Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,312.86 |
15,381.36 |
68.50 |
0.4% |
14,927.19 |
High |
15,380.97 |
15,549.87 |
168.90 |
1.1% |
15,380.97 |
Low |
15,312.86 |
15,381.36 |
68.50 |
0.4% |
14,927.19 |
Close |
15,376.06 |
15,494.78 |
118.72 |
0.8% |
15,376.06 |
Range |
68.11 |
168.51 |
100.40 |
147.4% |
453.78 |
ATR |
123.22 |
126.84 |
3.61 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,980.87 |
15,906.33 |
15,587.46 |
|
R3 |
15,812.36 |
15,737.82 |
15,541.12 |
|
R2 |
15,643.85 |
15,643.85 |
15,525.67 |
|
R1 |
15,569.31 |
15,569.31 |
15,510.23 |
15,606.58 |
PP |
15,475.34 |
15,475.34 |
15,475.34 |
15,493.97 |
S1 |
15,400.80 |
15,400.80 |
15,479.33 |
15,438.07 |
S2 |
15,306.83 |
15,306.83 |
15,463.89 |
|
S3 |
15,138.32 |
15,232.29 |
15,448.44 |
|
S4 |
14,969.81 |
15,063.78 |
15,402.10 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,589.41 |
16,436.52 |
15,625.64 |
|
R3 |
16,135.63 |
15,982.74 |
15,500.85 |
|
R2 |
15,681.85 |
15,681.85 |
15,459.25 |
|
R1 |
15,528.96 |
15,528.96 |
15,417.66 |
15,605.41 |
PP |
15,228.07 |
15,228.07 |
15,228.07 |
15,266.30 |
S1 |
15,075.18 |
15,075.18 |
15,334.46 |
15,151.63 |
S2 |
14,774.29 |
14,774.29 |
15,292.87 |
|
S3 |
14,320.51 |
14,621.40 |
15,251.27 |
|
S4 |
13,866.73 |
14,167.62 |
15,126.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,549.87 |
15,067.23 |
482.64 |
3.1% |
111.21 |
0.7% |
89% |
True |
False |
|
10 |
15,549.87 |
14,777.48 |
772.39 |
5.0% |
131.54 |
0.8% |
93% |
True |
False |
|
20 |
15,549.87 |
14,760.41 |
789.46 |
5.1% |
120.89 |
0.8% |
93% |
True |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
5.8% |
119.64 |
0.8% |
82% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
124.27 |
0.8% |
85% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
141.51 |
0.9% |
85% |
False |
False |
|
100 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
135.72 |
0.9% |
85% |
False |
False |
|
120 |
15,658.43 |
14,434.43 |
1,224.00 |
7.9% |
134.92 |
0.9% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,266.04 |
2.618 |
15,991.03 |
1.618 |
15,822.52 |
1.000 |
15,718.38 |
0.618 |
15,654.01 |
HIGH |
15,549.87 |
0.618 |
15,485.50 |
0.500 |
15,465.62 |
0.382 |
15,445.73 |
LOW |
15,381.36 |
0.618 |
15,277.22 |
1.000 |
15,212.85 |
1.618 |
15,108.71 |
2.618 |
14,940.20 |
4.250 |
14,665.19 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,485.06 |
15,468.71 |
PP |
15,475.34 |
15,442.64 |
S1 |
15,465.62 |
15,416.57 |
|