Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,410 |
14,660 |
250 |
1.7% |
13,490 |
High |
14,680 |
14,660 |
-20 |
-0.1% |
14,210 |
Low |
14,380 |
14,430 |
50 |
0.3% |
13,490 |
Close |
14,655 |
14,510 |
-145 |
-1.0% |
13,920 |
Range |
300 |
230 |
-70 |
-23.3% |
720 |
ATR |
310 |
304 |
-6 |
-1.8% |
0 |
Volume |
32,310 |
18,865 |
-13,445 |
-41.6% |
7,822 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,223 |
15,097 |
14,637 |
|
R3 |
14,993 |
14,867 |
14,573 |
|
R2 |
14,763 |
14,763 |
14,552 |
|
R1 |
14,637 |
14,637 |
14,531 |
14,585 |
PP |
14,533 |
14,533 |
14,533 |
14,508 |
S1 |
14,407 |
14,407 |
14,489 |
14,355 |
S2 |
14,303 |
14,303 |
14,468 |
|
S3 |
14,073 |
14,177 |
14,447 |
|
S4 |
13,843 |
13,947 |
14,384 |
|
|
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% |
299 |
2.1% |
81% |
False |
False |
16,125 |
10 |
14,680 |
13,240 |
1,440 |
9.9% |
312 |
2.2% |
88% |
False |
False |
8,211 |
20 |
14,680 |
13,240 |
1,440 |
9.9% |
272 |
1.9% |
88% |
False |
False |
4,199 |
40 |
15,125 |
13,240 |
1,885 |
13.0% |
227 |
1.6% |
67% |
False |
False |
2,105 |
60 |
15,125 |
12,905 |
2,220 |
15.3% |
172 |
1.2% |
72% |
False |
False |
1,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,638 |
2.618 |
15,262 |
1.618 |
15,032 |
1.000 |
14,890 |
0.618 |
14,802 |
HIGH |
14,660 |
0.618 |
14,572 |
0.500 |
14,545 |
0.382 |
14,518 |
LOW |
14,430 |
0.618 |
14,288 |
1.000 |
14,200 |
1.618 |
14,058 |
2.618 |
13,828 |
4.250 |
13,453 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,545 |
14,463 |
PP |
14,533 |
14,415 |
S1 |
14,522 |
14,368 |
|