Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,500 |
14,800 |
300 |
2.1% |
14,055 |
High |
14,840 |
14,965 |
125 |
0.8% |
14,680 |
Low |
14,445 |
14,620 |
175 |
1.2% |
14,055 |
Close |
14,825 |
14,920 |
95 |
0.6% |
14,475 |
Range |
395 |
345 |
-50 |
-12.7% |
625 |
ATR |
295 |
299 |
4 |
1.2% |
0 |
Volume |
21,936 |
22,582 |
646 |
2.9% |
94,479 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,870 |
15,740 |
15,110 |
|
R3 |
15,525 |
15,395 |
15,015 |
|
R2 |
15,180 |
15,180 |
14,983 |
|
R1 |
15,050 |
15,050 |
14,952 |
15,115 |
PP |
14,835 |
14,835 |
14,835 |
14,868 |
S1 |
14,705 |
14,705 |
14,889 |
14,770 |
S2 |
14,490 |
14,490 |
14,857 |
|
S3 |
14,145 |
14,360 |
14,825 |
|
S4 |
13,800 |
14,015 |
14,730 |
|
|
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 |
14,965 |
14,265 |
700 |
4.7% |
281 |
1.9% |
94% |
True |
False |
13,541 |
10 |
14,965 |
13,775 |
1,190 |
8.0% |
303 |
2.0% |
96% |
True |
False |
15,749 |
20 |
14,965 |
13,240 |
1,725 |
11.6% |
292 |
2.0% |
97% |
True |
False |
8,147 |
40 |
14,965 |
13,240 |
1,725 |
11.6% |
252 |
1.7% |
97% |
True |
False |
4,095 |
60 |
15,125 |
13,225 |
1,900 |
12.7% |
191 |
1.3% |
89% |
False |
False |
2,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,431 |
2.618 |
15,868 |
1.618 |
15,523 |
1.000 |
15,310 |
0.618 |
15,178 |
HIGH |
14,965 |
0.618 |
14,833 |
0.500 |
14,793 |
0.382 |
14,752 |
LOW |
14,620 |
0.618 |
14,407 |
1.000 |
14,275 |
1.618 |
14,062 |
2.618 |
13,717 |
4.250 |
13,154 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,878 |
14,834 |
PP |
14,835 |
14,748 |
S1 |
14,793 |
14,663 |
|