Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,120 |
14,105 |
-15 |
-0.1% |
13,395 |
High |
14,180 |
14,120 |
-60 |
-0.4% |
14,180 |
Low |
13,960 |
13,700 |
-260 |
-1.9% |
13,330 |
Close |
14,110 |
13,845 |
-265 |
-1.9% |
13,845 |
Range |
220 |
420 |
200 |
90.9% |
850 |
ATR |
366 |
370 |
4 |
1.0% |
0 |
Volume |
12,994 |
20,597 |
7,603 |
58.5% |
74,253 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,148 |
14,917 |
14,076 |
|
R3 |
14,728 |
14,497 |
13,961 |
|
R2 |
14,308 |
14,308 |
13,922 |
|
R1 |
14,077 |
14,077 |
13,884 |
13,983 |
PP |
13,888 |
13,888 |
13,888 |
13,841 |
S1 |
13,657 |
13,657 |
13,807 |
13,563 |
S2 |
13,468 |
13,468 |
13,768 |
|
S3 |
13,048 |
13,237 |
13,730 |
|
S4 |
12,628 |
12,817 |
13,614 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,335 |
15,940 |
14,313 |
|
R3 |
15,485 |
15,090 |
14,079 |
|
R2 |
14,635 |
14,635 |
14,001 |
|
R1 |
14,240 |
14,240 |
13,923 |
14,438 |
PP |
13,785 |
13,785 |
13,785 |
13,884 |
S1 |
13,390 |
13,390 |
13,767 |
13,588 |
S2 |
12,935 |
12,935 |
13,689 |
|
S3 |
12,085 |
12,540 |
13,611 |
|
S4 |
11,235 |
11,690 |
13,378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,180 |
13,260 |
920 |
6.6% |
405 |
2.9% |
64% |
False |
False |
17,028 |
10 |
14,180 |
13,180 |
1,000 |
7.2% |
350 |
2.5% |
67% |
False |
False |
14,536 |
20 |
14,180 |
13,180 |
1,000 |
7.2% |
341 |
2.5% |
67% |
False |
False |
14,873 |
40 |
15,060 |
13,180 |
1,880 |
13.6% |
369 |
2.7% |
35% |
False |
False |
15,106 |
60 |
15,060 |
12,525 |
2,535 |
18.3% |
414 |
3.0% |
52% |
False |
False |
17,682 |
80 |
16,120 |
12,420 |
3,700 |
26.7% |
461 |
3.3% |
39% |
False |
False |
14,907 |
100 |
16,120 |
12,420 |
3,700 |
26.7% |
400 |
2.9% |
39% |
False |
False |
11,946 |
120 |
16,120 |
12,015 |
4,105 |
29.6% |
369 |
2.7% |
45% |
False |
False |
9,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,905 |
2.618 |
15,220 |
1.618 |
14,800 |
1.000 |
14,540 |
0.618 |
14,380 |
HIGH |
14,120 |
0.618 |
13,960 |
0.500 |
13,910 |
0.382 |
13,861 |
LOW |
13,700 |
0.618 |
13,441 |
1.000 |
13,280 |
1.618 |
13,021 |
2.618 |
12,601 |
4.250 |
11,915 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
13,910 |
13,940 |
PP |
13,888 |
13,908 |
S1 |
13,867 |
13,877 |
|