Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,334.7 |
1,324.7 |
-10.0 |
-0.7% |
1,327.6 |
High |
1,340.1 |
1,344.2 |
4.1 |
0.3% |
1,344.2 |
Low |
1,320.0 |
1,322.5 |
2.5 |
0.2% |
1,306.9 |
Close |
1,324.8 |
1,339.9 |
15.1 |
1.1% |
1,339.9 |
Range |
20.1 |
21.7 |
1.6 |
8.0% |
37.3 |
ATR |
29.1 |
28.5 |
-0.5 |
-1.8% |
0.0 |
Volume |
1,366 |
4,812 |
3,446 |
252.3% |
14,208 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.6 |
1,392.0 |
1,351.8 |
|
R3 |
1,378.9 |
1,370.3 |
1,345.9 |
|
R2 |
1,357.2 |
1,357.2 |
1,343.9 |
|
R1 |
1,348.6 |
1,348.6 |
1,341.9 |
1,352.9 |
PP |
1,335.5 |
1,335.5 |
1,335.5 |
1,337.7 |
S1 |
1,326.9 |
1,326.9 |
1,337.9 |
1,331.2 |
S2 |
1,313.8 |
1,313.8 |
1,335.9 |
|
S3 |
1,292.1 |
1,305.2 |
1,333.9 |
|
S4 |
1,270.4 |
1,283.5 |
1,328.0 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.2 |
1,428.4 |
1,360.4 |
|
R3 |
1,404.9 |
1,391.1 |
1,350.2 |
|
R2 |
1,367.6 |
1,367.6 |
1,346.7 |
|
R1 |
1,353.8 |
1,353.8 |
1,343.3 |
1,360.7 |
PP |
1,330.3 |
1,330.3 |
1,330.3 |
1,333.8 |
S1 |
1,316.5 |
1,316.5 |
1,336.5 |
1,323.4 |
S2 |
1,293.0 |
1,293.0 |
1,333.1 |
|
S3 |
1,255.7 |
1,279.2 |
1,329.6 |
|
S4 |
1,218.4 |
1,241.9 |
1,319.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,344.2 |
1,306.9 |
37.3 |
2.8% |
20.4 |
1.5% |
88% |
True |
False |
2,841 |
10 |
1,375.8 |
1,285.0 |
90.8 |
6.8% |
28.9 |
2.2% |
60% |
False |
False |
2,297 |
20 |
1,416.7 |
1,285.0 |
131.7 |
9.8% |
27.2 |
2.0% |
42% |
False |
False |
2,173 |
40 |
1,433.7 |
1,274.0 |
159.7 |
11.9% |
24.8 |
1.8% |
41% |
False |
False |
1,799 |
60 |
1,433.7 |
1,214.4 |
219.3 |
16.4% |
23.0 |
1.7% |
57% |
False |
False |
1,935 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.3% |
23.4 |
1.7% |
62% |
False |
False |
1,665 |
100 |
1,478.7 |
1,187.9 |
290.8 |
21.7% |
23.1 |
1.7% |
52% |
False |
False |
1,515 |
120 |
1,588.0 |
1,187.9 |
400.1 |
29.9% |
23.8 |
1.8% |
38% |
False |
False |
1,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,436.4 |
2.618 |
1,401.0 |
1.618 |
1,379.3 |
1.000 |
1,365.9 |
0.618 |
1,357.6 |
HIGH |
1,344.2 |
0.618 |
1,335.9 |
0.500 |
1,333.4 |
0.382 |
1,330.8 |
LOW |
1,322.5 |
0.618 |
1,309.1 |
1.000 |
1,300.8 |
1.618 |
1,287.4 |
2.618 |
1,265.7 |
4.250 |
1,230.3 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,337.7 |
1,336.9 |
PP |
1,335.5 |
1,333.9 |
S1 |
1,333.4 |
1,331.0 |
|