Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,755 |
14,640 |
-115 |
-0.8% |
14,515 |
High |
14,785 |
14,950 |
165 |
1.1% |
14,965 |
Low |
14,585 |
14,495 |
-90 |
-0.6% |
14,360 |
Close |
14,645 |
14,920 |
275 |
1.9% |
14,755 |
Range |
200 |
455 |
255 |
127.5% |
605 |
ATR |
277 |
289 |
13 |
4.6% |
0 |
Volume |
10,703 |
19,032 |
8,329 |
77.8% |
68,336 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,153 |
15,992 |
15,170 |
|
R3 |
15,698 |
15,537 |
15,045 |
|
R2 |
15,243 |
15,243 |
15,004 |
|
R1 |
15,082 |
15,082 |
14,962 |
15,163 |
PP |
14,788 |
14,788 |
14,788 |
14,829 |
S1 |
14,627 |
14,627 |
14,878 |
14,708 |
S2 |
14,333 |
14,333 |
14,837 |
|
S3 |
13,878 |
14,172 |
14,795 |
|
S4 |
13,423 |
13,717 |
14,670 |
|
|
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 |
14,950 |
14,495 |
455 |
3.0% |
261 |
1.7% |
93% |
True |
True |
11,021 |
10 |
14,965 |
14,265 |
700 |
4.7% |
271 |
1.8% |
94% |
False |
False |
12,281 |
20 |
14,965 |
13,340 |
1,625 |
10.9% |
294 |
2.0% |
97% |
False |
False |
10,838 |
40 |
14,965 |
13,240 |
1,725 |
11.6% |
258 |
1.7% |
97% |
False |
False |
5,470 |
60 |
15,125 |
13,240 |
1,885 |
12.6% |
204 |
1.4% |
89% |
False |
False |
3,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,884 |
2.618 |
16,141 |
1.618 |
15,686 |
1.000 |
15,405 |
0.618 |
15,231 |
HIGH |
14,950 |
0.618 |
14,776 |
0.500 |
14,723 |
0.382 |
14,669 |
LOW |
14,495 |
0.618 |
14,214 |
1.000 |
14,040 |
1.618 |
13,759 |
2.618 |
13,304 |
4.250 |
12,561 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,854 |
14,854 |
PP |
14,788 |
14,788 |
S1 |
14,723 |
14,723 |
|