Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,260 |
15,250 |
-10 |
-0.1% |
14,801 |
High |
15,278 |
15,327 |
49 |
0.3% |
15,327 |
Low |
15,215 |
15,212 |
-3 |
0.0% |
14,801 |
Close |
15,246 |
15,311 |
65 |
0.4% |
15,311 |
Range |
63 |
115 |
52 |
82.5% |
526 |
ATR |
134 |
133 |
-1 |
-1.0% |
0 |
Volume |
35,010 |
87,728 |
52,718 |
150.6% |
145,598 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,628 |
15,585 |
15,374 |
|
R3 |
15,513 |
15,470 |
15,343 |
|
R2 |
15,398 |
15,398 |
15,332 |
|
R1 |
15,355 |
15,355 |
15,322 |
15,377 |
PP |
15,283 |
15,283 |
15,283 |
15,294 |
S1 |
15,240 |
15,240 |
15,301 |
15,262 |
S2 |
15,168 |
15,168 |
15,290 |
|
S3 |
15,053 |
15,125 |
15,280 |
|
S4 |
14,938 |
15,010 |
15,248 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,724 |
16,544 |
15,600 |
|
R3 |
16,198 |
16,018 |
15,456 |
|
R2 |
15,672 |
15,672 |
15,408 |
|
R1 |
15,492 |
15,492 |
15,359 |
15,582 |
PP |
15,146 |
15,146 |
15,146 |
15,192 |
S1 |
14,966 |
14,966 |
15,263 |
15,056 |
S2 |
14,620 |
14,620 |
15,215 |
|
S3 |
14,094 |
14,440 |
15,166 |
|
S4 |
13,568 |
13,914 |
15,022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,327 |
14,801 |
526 |
3.4% |
143 |
0.9% |
97% |
True |
False |
29,119 |
10 |
15,327 |
14,666 |
661 |
4.3% |
142 |
0.9% |
98% |
True |
False |
15,030 |
20 |
15,327 |
14,651 |
676 |
4.4% |
131 |
0.9% |
98% |
True |
False |
7,586 |
40 |
15,522 |
14,651 |
871 |
5.7% |
117 |
0.8% |
76% |
False |
False |
3,802 |
60 |
15,522 |
14,410 |
1,112 |
7.3% |
115 |
0.8% |
81% |
False |
False |
2,544 |
80 |
15,522 |
14,410 |
1,112 |
7.3% |
103 |
0.7% |
81% |
False |
False |
1,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,816 |
2.618 |
15,628 |
1.618 |
15,513 |
1.000 |
15,442 |
0.618 |
15,398 |
HIGH |
15,327 |
0.618 |
15,283 |
0.500 |
15,270 |
0.382 |
15,256 |
LOW |
15,212 |
0.618 |
15,141 |
1.000 |
15,097 |
1.618 |
15,026 |
2.618 |
14,911 |
4.250 |
14,723 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,297 |
15,277 |
PP |
15,283 |
15,243 |
S1 |
15,270 |
15,209 |
|