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 |
14,660 |
14,530 |
-130 |
-0.9% |
13,490 |
High |
14,660 |
14,535 |
-125 |
-0.9% |
14,210 |
Low |
14,430 |
14,240 |
-190 |
-1.3% |
13,490 |
Close |
14,510 |
14,375 |
-135 |
-0.9% |
13,920 |
Range |
230 |
295 |
65 |
28.3% |
720 |
ATR |
304 |
304 |
-1 |
-0.2% |
0 |
Volume |
18,865 |
11,927 |
-6,938 |
-36.8% |
7,822 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,268 |
15,117 |
14,537 |
|
R3 |
14,973 |
14,822 |
14,456 |
|
R2 |
14,678 |
14,678 |
14,429 |
|
R1 |
14,527 |
14,527 |
14,402 |
14,455 |
PP |
14,383 |
14,383 |
14,383 |
14,348 |
S1 |
14,232 |
14,232 |
14,348 |
14,160 |
S2 |
14,088 |
14,088 |
14,321 |
|
S3 |
13,793 |
13,937 |
14,294 |
|
S4 |
13,498 |
13,642 |
14,213 |
|
|
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 |
6.3% |
325 |
2.3% |
66% |
False |
False |
17,956 |
10 |
14,680 |
13,340 |
1,340 |
9.3% |
317 |
2.2% |
77% |
False |
False |
9,395 |
20 |
14,680 |
13,240 |
1,440 |
10.0% |
280 |
1.9% |
79% |
False |
False |
4,793 |
40 |
15,125 |
13,240 |
1,885 |
13.1% |
230 |
1.6% |
60% |
False |
False |
2,403 |
60 |
15,125 |
12,905 |
2,220 |
15.4% |
176 |
1.2% |
66% |
False |
False |
1,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,789 |
2.618 |
15,307 |
1.618 |
15,012 |
1.000 |
14,830 |
0.618 |
14,717 |
HIGH |
14,535 |
0.618 |
14,422 |
0.500 |
14,388 |
0.382 |
14,353 |
LOW |
14,240 |
0.618 |
14,058 |
1.000 |
13,945 |
1.618 |
13,763 |
2.618 |
13,468 |
4.250 |
12,986 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,388 |
14,460 |
PP |
14,383 |
14,432 |
S1 |
14,379 |
14,403 |
|