Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,530 |
14,360 |
-170 |
-1.2% |
14,055 |
High |
14,535 |
14,485 |
-50 |
-0.3% |
14,680 |
Low |
14,240 |
14,265 |
25 |
0.2% |
14,055 |
Close |
14,375 |
14,475 |
100 |
0.7% |
14,475 |
Range |
295 |
220 |
-75 |
-25.4% |
625 |
ATR |
304 |
298 |
-6 |
-2.0% |
0 |
Volume |
11,927 |
8,480 |
-3,447 |
-28.9% |
94,479 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,068 |
14,992 |
14,596 |
|
R3 |
14,848 |
14,772 |
14,536 |
|
R2 |
14,628 |
14,628 |
14,515 |
|
R1 |
14,552 |
14,552 |
14,495 |
14,590 |
PP |
14,408 |
14,408 |
14,408 |
14,428 |
S1 |
14,332 |
14,332 |
14,455 |
14,370 |
S2 |
14,188 |
14,188 |
14,435 |
|
S3 |
13,968 |
14,112 |
14,415 |
|
S4 |
13,748 |
13,892 |
14,354 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,278 |
16,002 |
14,819 |
|
R3 |
15,653 |
15,377 |
14,647 |
|
R2 |
15,028 |
15,028 |
14,590 |
|
R1 |
14,752 |
14,752 |
14,532 |
14,890 |
PP |
14,403 |
14,403 |
14,403 |
14,473 |
S1 |
14,127 |
14,127 |
14,418 |
14,265 |
S2 |
13,778 |
13,778 |
14,361 |
|
S3 |
13,153 |
13,502 |
14,303 |
|
S4 |
12,528 |
12,877 |
14,131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,680 |
14,055 |
625 |
4.3% |
287 |
2.0% |
67% |
False |
False |
18,895 |
10 |
14,680 |
13,340 |
1,340 |
9.3% |
317 |
2.2% |
85% |
False |
False |
10,239 |
20 |
14,680 |
13,240 |
1,440 |
9.9% |
275 |
1.9% |
86% |
False |
False |
5,215 |
40 |
14,985 |
13,240 |
1,745 |
12.1% |
228 |
1.6% |
71% |
False |
False |
2,615 |
60 |
15,125 |
12,905 |
2,220 |
15.3% |
179 |
1.2% |
71% |
False |
False |
1,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,420 |
2.618 |
15,061 |
1.618 |
14,841 |
1.000 |
14,705 |
0.618 |
14,621 |
HIGH |
14,485 |
0.618 |
14,401 |
0.500 |
14,375 |
0.382 |
14,349 |
LOW |
14,265 |
0.618 |
14,129 |
1.000 |
14,045 |
1.618 |
13,909 |
2.618 |
13,689 |
4.250 |
13,330 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,442 |
14,467 |
PP |
14,408 |
14,458 |
S1 |
14,375 |
14,450 |
|