Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,615 |
14,500 |
-115 |
-0.8% |
14,055 |
High |
14,625 |
14,840 |
215 |
1.5% |
14,680 |
Low |
14,360 |
14,445 |
85 |
0.6% |
14,055 |
Close |
14,495 |
14,825 |
330 |
2.3% |
14,475 |
Range |
265 |
395 |
130 |
49.1% |
625 |
ATR |
288 |
295 |
8 |
2.7% |
0 |
Volume |
7,847 |
21,936 |
14,089 |
179.5% |
94,479 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,888 |
15,752 |
15,042 |
|
R3 |
15,493 |
15,357 |
14,934 |
|
R2 |
15,098 |
15,098 |
14,898 |
|
R1 |
14,962 |
14,962 |
14,861 |
15,030 |
PP |
14,703 |
14,703 |
14,703 |
14,738 |
S1 |
14,567 |
14,567 |
14,789 |
14,635 |
S2 |
14,308 |
14,308 |
14,753 |
|
S3 |
13,913 |
14,172 |
14,717 |
|
S4 |
13,518 |
13,777 |
14,608 |
|
|
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 |
14,840 |
14,240 |
600 |
4.0% |
271 |
1.8% |
98% |
True |
False |
11,410 |
10 |
14,840 |
13,775 |
1,065 |
7.2% |
285 |
1.9% |
99% |
True |
False |
13,768 |
20 |
14,840 |
13,240 |
1,600 |
10.8% |
284 |
1.9% |
99% |
True |
False |
7,025 |
40 |
14,860 |
13,240 |
1,620 |
10.9% |
246 |
1.7% |
98% |
False |
False |
3,530 |
60 |
15,125 |
13,050 |
2,075 |
14.0% |
191 |
1.3% |
86% |
False |
False |
2,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,519 |
2.618 |
15,874 |
1.618 |
15,479 |
1.000 |
15,235 |
0.618 |
15,084 |
HIGH |
14,840 |
0.618 |
14,689 |
0.500 |
14,643 |
0.382 |
14,596 |
LOW |
14,445 |
0.618 |
14,201 |
1.000 |
14,050 |
1.618 |
13,806 |
2.618 |
13,411 |
4.250 |
12,766 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,764 |
14,750 |
PP |
14,703 |
14,675 |
S1 |
14,643 |
14,600 |
|