Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,360 |
14,515 |
155 |
1.1% |
14,055 |
High |
14,485 |
14,655 |
170 |
1.2% |
14,680 |
Low |
14,265 |
14,475 |
210 |
1.5% |
14,055 |
Close |
14,475 |
14,580 |
105 |
0.7% |
14,475 |
Range |
220 |
180 |
-40 |
-18.2% |
625 |
ATR |
298 |
289 |
-8 |
-2.8% |
0 |
Volume |
8,480 |
6,862 |
-1,618 |
-19.1% |
94,479 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,110 |
15,025 |
14,679 |
|
R3 |
14,930 |
14,845 |
14,630 |
|
R2 |
14,750 |
14,750 |
14,613 |
|
R1 |
14,665 |
14,665 |
14,597 |
14,708 |
PP |
14,570 |
14,570 |
14,570 |
14,591 |
S1 |
14,485 |
14,485 |
14,564 |
14,528 |
S2 |
14,390 |
14,390 |
14,547 |
|
S3 |
14,210 |
14,305 |
14,531 |
|
S4 |
14,030 |
14,125 |
14,481 |
|
|
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 |
14,240 |
440 |
3.0% |
245 |
1.7% |
77% |
False |
False |
15,688 |
10 |
14,680 |
13,490 |
1,190 |
8.2% |
306 |
2.1% |
92% |
False |
False |
10,916 |
20 |
14,680 |
13,240 |
1,440 |
9.9% |
280 |
1.9% |
93% |
False |
False |
5,556 |
40 |
14,950 |
13,240 |
1,710 |
11.7% |
232 |
1.6% |
78% |
False |
False |
2,786 |
60 |
15,125 |
13,050 |
2,075 |
14.2% |
180 |
1.2% |
74% |
False |
False |
1,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,420 |
2.618 |
15,126 |
1.618 |
14,946 |
1.000 |
14,835 |
0.618 |
14,766 |
HIGH |
14,655 |
0.618 |
14,586 |
0.500 |
14,565 |
0.382 |
14,544 |
LOW |
14,475 |
0.618 |
14,364 |
1.000 |
14,295 |
1.618 |
14,184 |
2.618 |
14,004 |
4.250 |
13,710 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,575 |
14,536 |
PP |
14,570 |
14,492 |
S1 |
14,565 |
14,448 |
|