Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,381.36 |
15,503.15 |
121.79 |
0.8% |
14,927.19 |
High |
15,549.87 |
15,555.07 |
5.20 |
0.0% |
15,380.97 |
Low |
15,381.36 |
15,503.15 |
121.79 |
0.8% |
14,927.19 |
Close |
15,494.78 |
15,529.73 |
34.95 |
0.2% |
15,376.06 |
Range |
168.51 |
51.92 |
-116.59 |
-69.2% |
453.78 |
ATR |
126.84 |
122.08 |
-4.75 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,685.08 |
15,659.32 |
15,558.29 |
|
R3 |
15,633.16 |
15,607.40 |
15,544.01 |
|
R2 |
15,581.24 |
15,581.24 |
15,539.25 |
|
R1 |
15,555.48 |
15,555.48 |
15,534.49 |
15,568.36 |
PP |
15,529.32 |
15,529.32 |
15,529.32 |
15,535.76 |
S1 |
15,503.56 |
15,503.56 |
15,524.97 |
15,516.44 |
S2 |
15,477.40 |
15,477.40 |
15,520.21 |
|
S3 |
15,425.48 |
15,451.64 |
15,515.45 |
|
S4 |
15,373.56 |
15,399.72 |
15,501.17 |
|
|
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 |
15,555.07 |
15,194.13 |
360.94 |
2.3% |
96.61 |
0.6% |
93% |
True |
False |
|
10 |
15,555.07 |
14,789.40 |
765.67 |
4.9% |
121.15 |
0.8% |
97% |
True |
False |
|
20 |
15,555.07 |
14,760.41 |
794.66 |
5.1% |
118.44 |
0.8% |
97% |
True |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
5.8% |
119.44 |
0.8% |
86% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
122.30 |
0.8% |
88% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
140.06 |
0.9% |
88% |
False |
False |
|
100 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
135.21 |
0.9% |
88% |
False |
False |
|
120 |
15,658.43 |
14,434.43 |
1,224.00 |
7.9% |
134.35 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,775.73 |
2.618 |
15,691.00 |
1.618 |
15,639.08 |
1.000 |
15,606.99 |
0.618 |
15,587.16 |
HIGH |
15,555.07 |
0.618 |
15,535.24 |
0.500 |
15,529.11 |
0.382 |
15,522.98 |
LOW |
15,503.15 |
0.618 |
15,471.06 |
1.000 |
15,451.23 |
1.618 |
15,419.14 |
2.618 |
15,367.22 |
4.250 |
15,282.49 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,529.52 |
15,497.81 |
PP |
15,529.32 |
15,465.89 |
S1 |
15,529.11 |
15,433.97 |
|