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 |
14,935 |
14,910 |
-25 |
-0.2% |
14,850 |
High |
14,972 |
15,002 |
30 |
0.2% |
15,002 |
Low |
14,895 |
14,776 |
-119 |
-0.8% |
14,761 |
Close |
14,917 |
14,909 |
-8 |
-0.1% |
14,909 |
Range |
77 |
226 |
149 |
193.5% |
241 |
ATR |
136 |
143 |
6 |
4.7% |
0 |
Volume |
87,526 |
198,204 |
110,678 |
126.5% |
568,519 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,574 |
15,467 |
15,033 |
|
R3 |
15,348 |
15,241 |
14,971 |
|
R2 |
15,122 |
15,122 |
14,951 |
|
R1 |
15,015 |
15,015 |
14,930 |
14,956 |
PP |
14,896 |
14,896 |
14,896 |
14,866 |
S1 |
14,789 |
14,789 |
14,888 |
14,730 |
S2 |
14,670 |
14,670 |
14,868 |
|
S3 |
14,444 |
14,563 |
14,847 |
|
S4 |
14,218 |
14,337 |
14,785 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,614 |
15,502 |
15,042 |
|
R3 |
15,373 |
15,261 |
14,975 |
|
R2 |
15,132 |
15,132 |
14,953 |
|
R1 |
15,020 |
15,020 |
14,931 |
15,076 |
PP |
14,891 |
14,891 |
14,891 |
14,919 |
S1 |
14,779 |
14,779 |
14,887 |
14,835 |
S2 |
14,650 |
14,650 |
14,865 |
|
S3 |
14,409 |
14,538 |
14,843 |
|
S4 |
14,168 |
14,297 |
14,777 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,002 |
14,745 |
257 |
1.7% |
157 |
1.1% |
64% |
True |
False |
139,662 |
10 |
15,033 |
14,740 |
293 |
2.0% |
143 |
1.0% |
58% |
False |
False |
132,348 |
20 |
15,474 |
14,740 |
734 |
4.9% |
144 |
1.0% |
23% |
False |
False |
137,411 |
40 |
15,600 |
14,740 |
860 |
5.8% |
126 |
0.8% |
20% |
False |
False |
121,209 |
60 |
15,600 |
14,474 |
1,126 |
7.6% |
153 |
1.0% |
39% |
False |
False |
134,551 |
80 |
15,600 |
14,474 |
1,126 |
7.6% |
160 |
1.1% |
39% |
False |
False |
101,263 |
100 |
15,600 |
14,312 |
1,288 |
8.6% |
151 |
1.0% |
46% |
False |
False |
81,027 |
120 |
15,600 |
14,241 |
1,359 |
9.1% |
141 |
0.9% |
49% |
False |
False |
67,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,963 |
2.618 |
15,594 |
1.618 |
15,368 |
1.000 |
15,228 |
0.618 |
15,142 |
HIGH |
15,002 |
0.618 |
14,916 |
0.500 |
14,889 |
0.382 |
14,862 |
LOW |
14,776 |
0.618 |
14,636 |
1.000 |
14,550 |
1.618 |
14,410 |
2.618 |
14,184 |
4.250 |
13,816 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,902 |
14,902 |
PP |
14,896 |
14,896 |
S1 |
14,889 |
14,889 |
|