Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,194.13 |
15,327.14 |
133.01 |
0.9% |
14,801.55 |
High |
15,326.60 |
15,345.32 |
18.72 |
0.1% |
15,009.84 |
Low |
15,194.13 |
15,283.26 |
89.13 |
0.6% |
14,777.48 |
Close |
15,326.60 |
15,300.64 |
-25.96 |
-0.2% |
14,922.50 |
Range |
132.47 |
62.06 |
-70.41 |
-53.2% |
232.36 |
ATR |
131.48 |
126.52 |
-4.96 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,495.92 |
15,460.34 |
15,334.77 |
|
R3 |
15,433.86 |
15,398.28 |
15,317.71 |
|
R2 |
15,371.80 |
15,371.80 |
15,312.02 |
|
R1 |
15,336.22 |
15,336.22 |
15,306.33 |
15,322.98 |
PP |
15,309.74 |
15,309.74 |
15,309.74 |
15,303.12 |
S1 |
15,274.16 |
15,274.16 |
15,294.95 |
15,260.92 |
S2 |
15,247.68 |
15,247.68 |
15,289.26 |
|
S3 |
15,185.62 |
15,212.10 |
15,283.57 |
|
S4 |
15,123.56 |
15,150.04 |
15,266.51 |
|
|
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 |
15,345.32 |
14,789.40 |
555.92 |
3.6% |
140.22 |
0.9% |
92% |
True |
False |
|
10 |
15,345.32 |
14,762.35 |
582.97 |
3.8% |
128.86 |
0.8% |
92% |
True |
False |
|
20 |
15,345.32 |
14,760.41 |
584.91 |
3.8% |
125.26 |
0.8% |
92% |
True |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
5.9% |
118.13 |
0.8% |
60% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
130.05 |
0.8% |
68% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
143.37 |
0.9% |
68% |
False |
False |
|
100 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
135.83 |
0.9% |
68% |
False |
False |
|
120 |
15,658.43 |
14,395.00 |
1,263.43 |
8.3% |
135.30 |
0.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,609.08 |
2.618 |
15,507.79 |
1.618 |
15,445.73 |
1.000 |
15,407.38 |
0.618 |
15,383.67 |
HIGH |
15,345.32 |
0.618 |
15,321.61 |
0.500 |
15,314.29 |
0.382 |
15,306.97 |
LOW |
15,283.26 |
0.618 |
15,244.91 |
1.000 |
15,221.20 |
1.618 |
15,182.85 |
2.618 |
15,120.79 |
4.250 |
15,019.51 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,314.29 |
15,269.19 |
PP |
15,309.74 |
15,237.73 |
S1 |
15,305.19 |
15,206.28 |
|