Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,067.23 |
15,194.13 |
126.90 |
0.8% |
14,801.55 |
High |
15,192.13 |
15,326.60 |
134.47 |
0.9% |
15,009.84 |
Low |
15,067.23 |
15,194.13 |
126.90 |
0.8% |
14,777.48 |
Close |
15,191.06 |
15,326.60 |
135.54 |
0.9% |
14,922.50 |
Range |
124.90 |
132.47 |
7.57 |
6.1% |
232.36 |
ATR |
131.17 |
131.48 |
0.31 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,679.85 |
15,635.70 |
15,399.46 |
|
R3 |
15,547.38 |
15,503.23 |
15,363.03 |
|
R2 |
15,414.91 |
15,414.91 |
15,350.89 |
|
R1 |
15,370.76 |
15,370.76 |
15,338.74 |
15,392.84 |
PP |
15,282.44 |
15,282.44 |
15,282.44 |
15,293.48 |
S1 |
15,238.29 |
15,238.29 |
15,314.46 |
15,260.37 |
S2 |
15,149.97 |
15,149.97 |
15,302.31 |
|
S3 |
15,017.50 |
15,105.82 |
15,290.17 |
|
S4 |
14,885.03 |
14,973.35 |
15,253.74 |
|
|
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 |
15,326.60 |
14,789.40 |
537.20 |
3.5% |
140.65 |
0.9% |
100% |
True |
False |
|
10 |
15,326.60 |
14,760.41 |
566.19 |
3.7% |
133.35 |
0.9% |
100% |
True |
False |
|
20 |
15,453.08 |
14,760.41 |
692.67 |
4.5% |
128.98 |
0.8% |
82% |
False |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
5.9% |
118.17 |
0.8% |
63% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
131.58 |
0.9% |
70% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
143.57 |
0.9% |
70% |
False |
False |
|
100 |
15,658.43 |
14,457.60 |
1,200.83 |
7.8% |
136.52 |
0.9% |
72% |
False |
False |
|
120 |
15,658.43 |
14,395.00 |
1,263.43 |
8.2% |
135.61 |
0.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,889.60 |
2.618 |
15,673.41 |
1.618 |
15,540.94 |
1.000 |
15,459.07 |
0.618 |
15,408.47 |
HIGH |
15,326.60 |
0.618 |
15,276.00 |
0.500 |
15,260.37 |
0.382 |
15,244.73 |
LOW |
15,194.13 |
0.618 |
15,112.26 |
1.000 |
15,061.66 |
1.618 |
14,979.79 |
2.618 |
14,847.32 |
4.250 |
14,631.13 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,304.52 |
15,260.03 |
PP |
15,282.44 |
15,193.46 |
S1 |
15,260.37 |
15,126.90 |
|