Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,222.75 |
3,211.00 |
-11.75 |
-0.4% |
3,200.50 |
High |
3,237.00 |
3,230.75 |
-6.25 |
-0.2% |
3,241.50 |
Low |
3,198.00 |
3,202.75 |
4.75 |
0.1% |
3,156.25 |
Close |
3,209.00 |
3,213.25 |
4.25 |
0.1% |
3,216.50 |
Range |
39.00 |
28.00 |
-11.00 |
-28.2% |
85.25 |
ATR |
32.80 |
32.45 |
-0.34 |
-1.0% |
0.00 |
Volume |
237,538 |
178,347 |
-59,191 |
-24.9% |
1,202,386 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,299.50 |
3,284.50 |
3,228.75 |
|
R3 |
3,271.50 |
3,256.50 |
3,221.00 |
|
R2 |
3,243.50 |
3,243.50 |
3,218.50 |
|
R1 |
3,228.50 |
3,228.50 |
3,215.75 |
3,236.00 |
PP |
3,215.50 |
3,215.50 |
3,215.50 |
3,219.50 |
S1 |
3,200.50 |
3,200.50 |
3,210.75 |
3,208.00 |
S2 |
3,187.50 |
3,187.50 |
3,208.00 |
|
S3 |
3,159.50 |
3,172.50 |
3,205.50 |
|
S4 |
3,131.50 |
3,144.50 |
3,197.75 |
|
|
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 |
3,183.25 |
58.25 |
1.8% |
30.25 |
0.9% |
52% |
False |
False |
218,353 |
10 |
3,241.50 |
3,153.00 |
88.50 |
2.8% |
31.00 |
1.0% |
68% |
False |
False |
196,648 |
20 |
3,241.50 |
3,050.00 |
191.50 |
6.0% |
35.00 |
1.1% |
85% |
False |
False |
99,389 |
40 |
3,241.50 |
3,049.25 |
192.25 |
6.0% |
30.00 |
0.9% |
85% |
False |
False |
49,809 |
60 |
3,241.50 |
2,887.00 |
354.50 |
11.0% |
25.75 |
0.8% |
92% |
False |
False |
33,227 |
80 |
3,241.50 |
2,813.00 |
428.50 |
13.3% |
23.50 |
0.7% |
93% |
False |
False |
24,921 |
100 |
3,241.50 |
2,813.00 |
428.50 |
13.3% |
20.00 |
0.6% |
93% |
False |
False |
19,937 |
120 |
3,241.50 |
2,726.75 |
514.75 |
16.0% |
17.00 |
0.5% |
95% |
False |
False |
16,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,349.75 |
2.618 |
3,304.00 |
1.618 |
3,276.00 |
1.000 |
3,258.75 |
0.618 |
3,248.00 |
HIGH |
3,230.75 |
0.618 |
3,220.00 |
0.500 |
3,216.75 |
0.382 |
3,213.50 |
LOW |
3,202.75 |
0.618 |
3,185.50 |
1.000 |
3,174.75 |
1.618 |
3,157.50 |
2.618 |
3,129.50 |
4.250 |
3,083.75 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,216.75 |
3,219.75 |
PP |
3,215.50 |
3,217.50 |
S1 |
3,214.50 |
3,215.50 |
|