Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,211.00 |
3,215.25 |
4.25 |
0.1% |
3,200.50 |
High |
3,230.75 |
3,220.50 |
-10.25 |
-0.3% |
3,241.50 |
Low |
3,202.75 |
3,195.75 |
-7.00 |
-0.2% |
3,156.25 |
Close |
3,213.25 |
3,200.00 |
-13.25 |
-0.4% |
3,216.50 |
Range |
28.00 |
24.75 |
-3.25 |
-11.6% |
85.25 |
ATR |
32.45 |
31.90 |
-0.55 |
-1.7% |
0.00 |
Volume |
178,347 |
250,162 |
71,815 |
40.3% |
1,202,386 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,279.75 |
3,264.50 |
3,213.50 |
|
R3 |
3,255.00 |
3,239.75 |
3,206.75 |
|
R2 |
3,230.25 |
3,230.25 |
3,204.50 |
|
R1 |
3,215.00 |
3,215.00 |
3,202.25 |
3,210.25 |
PP |
3,205.50 |
3,205.50 |
3,205.50 |
3,203.00 |
S1 |
3,190.25 |
3,190.25 |
3,197.75 |
3,185.50 |
S2 |
3,180.75 |
3,180.75 |
3,195.50 |
|
S3 |
3,156.00 |
3,165.50 |
3,193.25 |
|
S4 |
3,131.25 |
3,140.75 |
3,186.50 |
|
|
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 |
3,195.75 |
45.75 |
1.4% |
26.00 |
0.8% |
9% |
False |
True |
217,386 |
10 |
3,241.50 |
3,155.25 |
86.25 |
2.7% |
30.75 |
1.0% |
52% |
False |
False |
218,581 |
20 |
3,241.50 |
3,050.00 |
191.50 |
6.0% |
33.00 |
1.0% |
78% |
False |
False |
111,873 |
40 |
3,241.50 |
3,049.25 |
192.25 |
6.0% |
30.25 |
0.9% |
78% |
False |
False |
56,060 |
60 |
3,241.50 |
2,899.25 |
342.25 |
10.7% |
25.50 |
0.8% |
88% |
False |
False |
37,396 |
80 |
3,241.50 |
2,813.00 |
428.50 |
13.4% |
23.50 |
0.7% |
90% |
False |
False |
28,048 |
100 |
3,241.50 |
2,813.00 |
428.50 |
13.4% |
19.75 |
0.6% |
90% |
False |
False |
22,439 |
120 |
3,241.50 |
2,726.75 |
514.75 |
16.1% |
17.25 |
0.5% |
92% |
False |
False |
18,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,325.75 |
2.618 |
3,285.25 |
1.618 |
3,260.50 |
1.000 |
3,245.25 |
0.618 |
3,235.75 |
HIGH |
3,220.50 |
0.618 |
3,211.00 |
0.500 |
3,208.00 |
0.382 |
3,205.25 |
LOW |
3,195.75 |
0.618 |
3,180.50 |
1.000 |
3,171.00 |
1.618 |
3,155.75 |
2.618 |
3,131.00 |
4.250 |
3,090.50 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,208.00 |
3,216.50 |
PP |
3,205.50 |
3,211.00 |
S1 |
3,202.75 |
3,205.50 |
|