Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,224.50 |
3,234.00 |
9.50 |
0.3% |
3,200.50 |
High |
3,237.75 |
3,241.50 |
3.75 |
0.1% |
3,241.50 |
Low |
3,224.50 |
3,216.50 |
-8.00 |
-0.2% |
3,156.25 |
Close |
3,232.25 |
3,216.50 |
-15.75 |
-0.5% |
3,216.50 |
Range |
13.25 |
25.00 |
11.75 |
88.7% |
85.25 |
ATR |
32.88 |
32.32 |
-0.56 |
-1.7% |
0.00 |
Volume |
212,425 |
208,460 |
-3,965 |
-1.9% |
1,202,386 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,299.75 |
3,283.25 |
3,230.25 |
|
R3 |
3,274.75 |
3,258.25 |
3,223.50 |
|
R2 |
3,249.75 |
3,249.75 |
3,221.00 |
|
R1 |
3,233.25 |
3,233.25 |
3,218.75 |
3,229.00 |
PP |
3,224.75 |
3,224.75 |
3,224.75 |
3,222.75 |
S1 |
3,208.25 |
3,208.25 |
3,214.25 |
3,204.00 |
S2 |
3,199.75 |
3,199.75 |
3,212.00 |
|
S3 |
3,174.75 |
3,183.25 |
3,209.50 |
|
S4 |
3,149.75 |
3,158.25 |
3,202.75 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,460.50 |
3,423.75 |
3,263.50 |
|
R3 |
3,375.25 |
3,338.50 |
3,240.00 |
|
R2 |
3,290.00 |
3,290.00 |
3,232.25 |
|
R1 |
3,253.25 |
3,253.25 |
3,224.25 |
3,271.50 |
PP |
3,204.75 |
3,204.75 |
3,204.75 |
3,214.00 |
S1 |
3,168.00 |
3,168.00 |
3,208.75 |
3,186.50 |
S2 |
3,119.50 |
3,119.50 |
3,200.75 |
|
S3 |
3,034.25 |
3,082.75 |
3,193.00 |
|
S4 |
2,949.00 |
2,997.50 |
3,169.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,241.50 |
3,156.25 |
85.25 |
2.7% |
35.00 |
1.1% |
71% |
True |
False |
240,477 |
10 |
3,241.50 |
3,119.75 |
121.75 |
3.8% |
31.25 |
1.0% |
79% |
True |
False |
156,446 |
20 |
3,241.50 |
3,050.00 |
191.50 |
6.0% |
34.00 |
1.1% |
87% |
True |
False |
78,628 |
40 |
3,241.50 |
3,038.50 |
203.00 |
6.3% |
29.00 |
0.9% |
88% |
True |
False |
39,427 |
60 |
3,241.50 |
2,887.00 |
354.50 |
11.0% |
25.25 |
0.8% |
93% |
True |
False |
26,296 |
80 |
3,241.50 |
2,813.00 |
428.50 |
13.3% |
22.50 |
0.7% |
94% |
True |
False |
19,723 |
100 |
3,241.50 |
2,813.00 |
428.50 |
13.3% |
19.75 |
0.6% |
94% |
True |
False |
15,778 |
120 |
3,241.50 |
2,726.75 |
514.75 |
16.0% |
16.50 |
0.5% |
95% |
True |
False |
13,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,347.75 |
2.618 |
3,307.00 |
1.618 |
3,282.00 |
1.000 |
3,266.50 |
0.618 |
3,257.00 |
HIGH |
3,241.50 |
0.618 |
3,232.00 |
0.500 |
3,229.00 |
0.382 |
3,226.00 |
LOW |
3,216.50 |
0.618 |
3,201.00 |
1.000 |
3,191.50 |
1.618 |
3,176.00 |
2.618 |
3,151.00 |
4.250 |
3,110.25 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,229.00 |
3,215.00 |
PP |
3,224.75 |
3,213.75 |
S1 |
3,220.75 |
3,212.50 |
|