Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,515 |
14,615 |
100 |
0.7% |
14,055 |
High |
14,655 |
14,625 |
-30 |
-0.2% |
14,680 |
Low |
14,475 |
14,360 |
-115 |
-0.8% |
14,055 |
Close |
14,580 |
14,495 |
-85 |
-0.6% |
14,475 |
Range |
180 |
265 |
85 |
47.2% |
625 |
ATR |
289 |
288 |
-2 |
-0.6% |
0 |
Volume |
6,862 |
7,847 |
985 |
14.4% |
94,479 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,288 |
15,157 |
14,641 |
|
R3 |
15,023 |
14,892 |
14,568 |
|
R2 |
14,758 |
14,758 |
14,544 |
|
R1 |
14,627 |
14,627 |
14,519 |
14,560 |
PP |
14,493 |
14,493 |
14,493 |
14,460 |
S1 |
14,362 |
14,362 |
14,471 |
14,295 |
S2 |
14,228 |
14,228 |
14,447 |
|
S3 |
13,963 |
14,097 |
14,422 |
|
S4 |
13,698 |
13,832 |
14,349 |
|
|
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 |
14,660 |
14,240 |
420 |
2.9% |
238 |
1.6% |
61% |
False |
False |
10,796 |
10 |
14,680 |
13,775 |
905 |
6.2% |
275 |
1.9% |
80% |
False |
False |
11,637 |
20 |
14,680 |
13,240 |
1,440 |
9.9% |
281 |
1.9% |
87% |
False |
False |
5,942 |
40 |
14,950 |
13,240 |
1,710 |
11.8% |
239 |
1.6% |
73% |
False |
False |
2,982 |
60 |
15,125 |
13,050 |
2,075 |
14.3% |
185 |
1.3% |
70% |
False |
False |
1,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,751 |
2.618 |
15,319 |
1.618 |
15,054 |
1.000 |
14,890 |
0.618 |
14,789 |
HIGH |
14,625 |
0.618 |
14,524 |
0.500 |
14,493 |
0.382 |
14,461 |
LOW |
14,360 |
0.618 |
14,196 |
1.000 |
14,095 |
1.618 |
13,931 |
2.618 |
13,666 |
4.250 |
13,234 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,494 |
14,483 |
PP |
14,493 |
14,472 |
S1 |
14,493 |
14,460 |
|