Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,735 |
14,665 |
-70 |
-0.5% |
14,515 |
High |
14,815 |
14,845 |
30 |
0.2% |
14,965 |
Low |
14,600 |
14,620 |
20 |
0.1% |
14,360 |
Close |
14,670 |
14,765 |
95 |
0.6% |
14,755 |
Range |
215 |
225 |
10 |
4.7% |
605 |
ATR |
287 |
282 |
-4 |
-1.5% |
0 |
Volume |
6,193 |
10,071 |
3,878 |
62.6% |
68,336 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,418 |
15,317 |
14,889 |
|
R3 |
15,193 |
15,092 |
14,827 |
|
R2 |
14,968 |
14,968 |
14,806 |
|
R1 |
14,867 |
14,867 |
14,786 |
14,918 |
PP |
14,743 |
14,743 |
14,743 |
14,769 |
S1 |
14,642 |
14,642 |
14,745 |
14,693 |
S2 |
14,518 |
14,518 |
14,724 |
|
S3 |
14,293 |
14,417 |
14,703 |
|
S4 |
14,068 |
14,192 |
14,641 |
|
|
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 |
14,445 |
520 |
3.5% |
278 |
1.9% |
62% |
False |
False |
13,978 |
10 |
14,965 |
14,240 |
725 |
4.9% |
258 |
1.7% |
72% |
False |
False |
12,387 |
20 |
14,965 |
13,240 |
1,725 |
11.7% |
294 |
2.0% |
88% |
False |
False |
9,361 |
40 |
14,965 |
13,240 |
1,725 |
11.7% |
249 |
1.7% |
88% |
False |
False |
4,727 |
60 |
15,125 |
13,240 |
1,885 |
12.8% |
199 |
1.3% |
81% |
False |
False |
3,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,801 |
2.618 |
15,434 |
1.618 |
15,209 |
1.000 |
15,070 |
0.618 |
14,984 |
HIGH |
14,845 |
0.618 |
14,759 |
0.500 |
14,733 |
0.382 |
14,706 |
LOW |
14,620 |
0.618 |
14,481 |
1.000 |
14,395 |
1.618 |
14,256 |
2.618 |
14,031 |
4.250 |
13,664 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,754 |
14,763 |
PP |
14,743 |
14,762 |
S1 |
14,733 |
14,760 |
|