Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,800 |
14,910 |
110 |
0.7% |
14,515 |
High |
14,965 |
14,920 |
-45 |
-0.3% |
14,965 |
Low |
14,620 |
14,710 |
90 |
0.6% |
14,360 |
Close |
14,920 |
14,755 |
-165 |
-1.1% |
14,755 |
Range |
345 |
210 |
-135 |
-39.1% |
605 |
ATR |
299 |
292 |
-6 |
-2.1% |
0 |
Volume |
22,582 |
9,109 |
-13,473 |
-59.7% |
68,336 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,425 |
15,300 |
14,871 |
|
R3 |
15,215 |
15,090 |
14,813 |
|
R2 |
15,005 |
15,005 |
14,794 |
|
R1 |
14,880 |
14,880 |
14,774 |
14,838 |
PP |
14,795 |
14,795 |
14,795 |
14,774 |
S1 |
14,670 |
14,670 |
14,736 |
14,628 |
S2 |
14,585 |
14,585 |
14,717 |
|
S3 |
14,375 |
14,460 |
14,697 |
|
S4 |
14,165 |
14,250 |
14,640 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,508 |
16,237 |
15,088 |
|
R3 |
15,903 |
15,632 |
14,922 |
|
R2 |
15,298 |
15,298 |
14,866 |
|
R1 |
15,027 |
15,027 |
14,811 |
15,163 |
PP |
14,693 |
14,693 |
14,693 |
14,761 |
S1 |
14,422 |
14,422 |
14,700 |
14,558 |
S2 |
14,088 |
14,088 |
14,644 |
|
S3 |
13,483 |
13,817 |
14,589 |
|
S4 |
12,878 |
13,212 |
14,422 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,965 |
14,360 |
605 |
4.1% |
279 |
1.9% |
65% |
False |
False |
13,667 |
10 |
14,965 |
14,055 |
910 |
6.2% |
283 |
1.9% |
77% |
False |
False |
16,281 |
20 |
14,965 |
13,240 |
1,725 |
11.7% |
285 |
1.9% |
88% |
False |
False |
8,594 |
40 |
14,965 |
13,240 |
1,725 |
11.7% |
252 |
1.7% |
88% |
False |
False |
4,323 |
60 |
15,125 |
13,240 |
1,885 |
12.8% |
195 |
1.3% |
80% |
False |
False |
2,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,813 |
2.618 |
15,470 |
1.618 |
15,260 |
1.000 |
15,130 |
0.618 |
15,050 |
HIGH |
14,920 |
0.618 |
14,840 |
0.500 |
14,815 |
0.382 |
14,790 |
LOW |
14,710 |
0.618 |
14,580 |
1.000 |
14,500 |
1.618 |
14,370 |
2.618 |
14,160 |
4.250 |
13,818 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,815 |
14,738 |
PP |
14,795 |
14,722 |
S1 |
14,775 |
14,705 |
|