Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,544 |
15,670 |
126 |
0.8% |
14,908 |
High |
15,712 |
15,726 |
14 |
0.1% |
15,397 |
Low |
15,472 |
15,628 |
156 |
1.0% |
14,892 |
Close |
15,662 |
15,644 |
-18 |
-0.1% |
15,382 |
Range |
240 |
98 |
-142 |
-59.2% |
505 |
ATR |
151 |
147 |
-4 |
-2.5% |
0 |
Volume |
32,739 |
26,290 |
-6,449 |
-19.7% |
571,261 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,960 |
15,900 |
15,698 |
|
R3 |
15,862 |
15,802 |
15,671 |
|
R2 |
15,764 |
15,764 |
15,662 |
|
R1 |
15,704 |
15,704 |
15,653 |
15,685 |
PP |
15,666 |
15,666 |
15,666 |
15,657 |
S1 |
15,606 |
15,606 |
15,635 |
15,587 |
S2 |
15,568 |
15,568 |
15,626 |
|
S3 |
15,470 |
15,508 |
15,617 |
|
S4 |
15,372 |
15,410 |
15,590 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,739 |
16,565 |
15,660 |
|
R3 |
16,234 |
16,060 |
15,521 |
|
R2 |
15,729 |
15,729 |
15,475 |
|
R1 |
15,555 |
15,555 |
15,428 |
15,642 |
PP |
15,224 |
15,224 |
15,224 |
15,267 |
S1 |
15,050 |
15,050 |
15,336 |
15,137 |
S2 |
14,719 |
14,719 |
15,290 |
|
S3 |
14,214 |
14,545 |
15,243 |
|
S4 |
13,709 |
14,040 |
15,104 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,726 |
15,282 |
444 |
2.8% |
146 |
0.9% |
82% |
True |
False |
39,682 |
10 |
15,726 |
14,776 |
950 |
6.1% |
154 |
1.0% |
91% |
True |
False |
91,157 |
20 |
15,726 |
14,740 |
986 |
6.3% |
145 |
0.9% |
92% |
True |
False |
108,337 |
40 |
15,726 |
14,740 |
986 |
6.3% |
138 |
0.9% |
92% |
True |
False |
118,158 |
60 |
15,726 |
14,621 |
1,105 |
7.1% |
138 |
0.9% |
93% |
True |
False |
117,731 |
80 |
15,726 |
14,474 |
1,252 |
8.0% |
159 |
1.0% |
93% |
True |
False |
110,166 |
100 |
15,726 |
14,474 |
1,252 |
8.0% |
153 |
1.0% |
93% |
True |
False |
88,151 |
120 |
15,726 |
14,300 |
1,426 |
9.1% |
147 |
0.9% |
94% |
True |
False |
73,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,143 |
2.618 |
15,983 |
1.618 |
15,885 |
1.000 |
15,824 |
0.618 |
15,787 |
HIGH |
15,726 |
0.618 |
15,689 |
0.500 |
15,677 |
0.382 |
15,666 |
LOW |
15,628 |
0.618 |
15,568 |
1.000 |
15,530 |
1.618 |
15,470 |
2.618 |
15,372 |
4.250 |
15,212 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,677 |
15,629 |
PP |
15,666 |
15,614 |
S1 |
15,655 |
15,599 |
|