Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,665 |
14,755 |
90 |
0.6% |
14,515 |
High |
14,845 |
14,785 |
-60 |
-0.4% |
14,965 |
Low |
14,620 |
14,585 |
-35 |
-0.2% |
14,360 |
Close |
14,765 |
14,645 |
-120 |
-0.8% |
14,755 |
Range |
225 |
200 |
-25 |
-11.1% |
605 |
ATR |
282 |
277 |
-6 |
-2.1% |
0 |
Volume |
10,071 |
10,703 |
632 |
6.3% |
68,336 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,272 |
15,158 |
14,755 |
|
R3 |
15,072 |
14,958 |
14,700 |
|
R2 |
14,872 |
14,872 |
14,682 |
|
R1 |
14,758 |
14,758 |
14,663 |
14,715 |
PP |
14,672 |
14,672 |
14,672 |
14,650 |
S1 |
14,558 |
14,558 |
14,627 |
14,515 |
S2 |
14,472 |
14,472 |
14,608 |
|
S3 |
14,272 |
14,358 |
14,590 |
|
S4 |
14,072 |
14,158 |
14,535 |
|
|
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 |
14,585 |
380 |
2.6% |
239 |
1.6% |
16% |
False |
True |
11,731 |
10 |
14,965 |
14,240 |
725 |
5.0% |
255 |
1.7% |
56% |
False |
False |
11,571 |
20 |
14,965 |
13,240 |
1,725 |
11.8% |
284 |
1.9% |
81% |
False |
False |
9,891 |
40 |
14,965 |
13,240 |
1,725 |
11.8% |
251 |
1.7% |
81% |
False |
False |
4,995 |
60 |
15,125 |
13,240 |
1,885 |
12.9% |
196 |
1.3% |
75% |
False |
False |
3,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,635 |
2.618 |
15,309 |
1.618 |
15,109 |
1.000 |
14,985 |
0.618 |
14,909 |
HIGH |
14,785 |
0.618 |
14,709 |
0.500 |
14,685 |
0.382 |
14,662 |
LOW |
14,585 |
0.618 |
14,462 |
1.000 |
14,385 |
1.618 |
14,262 |
2.618 |
14,062 |
4.250 |
13,735 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,685 |
14,715 |
PP |
14,672 |
14,692 |
S1 |
14,658 |
14,668 |
|