Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,250 |
15,370 |
120 |
0.8% |
14,801 |
High |
15,327 |
15,511 |
184 |
1.2% |
15,327 |
Low |
15,212 |
15,370 |
158 |
1.0% |
14,801 |
Close |
15,311 |
15,431 |
120 |
0.8% |
15,311 |
Range |
115 |
141 |
26 |
22.6% |
526 |
ATR |
133 |
137 |
5 |
3.6% |
0 |
Volume |
87,728 |
145,496 |
57,768 |
65.8% |
145,598 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,860 |
15,787 |
15,509 |
|
R3 |
15,719 |
15,646 |
15,470 |
|
R2 |
15,578 |
15,578 |
15,457 |
|
R1 |
15,505 |
15,505 |
15,444 |
15,542 |
PP |
15,437 |
15,437 |
15,437 |
15,456 |
S1 |
15,364 |
15,364 |
15,418 |
15,401 |
S2 |
15,296 |
15,296 |
15,405 |
|
S3 |
15,155 |
15,223 |
15,392 |
|
S4 |
15,014 |
15,082 |
15,354 |
|
|
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 |
15,511 |
14,959 |
552 |
3.6% |
131 |
0.9% |
86% |
True |
False |
57,861 |
10 |
15,511 |
14,682 |
829 |
5.4% |
144 |
0.9% |
90% |
True |
False |
29,546 |
20 |
15,511 |
14,651 |
860 |
5.6% |
134 |
0.9% |
91% |
True |
False |
14,857 |
40 |
15,522 |
14,651 |
871 |
5.6% |
118 |
0.8% |
90% |
False |
False |
7,438 |
60 |
15,522 |
14,410 |
1,112 |
7.2% |
112 |
0.7% |
92% |
False |
False |
4,967 |
80 |
15,522 |
14,410 |
1,112 |
7.2% |
102 |
0.7% |
92% |
False |
False |
3,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,110 |
2.618 |
15,880 |
1.618 |
15,739 |
1.000 |
15,652 |
0.618 |
15,598 |
HIGH |
15,511 |
0.618 |
15,457 |
0.500 |
15,441 |
0.382 |
15,424 |
LOW |
15,370 |
0.618 |
15,283 |
1.000 |
15,229 |
1.618 |
15,142 |
2.618 |
15,001 |
4.250 |
14,771 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,441 |
15,408 |
PP |
15,437 |
15,385 |
S1 |
15,434 |
15,362 |
|