Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,330 |
14,585 |
255 |
1.8% |
13,395 |
High |
14,605 |
14,585 |
-20 |
-0.1% |
14,180 |
Low |
14,295 |
14,370 |
75 |
0.5% |
13,330 |
Close |
14,585 |
14,470 |
-115 |
-0.8% |
13,845 |
Range |
310 |
215 |
-95 |
-30.6% |
850 |
ATR |
376 |
365 |
-12 |
-3.1% |
0 |
Volume |
40,483 |
26,251 |
-14,232 |
-35.2% |
74,253 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,120 |
15,010 |
14,588 |
|
R3 |
14,905 |
14,795 |
14,529 |
|
R2 |
14,690 |
14,690 |
14,510 |
|
R1 |
14,580 |
14,580 |
14,490 |
14,528 |
PP |
14,475 |
14,475 |
14,475 |
14,449 |
S1 |
14,365 |
14,365 |
14,450 |
14,313 |
S2 |
14,260 |
14,260 |
14,431 |
|
S3 |
14,045 |
14,150 |
14,411 |
|
S4 |
13,830 |
13,935 |
14,352 |
|
|
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 |
6.3% |
333 |
2.3% |
85% |
False |
False |
26,574 |
10 |
14,605 |
13,180 |
1,425 |
9.8% |
359 |
2.5% |
91% |
False |
False |
20,751 |
20 |
14,605 |
13,180 |
1,425 |
9.8% |
347 |
2.4% |
91% |
False |
False |
17,537 |
40 |
15,060 |
13,180 |
1,880 |
13.0% |
374 |
2.6% |
69% |
False |
False |
16,886 |
60 |
15,060 |
12,815 |
2,245 |
15.5% |
399 |
2.8% |
74% |
False |
False |
17,610 |
80 |
16,120 |
12,420 |
3,700 |
25.6% |
464 |
3.2% |
55% |
False |
False |
16,141 |
100 |
16,120 |
12,420 |
3,700 |
25.6% |
405 |
2.8% |
55% |
False |
False |
12,930 |
120 |
16,120 |
12,015 |
4,105 |
28.4% |
376 |
2.6% |
60% |
False |
False |
10,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,499 |
2.618 |
15,148 |
1.618 |
14,933 |
1.000 |
14,800 |
0.618 |
14,718 |
HIGH |
14,585 |
0.618 |
14,503 |
0.500 |
14,478 |
0.382 |
14,452 |
LOW |
14,370 |
0.618 |
14,237 |
1.000 |
14,155 |
1.618 |
14,022 |
2.618 |
13,807 |
4.250 |
13,456 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,478 |
14,393 |
PP |
14,475 |
14,317 |
S1 |
14,473 |
14,240 |
|