Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,533.03 |
15,677.86 |
144.83 |
0.9% |
14,927.19 |
High |
15,709.58 |
15,695.89 |
-13.69 |
-0.1% |
15,380.97 |
Low |
15,470.16 |
15,625.45 |
155.29 |
1.0% |
14,927.19 |
Close |
15,676.94 |
15,636.55 |
-40.39 |
-0.3% |
15,376.06 |
Range |
239.42 |
70.44 |
-168.98 |
-70.6% |
453.78 |
ATR |
130.47 |
126.18 |
-4.29 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,863.95 |
15,820.69 |
15,675.29 |
|
R3 |
15,793.51 |
15,750.25 |
15,655.92 |
|
R2 |
15,723.07 |
15,723.07 |
15,649.46 |
|
R1 |
15,679.81 |
15,679.81 |
15,643.01 |
15,666.22 |
PP |
15,652.63 |
15,652.63 |
15,652.63 |
15,645.84 |
S1 |
15,609.37 |
15,609.37 |
15,630.09 |
15,595.78 |
S2 |
15,582.19 |
15,582.19 |
15,623.64 |
|
S3 |
15,511.75 |
15,538.93 |
15,617.18 |
|
S4 |
15,441.31 |
15,468.49 |
15,597.81 |
|
|
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 |
15,709.58 |
15,312.86 |
396.72 |
2.5% |
119.68 |
0.8% |
82% |
False |
False |
|
10 |
15,709.58 |
14,789.40 |
920.18 |
5.9% |
129.95 |
0.8% |
92% |
False |
False |
|
20 |
15,709.58 |
14,760.41 |
949.17 |
6.1% |
122.85 |
0.8% |
92% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.1% |
123.04 |
0.8% |
92% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.1% |
121.02 |
0.8% |
92% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
139.92 |
0.9% |
94% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
136.40 |
0.9% |
94% |
False |
False |
|
120 |
15,709.58 |
14,434.43 |
1,275.15 |
8.2% |
135.78 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,995.26 |
2.618 |
15,880.30 |
1.618 |
15,809.86 |
1.000 |
15,766.33 |
0.618 |
15,739.42 |
HIGH |
15,695.89 |
0.618 |
15,668.98 |
0.500 |
15,660.67 |
0.382 |
15,652.36 |
LOW |
15,625.45 |
0.618 |
15,581.92 |
1.000 |
15,555.01 |
1.618 |
15,511.48 |
2.618 |
15,441.04 |
4.250 |
15,326.08 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,660.67 |
15,620.99 |
PP |
15,652.63 |
15,605.43 |
S1 |
15,644.59 |
15,589.87 |
|