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 |
15,183 |
15,339 |
156 |
1.0% |
14,850 |
High |
15,345 |
15,347 |
2 |
0.0% |
15,002 |
Low |
15,162 |
15,284 |
122 |
0.8% |
14,761 |
Close |
15,330 |
15,313 |
-17 |
-0.1% |
14,909 |
Range |
183 |
63 |
-120 |
-65.6% |
241 |
ATR |
149 |
143 |
-6 |
-4.1% |
0 |
Volume |
124,986 |
127,066 |
2,080 |
1.7% |
568,519 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,504 |
15,471 |
15,348 |
|
R3 |
15,441 |
15,408 |
15,330 |
|
R2 |
15,378 |
15,378 |
15,325 |
|
R1 |
15,345 |
15,345 |
15,319 |
15,330 |
PP |
15,315 |
15,315 |
15,315 |
15,307 |
S1 |
15,282 |
15,282 |
15,307 |
15,267 |
S2 |
15,252 |
15,252 |
15,302 |
|
S3 |
15,189 |
15,219 |
15,296 |
|
S4 |
15,126 |
15,156 |
15,278 |
|
|
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 |
15,347 |
14,776 |
571 |
3.7% |
163 |
1.1% |
94% |
True |
False |
142,632 |
10 |
15,347 |
14,745 |
602 |
3.9% |
149 |
1.0% |
94% |
True |
False |
132,957 |
20 |
15,347 |
14,740 |
607 |
4.0% |
143 |
0.9% |
94% |
True |
False |
136,068 |
40 |
15,600 |
14,740 |
860 |
5.6% |
132 |
0.9% |
67% |
False |
False |
124,854 |
60 |
15,600 |
14,474 |
1,126 |
7.4% |
148 |
1.0% |
75% |
False |
False |
134,955 |
80 |
15,600 |
14,474 |
1,126 |
7.4% |
162 |
1.1% |
75% |
False |
False |
107,697 |
100 |
15,600 |
14,368 |
1,232 |
8.0% |
151 |
1.0% |
77% |
False |
False |
86,174 |
120 |
15,600 |
14,300 |
1,300 |
8.5% |
143 |
0.9% |
78% |
False |
False |
71,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,615 |
2.618 |
15,512 |
1.618 |
15,449 |
1.000 |
15,410 |
0.618 |
15,386 |
HIGH |
15,347 |
0.618 |
15,323 |
0.500 |
15,316 |
0.382 |
15,308 |
LOW |
15,284 |
0.618 |
15,245 |
1.000 |
15,221 |
1.618 |
15,182 |
2.618 |
15,119 |
4.250 |
15,016 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,316 |
15,273 |
PP |
15,315 |
15,233 |
S1 |
15,314 |
15,194 |
|