Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,635.09 |
15,452.31 |
-182.78 |
-1.2% |
15,381.36 |
High |
15,654.77 |
15,466.95 |
-187.82 |
-1.2% |
15,709.58 |
Low |
15,448.09 |
15,368.25 |
-79.84 |
-0.5% |
15,381.36 |
Close |
15,451.09 |
15,401.38 |
-49.71 |
-0.3% |
15,451.09 |
Range |
206.68 |
98.70 |
-107.98 |
-52.2% |
328.22 |
ATR |
131.93 |
129.55 |
-2.37 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,708.29 |
15,653.54 |
15,455.67 |
|
R3 |
15,609.59 |
15,554.84 |
15,428.52 |
|
R2 |
15,510.89 |
15,510.89 |
15,419.48 |
|
R1 |
15,456.14 |
15,456.14 |
15,410.43 |
15,434.17 |
PP |
15,412.19 |
15,412.19 |
15,412.19 |
15,401.21 |
S1 |
15,357.44 |
15,357.44 |
15,392.33 |
15,335.47 |
S2 |
15,313.49 |
15,313.49 |
15,383.29 |
|
S3 |
15,214.79 |
15,258.74 |
15,374.24 |
|
S4 |
15,116.09 |
15,160.04 |
15,347.10 |
|
|
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 |
15,368.25 |
341.33 |
2.2% |
133.43 |
0.9% |
10% |
False |
True |
|
10 |
15,709.58 |
15,067.23 |
642.35 |
4.2% |
122.32 |
0.8% |
52% |
False |
False |
|
20 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
128.90 |
0.8% |
68% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
124.16 |
0.8% |
68% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
120.73 |
0.8% |
68% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
140.13 |
0.9% |
73% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
136.87 |
0.9% |
73% |
False |
False |
|
120 |
15,709.58 |
14,434.43 |
1,275.15 |
8.3% |
136.08 |
0.9% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,886.43 |
2.618 |
15,725.35 |
1.618 |
15,626.65 |
1.000 |
15,565.65 |
0.618 |
15,527.95 |
HIGH |
15,466.95 |
0.618 |
15,429.25 |
0.500 |
15,417.60 |
0.382 |
15,405.95 |
LOW |
15,368.25 |
0.618 |
15,307.25 |
1.000 |
15,269.55 |
1.618 |
15,208.55 |
2.618 |
15,109.85 |
4.250 |
14,948.78 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,417.60 |
15,532.07 |
PP |
15,412.19 |
15,488.51 |
S1 |
15,406.79 |
15,444.94 |
|