Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,941.55 |
14,927.19 |
-14.36 |
-0.1% |
14,801.55 |
High |
15,009.84 |
15,088.41 |
78.57 |
0.5% |
15,009.84 |
Low |
14,789.40 |
14,927.19 |
137.79 |
0.9% |
14,777.48 |
Close |
14,922.50 |
15,054.23 |
131.73 |
0.9% |
14,922.50 |
Range |
220.44 |
161.22 |
-59.22 |
-26.9% |
232.36 |
ATR |
127.94 |
130.65 |
2.71 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,506.94 |
15,441.80 |
15,142.90 |
|
R3 |
15,345.72 |
15,280.58 |
15,098.57 |
|
R2 |
15,184.50 |
15,184.50 |
15,083.79 |
|
R1 |
15,119.36 |
15,119.36 |
15,069.01 |
15,151.93 |
PP |
15,023.28 |
15,023.28 |
15,023.28 |
15,039.56 |
S1 |
14,958.14 |
14,958.14 |
15,039.45 |
14,990.71 |
S2 |
14,862.06 |
14,862.06 |
15,024.67 |
|
S3 |
14,700.84 |
14,796.92 |
15,009.89 |
|
S4 |
14,539.62 |
14,635.70 |
14,965.56 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,600.35 |
15,493.79 |
15,050.30 |
|
R3 |
15,367.99 |
15,261.43 |
14,986.40 |
|
R2 |
15,135.63 |
15,135.63 |
14,965.10 |
|
R1 |
15,029.07 |
15,029.07 |
14,943.80 |
15,082.35 |
PP |
14,903.27 |
14,903.27 |
14,903.27 |
14,929.92 |
S1 |
14,796.71 |
14,796.71 |
14,901.20 |
14,849.99 |
S2 |
14,670.91 |
14,670.91 |
14,879.90 |
|
S3 |
14,438.55 |
14,564.35 |
14,858.60 |
|
S4 |
14,206.19 |
14,331.99 |
14,794.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,088.41 |
14,777.48 |
310.93 |
2.1% |
151.88 |
1.0% |
89% |
True |
False |
|
10 |
15,088.41 |
14,760.41 |
328.00 |
2.2% |
135.47 |
0.9% |
90% |
True |
False |
|
20 |
15,504.14 |
14,760.41 |
743.73 |
4.9% |
128.30 |
0.9% |
40% |
False |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
6.0% |
115.14 |
0.8% |
33% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
133.03 |
0.9% |
45% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
142.97 |
0.9% |
45% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.1% |
136.60 |
0.9% |
50% |
False |
False |
|
120 |
15,658.43 |
14,383.02 |
1,275.41 |
8.5% |
135.29 |
0.9% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,773.60 |
2.618 |
15,510.48 |
1.618 |
15,349.26 |
1.000 |
15,249.63 |
0.618 |
15,188.04 |
HIGH |
15,088.41 |
0.618 |
15,026.82 |
0.500 |
15,007.80 |
0.382 |
14,988.78 |
LOW |
14,927.19 |
0.618 |
14,827.56 |
1.000 |
14,765.97 |
1.618 |
14,666.34 |
2.618 |
14,505.12 |
4.250 |
14,242.01 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,038.75 |
15,015.79 |
PP |
15,023.28 |
14,977.35 |
S1 |
15,007.80 |
14,938.91 |
|