Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,105 |
14,330 |
225 |
1.6% |
13,395 |
High |
14,375 |
14,605 |
230 |
1.6% |
14,180 |
Low |
13,875 |
14,295 |
420 |
3.0% |
13,330 |
Close |
14,330 |
14,585 |
255 |
1.8% |
13,845 |
Range |
500 |
310 |
-190 |
-38.0% |
850 |
ATR |
382 |
376 |
-5 |
-1.3% |
0 |
Volume |
32,549 |
40,483 |
7,934 |
24.4% |
74,253 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,425 |
15,315 |
14,756 |
|
R3 |
15,115 |
15,005 |
14,670 |
|
R2 |
14,805 |
14,805 |
14,642 |
|
R1 |
14,695 |
14,695 |
14,614 |
14,750 |
PP |
14,495 |
14,495 |
14,495 |
14,523 |
S1 |
14,385 |
14,385 |
14,557 |
14,440 |
S2 |
14,185 |
14,185 |
14,528 |
|
S3 |
13,875 |
14,075 |
14,500 |
|
S4 |
13,565 |
13,765 |
14,415 |
|
|
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 |
14,605 |
13,700 |
905 |
6.2% |
353 |
2.4% |
98% |
True |
False |
23,893 |
10 |
14,605 |
13,180 |
1,425 |
9.8% |
386 |
2.6% |
99% |
True |
False |
19,643 |
20 |
14,605 |
13,180 |
1,425 |
9.8% |
356 |
2.4% |
99% |
True |
False |
17,096 |
40 |
15,060 |
13,180 |
1,880 |
12.9% |
376 |
2.6% |
75% |
False |
False |
16,513 |
60 |
15,060 |
12,660 |
2,400 |
16.5% |
406 |
2.8% |
80% |
False |
False |
17,666 |
80 |
16,120 |
12,420 |
3,700 |
25.4% |
466 |
3.2% |
59% |
False |
False |
15,815 |
100 |
16,120 |
12,420 |
3,700 |
25.4% |
405 |
2.8% |
59% |
False |
False |
12,667 |
120 |
16,120 |
12,015 |
4,105 |
28.1% |
376 |
2.6% |
63% |
False |
False |
10,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,923 |
2.618 |
15,417 |
1.618 |
15,107 |
1.000 |
14,915 |
0.618 |
14,797 |
HIGH |
14,605 |
0.618 |
14,487 |
0.500 |
14,450 |
0.382 |
14,414 |
LOW |
14,295 |
0.618 |
14,104 |
1.000 |
13,985 |
1.618 |
13,794 |
2.618 |
13,484 |
4.250 |
12,978 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,540 |
14,441 |
PP |
14,495 |
14,297 |
S1 |
14,450 |
14,153 |
|