Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,677.86 |
15,635.09 |
-42.77 |
-0.3% |
15,381.36 |
High |
15,695.89 |
15,654.77 |
-41.12 |
-0.3% |
15,709.58 |
Low |
15,625.45 |
15,448.09 |
-177.36 |
-1.1% |
15,381.36 |
Close |
15,636.55 |
15,451.09 |
-185.46 |
-1.2% |
15,451.09 |
Range |
70.44 |
206.68 |
136.24 |
193.4% |
328.22 |
ATR |
126.18 |
131.93 |
5.75 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,138.02 |
16,001.24 |
15,564.76 |
|
R3 |
15,931.34 |
15,794.56 |
15,507.93 |
|
R2 |
15,724.66 |
15,724.66 |
15,488.98 |
|
R1 |
15,587.88 |
15,587.88 |
15,470.04 |
15,552.93 |
PP |
15,517.98 |
15,517.98 |
15,517.98 |
15,500.51 |
S1 |
15,381.20 |
15,381.20 |
15,432.14 |
15,346.25 |
S2 |
15,311.30 |
15,311.30 |
15,413.20 |
|
S3 |
15,104.62 |
15,174.52 |
15,394.25 |
|
S4 |
14,897.94 |
14,967.84 |
15,337.42 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,498.67 |
16,303.10 |
15,631.61 |
|
R3 |
16,170.45 |
15,974.88 |
15,541.35 |
|
R2 |
15,842.23 |
15,842.23 |
15,511.26 |
|
R1 |
15,646.66 |
15,646.66 |
15,481.18 |
15,744.45 |
PP |
15,514.01 |
15,514.01 |
15,514.01 |
15,562.90 |
S1 |
15,318.44 |
15,318.44 |
15,421.00 |
15,416.23 |
S2 |
15,185.79 |
15,185.79 |
15,390.92 |
|
S3 |
14,857.57 |
14,990.22 |
15,360.83 |
|
S4 |
14,529.35 |
14,662.00 |
15,270.57 |
|
|
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 |
15,381.36 |
328.22 |
2.1% |
147.39 |
1.0% |
21% |
False |
False |
|
10 |
15,709.58 |
14,927.19 |
782.39 |
5.1% |
128.57 |
0.8% |
67% |
False |
False |
|
20 |
15,709.58 |
14,760.41 |
949.17 |
6.1% |
128.68 |
0.8% |
73% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.1% |
125.58 |
0.8% |
73% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.1% |
121.64 |
0.8% |
73% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
140.37 |
0.9% |
78% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
137.41 |
0.9% |
78% |
False |
False |
|
120 |
15,709.58 |
14,434.43 |
1,275.15 |
8.3% |
136.57 |
0.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,533.16 |
2.618 |
16,195.86 |
1.618 |
15,989.18 |
1.000 |
15,861.45 |
0.618 |
15,782.50 |
HIGH |
15,654.77 |
0.618 |
15,575.82 |
0.500 |
15,551.43 |
0.382 |
15,527.04 |
LOW |
15,448.09 |
0.618 |
15,320.36 |
1.000 |
15,241.41 |
1.618 |
15,113.68 |
2.618 |
14,907.00 |
4.250 |
14,569.70 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,551.43 |
15,578.84 |
PP |
15,517.98 |
15,536.25 |
S1 |
15,484.54 |
15,493.67 |
|