Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,452.31 |
15,402.54 |
-49.77 |
-0.3% |
15,381.36 |
High |
15,466.95 |
15,433.75 |
-33.20 |
-0.2% |
15,709.58 |
Low |
15,368.25 |
15,327.14 |
-41.11 |
-0.3% |
15,381.36 |
Close |
15,401.38 |
15,334.59 |
-66.79 |
-0.4% |
15,451.09 |
Range |
98.70 |
106.61 |
7.91 |
8.0% |
328.22 |
ATR |
129.55 |
127.92 |
-1.64 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,684.99 |
15,616.40 |
15,393.23 |
|
R3 |
15,578.38 |
15,509.79 |
15,363.91 |
|
R2 |
15,471.77 |
15,471.77 |
15,354.14 |
|
R1 |
15,403.18 |
15,403.18 |
15,344.36 |
15,384.17 |
PP |
15,365.16 |
15,365.16 |
15,365.16 |
15,355.66 |
S1 |
15,296.57 |
15,296.57 |
15,324.82 |
15,277.56 |
S2 |
15,258.55 |
15,258.55 |
15,315.04 |
|
S3 |
15,151.94 |
15,189.96 |
15,305.27 |
|
S4 |
15,045.33 |
15,083.35 |
15,275.95 |
|
|
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 |
15,327.14 |
382.44 |
2.5% |
144.37 |
0.9% |
2% |
False |
True |
|
10 |
15,709.58 |
15,194.13 |
515.45 |
3.4% |
120.49 |
0.8% |
27% |
False |
False |
|
20 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
128.99 |
0.8% |
60% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
124.95 |
0.8% |
60% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
120.01 |
0.8% |
60% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
138.00 |
0.9% |
68% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
136.60 |
0.9% |
68% |
False |
False |
|
120 |
15,709.58 |
14,434.43 |
1,275.15 |
8.3% |
136.25 |
0.9% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,886.84 |
2.618 |
15,712.85 |
1.618 |
15,606.24 |
1.000 |
15,540.36 |
0.618 |
15,499.63 |
HIGH |
15,433.75 |
0.618 |
15,393.02 |
0.500 |
15,380.45 |
0.382 |
15,367.87 |
LOW |
15,327.14 |
0.618 |
15,261.26 |
1.000 |
15,220.53 |
1.618 |
15,154.65 |
2.618 |
15,048.04 |
4.250 |
14,874.05 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,380.45 |
15,490.96 |
PP |
15,365.16 |
15,438.83 |
S1 |
15,349.88 |
15,386.71 |
|