Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,801 |
14,978 |
177 |
1.2% |
14,753 |
High |
15,001 |
15,115 |
114 |
0.8% |
14,917 |
Low |
14,801 |
14,959 |
158 |
1.1% |
14,682 |
Close |
14,953 |
15,101 |
148 |
1.0% |
14,826 |
Range |
200 |
156 |
-44 |
-22.0% |
235 |
ATR |
134 |
136 |
2 |
1.5% |
0 |
Volume |
1,786 |
13,870 |
12,084 |
676.6% |
4,368 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,526 |
15,470 |
15,187 |
|
R3 |
15,370 |
15,314 |
15,144 |
|
R2 |
15,214 |
15,214 |
15,130 |
|
R1 |
15,158 |
15,158 |
15,115 |
15,186 |
PP |
15,058 |
15,058 |
15,058 |
15,073 |
S1 |
15,002 |
15,002 |
15,087 |
15,030 |
S2 |
14,902 |
14,902 |
15,073 |
|
S3 |
14,746 |
14,846 |
15,058 |
|
S4 |
14,590 |
14,690 |
15,015 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,513 |
15,405 |
14,955 |
|
R3 |
15,278 |
15,170 |
14,891 |
|
R2 |
15,043 |
15,043 |
14,869 |
|
R1 |
14,935 |
14,935 |
14,848 |
14,989 |
PP |
14,808 |
14,808 |
14,808 |
14,836 |
S1 |
14,700 |
14,700 |
14,805 |
14,754 |
S2 |
14,573 |
14,573 |
14,783 |
|
S3 |
14,338 |
14,465 |
14,762 |
|
S4 |
14,103 |
14,230 |
14,697 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,115 |
14,692 |
423 |
2.8% |
157 |
1.0% |
97% |
True |
False |
3,900 |
10 |
15,115 |
14,651 |
464 |
3.1% |
145 |
1.0% |
97% |
True |
False |
2,096 |
20 |
15,365 |
14,651 |
714 |
4.7% |
139 |
0.9% |
63% |
False |
False |
1,095 |
40 |
15,522 |
14,651 |
871 |
5.8% |
114 |
0.8% |
52% |
False |
False |
555 |
60 |
15,522 |
14,410 |
1,112 |
7.4% |
112 |
0.7% |
62% |
False |
False |
378 |
80 |
15,522 |
14,410 |
1,112 |
7.4% |
99 |
0.7% |
62% |
False |
False |
285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,778 |
2.618 |
15,524 |
1.618 |
15,368 |
1.000 |
15,271 |
0.618 |
15,212 |
HIGH |
15,115 |
0.618 |
15,056 |
0.500 |
15,037 |
0.382 |
15,019 |
LOW |
14,959 |
0.618 |
14,863 |
1.000 |
14,803 |
1.618 |
14,707 |
2.618 |
14,551 |
4.250 |
14,296 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,080 |
15,035 |
PP |
15,058 |
14,969 |
S1 |
15,037 |
14,904 |
|