Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,978 |
15,107 |
129 |
0.9% |
14,753 |
High |
15,115 |
15,271 |
156 |
1.0% |
14,917 |
Low |
14,959 |
15,090 |
131 |
0.9% |
14,682 |
Close |
15,101 |
15,258 |
157 |
1.0% |
14,826 |
Range |
156 |
181 |
25 |
16.0% |
235 |
ATR |
136 |
139 |
3 |
2.4% |
0 |
Volume |
13,870 |
7,204 |
-6,666 |
-48.1% |
4,368 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,749 |
15,685 |
15,358 |
|
R3 |
15,568 |
15,504 |
15,308 |
|
R2 |
15,387 |
15,387 |
15,291 |
|
R1 |
15,323 |
15,323 |
15,275 |
15,355 |
PP |
15,206 |
15,206 |
15,206 |
15,223 |
S1 |
15,142 |
15,142 |
15,242 |
15,174 |
S2 |
15,025 |
15,025 |
15,225 |
|
S3 |
14,844 |
14,961 |
15,208 |
|
S4 |
14,663 |
14,780 |
15,159 |
|
|
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 |
15,271 |
14,692 |
579 |
3.8% |
165 |
1.1% |
98% |
True |
False |
5,160 |
10 |
15,271 |
14,651 |
620 |
4.1% |
146 |
1.0% |
98% |
True |
False |
2,814 |
20 |
15,328 |
14,651 |
677 |
4.4% |
141 |
0.9% |
90% |
False |
False |
1,451 |
40 |
15,522 |
14,651 |
871 |
5.7% |
117 |
0.8% |
70% |
False |
False |
735 |
60 |
15,522 |
14,410 |
1,112 |
7.3% |
114 |
0.7% |
76% |
False |
False |
498 |
80 |
15,522 |
14,410 |
1,112 |
7.3% |
101 |
0.7% |
76% |
False |
False |
375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,040 |
2.618 |
15,745 |
1.618 |
15,564 |
1.000 |
15,452 |
0.618 |
15,383 |
HIGH |
15,271 |
0.618 |
15,202 |
0.500 |
15,181 |
0.382 |
15,159 |
LOW |
15,090 |
0.618 |
14,978 |
1.000 |
14,909 |
1.618 |
14,797 |
2.618 |
14,616 |
4.250 |
14,321 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,232 |
15,184 |
PP |
15,206 |
15,110 |
S1 |
15,181 |
15,036 |
|