Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,585 |
14,470 |
-115 |
-0.8% |
13,395 |
High |
14,585 |
14,470 |
-115 |
-0.8% |
14,180 |
Low |
14,370 |
14,195 |
-175 |
-1.2% |
13,330 |
Close |
14,470 |
14,330 |
-140 |
-1.0% |
13,845 |
Range |
215 |
275 |
60 |
27.9% |
850 |
ATR |
365 |
358 |
-6 |
-1.8% |
0 |
Volume |
26,251 |
5,322 |
-20,929 |
-79.7% |
74,253 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,157 |
15,018 |
14,481 |
|
R3 |
14,882 |
14,743 |
14,406 |
|
R2 |
14,607 |
14,607 |
14,381 |
|
R1 |
14,468 |
14,468 |
14,355 |
14,400 |
PP |
14,332 |
14,332 |
14,332 |
14,298 |
S1 |
14,193 |
14,193 |
14,305 |
14,125 |
S2 |
14,057 |
14,057 |
14,280 |
|
S3 |
13,782 |
13,918 |
14,255 |
|
S4 |
13,507 |
13,643 |
14,179 |
|
|
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% |
344 |
2.4% |
70% |
False |
False |
25,040 |
10 |
14,605 |
13,260 |
1,345 |
9.4% |
359 |
2.5% |
80% |
False |
False |
19,971 |
20 |
14,605 |
13,180 |
1,425 |
9.9% |
345 |
2.4% |
81% |
False |
False |
17,274 |
40 |
15,060 |
13,180 |
1,880 |
13.1% |
375 |
2.6% |
61% |
False |
False |
16,765 |
60 |
15,060 |
12,815 |
2,245 |
15.7% |
397 |
2.8% |
67% |
False |
False |
17,354 |
80 |
16,120 |
12,420 |
3,700 |
25.8% |
466 |
3.3% |
52% |
False |
False |
16,205 |
100 |
16,120 |
12,420 |
3,700 |
25.8% |
407 |
2.8% |
52% |
False |
False |
12,979 |
120 |
16,120 |
12,015 |
4,105 |
28.6% |
378 |
2.6% |
56% |
False |
False |
10,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,639 |
2.618 |
15,190 |
1.618 |
14,915 |
1.000 |
14,745 |
0.618 |
14,640 |
HIGH |
14,470 |
0.618 |
14,365 |
0.500 |
14,333 |
0.382 |
14,300 |
LOW |
14,195 |
0.618 |
14,025 |
1.000 |
13,920 |
1.618 |
13,750 |
2.618 |
13,475 |
4.250 |
13,026 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,333 |
14,400 |
PP |
14,332 |
14,377 |
S1 |
14,331 |
14,353 |
|