Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,327.0 |
1,334.7 |
7.7 |
0.6% |
1,330.0 |
High |
1,338.9 |
1,340.1 |
1.2 |
0.1% |
1,375.8 |
Low |
1,317.7 |
1,320.0 |
2.3 |
0.2% |
1,285.0 |
Close |
1,337.0 |
1,324.8 |
-12.2 |
-0.9% |
1,333.4 |
Range |
21.2 |
20.1 |
-1.1 |
-5.2% |
90.8 |
ATR |
29.8 |
29.1 |
-0.7 |
-2.3% |
0.0 |
Volume |
2,661 |
1,366 |
-1,295 |
-48.7% |
8,763 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.6 |
1,376.8 |
1,335.9 |
|
R3 |
1,368.5 |
1,356.7 |
1,330.3 |
|
R2 |
1,348.4 |
1,348.4 |
1,328.5 |
|
R1 |
1,336.6 |
1,336.6 |
1,326.6 |
1,332.5 |
PP |
1,328.3 |
1,328.3 |
1,328.3 |
1,326.2 |
S1 |
1,316.5 |
1,316.5 |
1,323.0 |
1,312.4 |
S2 |
1,308.2 |
1,308.2 |
1,321.1 |
|
S3 |
1,288.1 |
1,296.4 |
1,319.3 |
|
S4 |
1,268.0 |
1,276.3 |
1,313.7 |
|
|
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 |
1,369.0 |
1,306.9 |
62.1 |
4.7% |
24.7 |
1.9% |
29% |
False |
False |
2,203 |
10 |
1,375.8 |
1,285.0 |
90.8 |
6.9% |
29.1 |
2.2% |
44% |
False |
False |
2,057 |
20 |
1,416.7 |
1,285.0 |
131.7 |
9.9% |
26.8 |
2.0% |
30% |
False |
False |
1,998 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.1% |
24.7 |
1.9% |
32% |
False |
False |
1,758 |
60 |
1,433.7 |
1,214.4 |
219.3 |
16.6% |
22.8 |
1.7% |
50% |
False |
False |
1,885 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
23.2 |
1.8% |
56% |
False |
False |
1,609 |
100 |
1,478.7 |
1,187.9 |
290.8 |
22.0% |
23.0 |
1.7% |
47% |
False |
False |
1,471 |
120 |
1,593.2 |
1,187.9 |
405.3 |
30.6% |
23.7 |
1.8% |
34% |
False |
False |
1,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.5 |
2.618 |
1,392.7 |
1.618 |
1,372.6 |
1.000 |
1,360.2 |
0.618 |
1,352.5 |
HIGH |
1,340.1 |
0.618 |
1,332.4 |
0.500 |
1,330.1 |
0.382 |
1,327.7 |
LOW |
1,320.0 |
0.618 |
1,307.6 |
1.000 |
1,299.9 |
1.618 |
1,287.5 |
2.618 |
1,267.4 |
4.250 |
1,234.6 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,330.1 |
1,324.4 |
PP |
1,328.3 |
1,323.9 |
S1 |
1,326.6 |
1,323.5 |
|