Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,107 |
15,260 |
153 |
1.0% |
14,753 |
High |
15,271 |
15,278 |
7 |
0.0% |
14,917 |
Low |
15,090 |
15,215 |
125 |
0.8% |
14,682 |
Close |
15,258 |
15,246 |
-12 |
-0.1% |
14,826 |
Range |
181 |
63 |
-118 |
-65.2% |
235 |
ATR |
139 |
134 |
-5 |
-3.9% |
0 |
Volume |
7,204 |
35,010 |
27,806 |
386.0% |
4,368 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,435 |
15,404 |
15,281 |
|
R3 |
15,372 |
15,341 |
15,263 |
|
R2 |
15,309 |
15,309 |
15,258 |
|
R1 |
15,278 |
15,278 |
15,252 |
15,262 |
PP |
15,246 |
15,246 |
15,246 |
15,239 |
S1 |
15,215 |
15,215 |
15,240 |
15,199 |
S2 |
15,183 |
15,183 |
15,235 |
|
S3 |
15,120 |
15,152 |
15,229 |
|
S4 |
15,057 |
15,089 |
15,211 |
|
|
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 |
15,278 |
14,692 |
586 |
3.8% |
165 |
1.1% |
95% |
True |
False |
11,980 |
10 |
15,278 |
14,666 |
612 |
4.0% |
141 |
0.9% |
95% |
True |
False |
6,302 |
20 |
15,278 |
14,651 |
627 |
4.1% |
138 |
0.9% |
95% |
True |
False |
3,201 |
40 |
15,522 |
14,651 |
871 |
5.7% |
116 |
0.8% |
68% |
False |
False |
1,610 |
60 |
15,522 |
14,410 |
1,112 |
7.3% |
114 |
0.7% |
75% |
False |
False |
1,082 |
80 |
15,522 |
14,410 |
1,112 |
7.3% |
102 |
0.7% |
75% |
False |
False |
813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,546 |
2.618 |
15,443 |
1.618 |
15,380 |
1.000 |
15,341 |
0.618 |
15,317 |
HIGH |
15,278 |
0.618 |
15,254 |
0.500 |
15,247 |
0.382 |
15,239 |
LOW |
15,215 |
0.618 |
15,176 |
1.000 |
15,152 |
1.618 |
15,113 |
2.618 |
15,050 |
4.250 |
14,947 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,247 |
15,204 |
PP |
15,246 |
15,161 |
S1 |
15,246 |
15,119 |
|