Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,910 |
14,735 |
-175 |
-1.2% |
14,515 |
High |
14,920 |
14,815 |
-105 |
-0.7% |
14,965 |
Low |
14,710 |
14,600 |
-110 |
-0.7% |
14,360 |
Close |
14,755 |
14,670 |
-85 |
-0.6% |
14,755 |
Range |
210 |
215 |
5 |
2.4% |
605 |
ATR |
292 |
287 |
-6 |
-1.9% |
0 |
Volume |
9,109 |
6,193 |
-2,916 |
-32.0% |
68,336 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,340 |
15,220 |
14,788 |
|
R3 |
15,125 |
15,005 |
14,729 |
|
R2 |
14,910 |
14,910 |
14,710 |
|
R1 |
14,790 |
14,790 |
14,690 |
14,743 |
PP |
14,695 |
14,695 |
14,695 |
14,671 |
S1 |
14,575 |
14,575 |
14,650 |
14,528 |
S2 |
14,480 |
14,480 |
14,631 |
|
S3 |
14,265 |
14,360 |
14,611 |
|
S4 |
14,050 |
14,145 |
14,552 |
|
|
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% |
286 |
1.9% |
51% |
False |
False |
13,533 |
10 |
14,965 |
14,240 |
725 |
4.9% |
266 |
1.8% |
59% |
False |
False |
14,611 |
20 |
14,965 |
13,240 |
1,725 |
11.8% |
289 |
2.0% |
83% |
False |
False |
8,881 |
40 |
14,965 |
13,240 |
1,725 |
11.8% |
251 |
1.7% |
83% |
False |
False |
4,476 |
60 |
15,125 |
13,240 |
1,885 |
12.8% |
196 |
1.3% |
76% |
False |
False |
2,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,729 |
2.618 |
15,378 |
1.618 |
15,163 |
1.000 |
15,030 |
0.618 |
14,948 |
HIGH |
14,815 |
0.618 |
14,733 |
0.500 |
14,708 |
0.382 |
14,682 |
LOW |
14,600 |
0.618 |
14,467 |
1.000 |
14,385 |
1.618 |
14,252 |
2.618 |
14,037 |
4.250 |
13,686 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,708 |
14,783 |
PP |
14,695 |
14,745 |
S1 |
14,683 |
14,708 |
|