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 |
1,680.75 |
1,687.25 |
6.50 |
0.4% |
1,698.75 |
High |
1,690.50 |
1,688.25 |
-2.25 |
-0.1% |
1,700.50 |
Low |
1,679.25 |
1,673.50 |
-5.75 |
-0.3% |
1,673.50 |
Close |
1,685.75 |
1,679.50 |
-6.25 |
-0.4% |
1,679.50 |
Range |
11.25 |
14.75 |
3.50 |
31.1% |
27.00 |
ATR |
14.57 |
14.58 |
0.01 |
0.1% |
0.00 |
Volume |
5,458 |
3,420 |
-2,038 |
-37.3% |
18,105 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.75 |
1,716.75 |
1,687.50 |
|
R3 |
1,710.00 |
1,702.00 |
1,683.50 |
|
R2 |
1,695.25 |
1,695.25 |
1,682.25 |
|
R1 |
1,687.25 |
1,687.25 |
1,680.75 |
1,684.00 |
PP |
1,680.50 |
1,680.50 |
1,680.50 |
1,678.75 |
S1 |
1,672.50 |
1,672.50 |
1,678.25 |
1,669.00 |
S2 |
1,665.75 |
1,665.75 |
1,676.75 |
|
S3 |
1,651.00 |
1,657.75 |
1,675.50 |
|
S4 |
1,636.25 |
1,643.00 |
1,671.50 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.50 |
1,749.50 |
1,694.25 |
|
R3 |
1,738.50 |
1,722.50 |
1,687.00 |
|
R2 |
1,711.50 |
1,711.50 |
1,684.50 |
|
R1 |
1,695.50 |
1,695.50 |
1,682.00 |
1,690.00 |
PP |
1,684.50 |
1,684.50 |
1,684.50 |
1,681.75 |
S1 |
1,668.50 |
1,668.50 |
1,677.00 |
1,663.00 |
S2 |
1,657.50 |
1,657.50 |
1,674.50 |
|
S3 |
1,630.50 |
1,641.50 |
1,672.00 |
|
S4 |
1,603.50 |
1,614.50 |
1,664.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,700.50 |
1,673.50 |
27.00 |
1.6% |
13.50 |
0.8% |
22% |
False |
True |
3,621 |
10 |
1,719.50 |
1,673.50 |
46.00 |
2.7% |
15.50 |
0.9% |
13% |
False |
True |
2,072 |
20 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
14.25 |
0.8% |
62% |
False |
False |
1,094 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
13.50 |
0.8% |
62% |
False |
False |
577 |
60 |
1,719.50 |
1,599.00 |
120.50 |
7.2% |
12.25 |
0.7% |
67% |
False |
False |
405 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
14.00 |
0.8% |
77% |
False |
False |
339 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
13.25 |
0.8% |
77% |
False |
False |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,751.00 |
2.618 |
1,726.75 |
1.618 |
1,712.00 |
1.000 |
1,703.00 |
0.618 |
1,697.25 |
HIGH |
1,688.25 |
0.618 |
1,682.50 |
0.500 |
1,681.00 |
0.382 |
1,679.25 |
LOW |
1,673.50 |
0.618 |
1,664.50 |
1.000 |
1,658.75 |
1.618 |
1,649.75 |
2.618 |
1,635.00 |
4.250 |
1,610.75 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,681.00 |
1,682.00 |
PP |
1,680.50 |
1,681.25 |
S1 |
1,680.00 |
1,680.25 |
|