Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,322.7 |
1,327.0 |
4.3 |
0.3% |
1,330.0 |
High |
1,329.9 |
1,338.9 |
9.0 |
0.7% |
1,375.8 |
Low |
1,306.9 |
1,317.7 |
10.8 |
0.8% |
1,285.0 |
Close |
1,317.1 |
1,337.0 |
19.9 |
1.5% |
1,333.4 |
Range |
23.0 |
21.2 |
-1.8 |
-7.8% |
90.8 |
ATR |
30.4 |
29.8 |
-0.6 |
-2.0% |
0.0 |
Volume |
1,702 |
2,661 |
959 |
56.3% |
8,763 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.8 |
1,387.1 |
1,348.7 |
|
R3 |
1,373.6 |
1,365.9 |
1,342.8 |
|
R2 |
1,352.4 |
1,352.4 |
1,340.9 |
|
R1 |
1,344.7 |
1,344.7 |
1,338.9 |
1,348.6 |
PP |
1,331.2 |
1,331.2 |
1,331.2 |
1,333.1 |
S1 |
1,323.5 |
1,323.5 |
1,335.1 |
1,327.4 |
S2 |
1,310.0 |
1,310.0 |
1,333.1 |
|
S3 |
1,288.8 |
1,302.3 |
1,331.2 |
|
S4 |
1,267.6 |
1,281.1 |
1,325.3 |
|
|
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 |
1,306.9 |
68.9 |
5.2% |
23.9 |
1.8% |
44% |
False |
False |
2,178 |
10 |
1,375.8 |
1,285.0 |
90.8 |
6.8% |
31.5 |
2.4% |
57% |
False |
False |
2,113 |
20 |
1,433.7 |
1,285.0 |
148.7 |
11.1% |
26.7 |
2.0% |
35% |
False |
False |
2,068 |
40 |
1,433.7 |
1,274.0 |
159.7 |
11.9% |
25.0 |
1.9% |
39% |
False |
False |
1,749 |
60 |
1,433.7 |
1,214.4 |
219.3 |
16.4% |
22.9 |
1.7% |
56% |
False |
False |
1,877 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.4% |
23.1 |
1.7% |
61% |
False |
False |
1,601 |
100 |
1,482.1 |
1,187.9 |
294.2 |
22.0% |
22.9 |
1.7% |
51% |
False |
False |
1,463 |
120 |
1,593.2 |
1,187.9 |
405.3 |
30.3% |
23.6 |
1.8% |
37% |
False |
False |
1,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.0 |
2.618 |
1,394.4 |
1.618 |
1,373.2 |
1.000 |
1,360.1 |
0.618 |
1,352.0 |
HIGH |
1,338.9 |
0.618 |
1,330.8 |
0.500 |
1,328.3 |
0.382 |
1,325.8 |
LOW |
1,317.7 |
0.618 |
1,304.6 |
1.000 |
1,296.5 |
1.618 |
1,283.4 |
2.618 |
1,262.2 |
4.250 |
1,227.6 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,334.1 |
1,332.3 |
PP |
1,331.2 |
1,327.6 |
S1 |
1,328.3 |
1,322.9 |
|