Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,927.19 |
15,067.23 |
140.04 |
0.9% |
14,801.55 |
High |
15,088.41 |
15,192.13 |
103.72 |
0.7% |
15,009.84 |
Low |
14,927.19 |
15,067.23 |
140.04 |
0.9% |
14,777.48 |
Close |
15,054.23 |
15,191.06 |
136.83 |
0.9% |
14,922.50 |
Range |
161.22 |
124.90 |
-36.32 |
-22.5% |
232.36 |
ATR |
130.65 |
131.17 |
0.52 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,524.84 |
15,482.85 |
15,259.76 |
|
R3 |
15,399.94 |
15,357.95 |
15,225.41 |
|
R2 |
15,275.04 |
15,275.04 |
15,213.96 |
|
R1 |
15,233.05 |
15,233.05 |
15,202.51 |
15,254.05 |
PP |
15,150.14 |
15,150.14 |
15,150.14 |
15,160.64 |
S1 |
15,108.15 |
15,108.15 |
15,179.61 |
15,129.15 |
S2 |
15,025.24 |
15,025.24 |
15,168.16 |
|
S3 |
14,900.34 |
14,983.25 |
15,156.71 |
|
S4 |
14,775.44 |
14,858.35 |
15,122.37 |
|
|
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 |
15,192.13 |
14,789.40 |
402.73 |
2.7% |
145.68 |
1.0% |
100% |
True |
False |
|
10 |
15,192.13 |
14,760.41 |
431.72 |
2.8% |
137.49 |
0.9% |
100% |
True |
False |
|
20 |
15,504.14 |
14,760.41 |
743.73 |
4.9% |
130.45 |
0.9% |
58% |
False |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
5.9% |
116.92 |
0.8% |
48% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.3% |
132.42 |
0.9% |
58% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.3% |
143.44 |
0.9% |
58% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.0% |
136.29 |
0.9% |
62% |
False |
False |
|
120 |
15,658.43 |
14,383.02 |
1,275.41 |
8.4% |
135.57 |
0.9% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,722.96 |
2.618 |
15,519.12 |
1.618 |
15,394.22 |
1.000 |
15,317.03 |
0.618 |
15,269.32 |
HIGH |
15,192.13 |
0.618 |
15,144.42 |
0.500 |
15,129.68 |
0.382 |
15,114.94 |
LOW |
15,067.23 |
0.618 |
14,990.04 |
1.000 |
14,942.33 |
1.618 |
14,865.14 |
2.618 |
14,740.24 |
4.250 |
14,536.41 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,170.60 |
15,124.30 |
PP |
15,150.14 |
15,057.53 |
S1 |
15,129.68 |
14,990.77 |
|