Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,339.02 |
15,274.42 |
-64.60 |
-0.4% |
15,381.36 |
High |
15,372.48 |
15,387.19 |
14.71 |
0.1% |
15,709.58 |
Low |
15,253.16 |
15,274.42 |
21.26 |
0.1% |
15,381.36 |
Close |
15,273.26 |
15,328.30 |
55.04 |
0.4% |
15,451.09 |
Range |
119.32 |
112.77 |
-6.55 |
-5.5% |
328.22 |
ATR |
127.30 |
126.35 |
-0.96 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,668.28 |
15,611.06 |
15,390.32 |
|
R3 |
15,555.51 |
15,498.29 |
15,359.31 |
|
R2 |
15,442.74 |
15,442.74 |
15,348.97 |
|
R1 |
15,385.52 |
15,385.52 |
15,338.64 |
15,414.13 |
PP |
15,329.97 |
15,329.97 |
15,329.97 |
15,344.28 |
S1 |
15,272.75 |
15,272.75 |
15,317.96 |
15,301.36 |
S2 |
15,217.20 |
15,217.20 |
15,307.63 |
|
S3 |
15,104.43 |
15,159.98 |
15,297.29 |
|
S4 |
14,991.66 |
15,047.21 |
15,266.28 |
|
|
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 |
15,654.77 |
15,253.16 |
401.61 |
2.6% |
128.82 |
0.8% |
19% |
False |
False |
|
10 |
15,709.58 |
15,253.16 |
456.42 |
3.0% |
124.25 |
0.8% |
16% |
False |
False |
|
20 |
15,709.58 |
14,762.35 |
947.23 |
6.2% |
126.55 |
0.8% |
60% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
124.35 |
0.8% |
60% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
118.03 |
0.8% |
60% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
136.72 |
0.9% |
67% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
136.66 |
0.9% |
67% |
False |
False |
|
120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.3% |
135.79 |
0.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,866.46 |
2.618 |
15,682.42 |
1.618 |
15,569.65 |
1.000 |
15,499.96 |
0.618 |
15,456.88 |
HIGH |
15,387.19 |
0.618 |
15,344.11 |
0.500 |
15,330.81 |
0.382 |
15,317.50 |
LOW |
15,274.42 |
0.618 |
15,204.73 |
1.000 |
15,161.65 |
1.618 |
15,091.96 |
2.618 |
14,979.19 |
4.250 |
14,795.15 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,330.81 |
15,343.46 |
PP |
15,329.97 |
15,338.40 |
S1 |
15,329.14 |
15,333.35 |
|