Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,402.54 |
15,339.02 |
-63.52 |
-0.4% |
15,381.36 |
High |
15,433.75 |
15,372.48 |
-61.27 |
-0.4% |
15,709.58 |
Low |
15,327.14 |
15,253.16 |
-73.98 |
-0.5% |
15,381.36 |
Close |
15,334.59 |
15,273.26 |
-61.33 |
-0.4% |
15,451.09 |
Range |
106.61 |
119.32 |
12.71 |
11.9% |
328.22 |
ATR |
127.92 |
127.30 |
-0.61 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,657.59 |
15,584.75 |
15,338.89 |
|
R3 |
15,538.27 |
15,465.43 |
15,306.07 |
|
R2 |
15,418.95 |
15,418.95 |
15,295.14 |
|
R1 |
15,346.11 |
15,346.11 |
15,284.20 |
15,322.87 |
PP |
15,299.63 |
15,299.63 |
15,299.63 |
15,288.02 |
S1 |
15,226.79 |
15,226.79 |
15,262.32 |
15,203.55 |
S2 |
15,180.31 |
15,180.31 |
15,251.38 |
|
S3 |
15,060.99 |
15,107.47 |
15,240.45 |
|
S4 |
14,941.67 |
14,988.15 |
15,207.63 |
|
|
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 |
15,695.89 |
15,253.16 |
442.73 |
2.9% |
120.35 |
0.8% |
5% |
False |
True |
|
10 |
15,709.58 |
15,253.16 |
456.42 |
3.0% |
119.18 |
0.8% |
4% |
False |
True |
|
20 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
126.27 |
0.8% |
54% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
125.06 |
0.8% |
54% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
119.13 |
0.8% |
54% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
137.86 |
0.9% |
62% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
136.01 |
0.9% |
62% |
False |
False |
|
120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.3% |
135.81 |
0.9% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,879.59 |
2.618 |
15,684.86 |
1.618 |
15,565.54 |
1.000 |
15,491.80 |
0.618 |
15,446.22 |
HIGH |
15,372.48 |
0.618 |
15,326.90 |
0.500 |
15,312.82 |
0.382 |
15,298.74 |
LOW |
15,253.16 |
0.618 |
15,179.42 |
1.000 |
15,133.84 |
1.618 |
15,060.10 |
2.618 |
14,940.78 |
4.250 |
14,746.05 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,312.82 |
15,360.06 |
PP |
15,299.63 |
15,331.12 |
S1 |
15,286.45 |
15,302.19 |
|