,482.1 |
1,187.9 |
294.2 |
22.3% |
22.7 |
1.7% |
44% |
False |
False |
1,446 |
120 |
1,593.2 |
1,187.9 |
405.3 |
30.8% |
23.6 |
1.8% |
32% |
False |
False |
1,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.7 |
2.618 |
1,390.1 |
1.618 |
1,367.1 |
1.000 |
1,352.9 |
0.618 |
1,344.1 |
HIGH |
1,329.9 |
0.618 |
1,321.1 |
0.500 |
1,318.4 |
0.382 |
1,315.7 |
LOW |
1,306.9 |
0.618 |
1,292.7 |
1.000 |
1,283.9 |
1.618 |
1,269.7 |
2.618 |
1,246.7 |
4.250 |
1,209.2 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,318.4 |
1,338.0 |
PP |
1,318.0 |
1,331.0 |
S1 |
1,317.5 |
1,324.1 |
|