Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,215.25 |
3,202.50 |
-12.75 |
-0.4% |
3,200.50 |
High |
3,220.50 |
3,235.25 |
14.75 |
0.5% |
3,241.50 |
Low |
3,195.75 |
3,202.25 |
6.50 |
0.2% |
3,156.25 |
Close |
3,200.00 |
3,226.00 |
26.00 |
0.8% |
3,216.50 |
Range |
24.75 |
33.00 |
8.25 |
33.3% |
85.25 |
ATR |
31.90 |
32.14 |
0.24 |
0.7% |
0.00 |
Volume |
250,162 |
208,824 |
-41,338 |
-16.5% |
1,202,386 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,320.25 |
3,306.00 |
3,244.25 |
|
R3 |
3,287.25 |
3,273.00 |
3,235.00 |
|
R2 |
3,254.25 |
3,254.25 |
3,232.00 |
|
R1 |
3,240.00 |
3,240.00 |
3,229.00 |
3,247.00 |
PP |
3,221.25 |
3,221.25 |
3,221.25 |
3,224.75 |
S1 |
3,207.00 |
3,207.00 |
3,223.00 |
3,214.00 |
S2 |
3,188.25 |
3,188.25 |
3,220.00 |
|
S3 |
3,155.25 |
3,174.00 |
3,217.00 |
|
S4 |
3,122.25 |
3,141.00 |
3,207.75 |
|
|
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 |
3,195.75 |
45.75 |
1.4% |
30.00 |
0.9% |
66% |
False |
False |
216,666 |
10 |
3,241.50 |
3,155.25 |
86.25 |
2.7% |
32.00 |
1.0% |
82% |
False |
False |
228,165 |
20 |
3,241.50 |
3,060.00 |
181.50 |
5.6% |
33.25 |
1.0% |
91% |
False |
False |
122,278 |
40 |
3,241.50 |
3,049.25 |
192.25 |
6.0% |
30.75 |
1.0% |
92% |
False |
False |
61,281 |
60 |
3,241.50 |
2,899.25 |
342.25 |
10.6% |
25.75 |
0.8% |
95% |
False |
False |
40,876 |
80 |
3,241.50 |
2,813.00 |
428.50 |
13.3% |
24.00 |
0.7% |
96% |
False |
False |
30,658 |
100 |
3,241.50 |
2,813.00 |
428.50 |
13.3% |
20.25 |
0.6% |
96% |
False |
False |
24,527 |
120 |
3,241.50 |
2,726.75 |
514.75 |
16.0% |
17.50 |
0.5% |
97% |
False |
False |
20,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,375.50 |
2.618 |
3,321.75 |
1.618 |
3,288.75 |
1.000 |
3,268.25 |
0.618 |
3,255.75 |
HIGH |
3,235.25 |
0.618 |
3,222.75 |
0.500 |
3,218.75 |
0.382 |
3,214.75 |
LOW |
3,202.25 |
0.618 |
3,181.75 |
1.000 |
3,169.25 |
1.618 |
3,148.75 |
2.618 |
3,115.75 |
4.250 |
3,062.00 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,223.50 |
3,222.50 |
PP |
3,221.25 |
3,219.00 |
S1 |
3,218.75 |
3,215.50 |
|