Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,055 |
14,410 |
355 |
2.5% |
13,490 |
High |
14,445 |
14,680 |
235 |
1.6% |
14,210 |
Low |
14,055 |
14,380 |
325 |
2.3% |
13,490 |
Close |
14,405 |
14,655 |
250 |
1.7% |
13,920 |
Range |
390 |
300 |
-90 |
-23.1% |
720 |
ATR |
311 |
310 |
-1 |
-0.2% |
0 |
Volume |
22,897 |
32,310 |
9,413 |
41.1% |
7,822 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,472 |
15,363 |
14,820 |
|
R3 |
15,172 |
15,063 |
14,738 |
|
R2 |
14,872 |
14,872 |
14,710 |
|
R1 |
14,763 |
14,763 |
14,683 |
14,818 |
PP |
14,572 |
14,572 |
14,572 |
14,599 |
S1 |
14,463 |
14,463 |
14,628 |
14,518 |
S2 |
14,272 |
14,272 |
14,600 |
|
S3 |
13,972 |
14,163 |
14,573 |
|
S4 |
13,672 |
13,863 |
14,490 |
|
|
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 |
14,680 |
13,775 |
905 |
6.2% |
312 |
2.1% |
97% |
True |
False |
12,479 |
10 |
14,680 |
13,240 |
1,440 |
9.8% |
331 |
2.3% |
98% |
True |
False |
6,336 |
20 |
14,680 |
13,240 |
1,440 |
9.8% |
275 |
1.9% |
98% |
True |
False |
3,257 |
40 |
15,125 |
13,240 |
1,885 |
12.9% |
225 |
1.5% |
75% |
False |
False |
1,633 |
60 |
15,125 |
12,905 |
2,220 |
15.1% |
173 |
1.2% |
79% |
False |
False |
1,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,955 |
2.618 |
15,466 |
1.618 |
15,166 |
1.000 |
14,980 |
0.618 |
14,866 |
HIGH |
14,680 |
0.618 |
14,566 |
0.500 |
14,530 |
0.382 |
14,495 |
LOW |
14,380 |
0.618 |
14,195 |
1.000 |
14,080 |
1.618 |
13,895 |
2.618 |
13,595 |
4.250 |
13,105 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,613 |
14,513 |
PP |
14,572 |
14,370 |
S1 |
14,530 |
14,228 |
|