Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,640 |
14,945 |
305 |
2.1% |
14,735 |
High |
14,950 |
14,945 |
-5 |
0.0% |
14,950 |
Low |
14,495 |
14,665 |
170 |
1.2% |
14,495 |
Close |
14,920 |
14,710 |
-210 |
-1.4% |
14,710 |
Range |
455 |
280 |
-175 |
-38.5% |
455 |
ATR |
289 |
289 |
-1 |
-0.2% |
0 |
Volume |
19,032 |
9,572 |
-9,460 |
-49.7% |
55,571 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,613 |
15,442 |
14,864 |
|
R3 |
15,333 |
15,162 |
14,787 |
|
R2 |
15,053 |
15,053 |
14,761 |
|
R1 |
14,882 |
14,882 |
14,736 |
14,828 |
PP |
14,773 |
14,773 |
14,773 |
14,746 |
S1 |
14,602 |
14,602 |
14,684 |
14,548 |
S2 |
14,493 |
14,493 |
14,659 |
|
S3 |
14,213 |
14,322 |
14,633 |
|
S4 |
13,933 |
14,042 |
14,556 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,083 |
15,852 |
14,960 |
|
R3 |
15,628 |
15,397 |
14,835 |
|
R2 |
15,173 |
15,173 |
14,794 |
|
R1 |
14,942 |
14,942 |
14,752 |
14,830 |
PP |
14,718 |
14,718 |
14,718 |
14,663 |
S1 |
14,487 |
14,487 |
14,668 |
14,375 |
S2 |
14,263 |
14,263 |
14,627 |
|
S3 |
13,808 |
14,032 |
14,585 |
|
S4 |
13,353 |
13,577 |
14,460 |
|
|
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 |
3.1% |
275 |
1.9% |
47% |
False |
False |
11,114 |
10 |
14,965 |
14,360 |
605 |
4.1% |
277 |
1.9% |
58% |
False |
False |
12,390 |
20 |
14,965 |
13,340 |
1,625 |
11.0% |
297 |
2.0% |
84% |
False |
False |
11,315 |
40 |
14,965 |
13,240 |
1,725 |
11.7% |
256 |
1.7% |
85% |
False |
False |
5,710 |
60 |
15,125 |
13,240 |
1,885 |
12.8% |
208 |
1.4% |
78% |
False |
False |
3,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,135 |
2.618 |
15,678 |
1.618 |
15,398 |
1.000 |
15,225 |
0.618 |
15,118 |
HIGH |
14,945 |
0.618 |
14,838 |
0.500 |
14,805 |
0.382 |
14,772 |
LOW |
14,665 |
0.618 |
14,492 |
1.000 |
14,385 |
1.618 |
14,212 |
2.618 |
13,932 |
4.250 |
13,475 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,805 |
14,723 |
PP |
14,773 |
14,718 |
S1 |
14,742 |
14,714 |
|