Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,175 |
14,055 |
-120 |
-0.8% |
13,490 |
High |
14,185 |
14,445 |
260 |
1.8% |
14,210 |
Low |
13,775 |
14,055 |
280 |
2.0% |
13,490 |
Close |
13,920 |
14,405 |
485 |
3.5% |
13,920 |
Range |
410 |
390 |
-20 |
-4.9% |
720 |
ATR |
294 |
311 |
16 |
5.6% |
0 |
Volume |
3,785 |
22,897 |
19,112 |
504.9% |
7,822 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,472 |
15,328 |
14,620 |
|
R3 |
15,082 |
14,938 |
14,512 |
|
R2 |
14,692 |
14,692 |
14,477 |
|
R1 |
14,548 |
14,548 |
14,441 |
14,620 |
PP |
14,302 |
14,302 |
14,302 |
14,338 |
S1 |
14,158 |
14,158 |
14,369 |
14,230 |
S2 |
13,912 |
13,912 |
14,334 |
|
S3 |
13,522 |
13,768 |
14,298 |
|
S4 |
13,132 |
13,378 |
14,191 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,033 |
15,697 |
14,316 |
|
R3 |
15,313 |
14,977 |
14,118 |
|
R2 |
14,593 |
14,593 |
14,052 |
|
R1 |
14,257 |
14,257 |
13,986 |
14,425 |
PP |
13,873 |
13,873 |
13,873 |
13,958 |
S1 |
13,537 |
13,537 |
13,854 |
13,705 |
S2 |
13,153 |
13,153 |
13,788 |
|
S3 |
12,433 |
12,817 |
13,722 |
|
S4 |
11,713 |
12,097 |
13,524 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,445 |
13,490 |
955 |
6.6% |
367 |
2.5% |
96% |
True |
False |
6,143 |
10 |
14,445 |
13,240 |
1,205 |
8.4% |
313 |
2.2% |
97% |
True |
False |
3,152 |
20 |
14,445 |
13,240 |
1,205 |
8.4% |
268 |
1.9% |
97% |
True |
False |
1,643 |
40 |
15,125 |
13,240 |
1,885 |
13.1% |
217 |
1.5% |
62% |
False |
False |
825 |
60 |
15,125 |
12,715 |
2,410 |
16.7% |
168 |
1.2% |
70% |
False |
False |
551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,103 |
2.618 |
15,466 |
1.618 |
15,076 |
1.000 |
14,835 |
0.618 |
14,686 |
HIGH |
14,445 |
0.618 |
14,296 |
0.500 |
14,250 |
0.382 |
14,204 |
LOW |
14,055 |
0.618 |
13,814 |
1.000 |
13,665 |
1.618 |
13,424 |
2.618 |
13,034 |
4.250 |
12,398 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,353 |
14,307 |
PP |
14,302 |
14,208 |
S1 |
14,250 |
14,110 |
|