Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,370 |
15,416 |
46 |
0.3% |
14,801 |
High |
15,511 |
15,490 |
-21 |
-0.1% |
15,327 |
Low |
15,370 |
15,406 |
36 |
0.2% |
14,801 |
Close |
15,431 |
15,465 |
34 |
0.2% |
15,311 |
Range |
141 |
84 |
-57 |
-40.4% |
526 |
ATR |
137 |
134 |
-4 |
-2.8% |
0 |
Volume |
145,496 |
98,897 |
-46,599 |
-32.0% |
145,598 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,706 |
15,669 |
15,511 |
|
R3 |
15,622 |
15,585 |
15,488 |
|
R2 |
15,538 |
15,538 |
15,481 |
|
R1 |
15,501 |
15,501 |
15,473 |
15,520 |
PP |
15,454 |
15,454 |
15,454 |
15,463 |
S1 |
15,417 |
15,417 |
15,457 |
15,436 |
S2 |
15,370 |
15,370 |
15,450 |
|
S3 |
15,286 |
15,333 |
15,442 |
|
S4 |
15,202 |
15,249 |
15,419 |
|
|
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 |
15,090 |
421 |
2.7% |
117 |
0.8% |
89% |
False |
False |
74,867 |
10 |
15,511 |
14,692 |
819 |
5.3% |
137 |
0.9% |
94% |
False |
False |
39,383 |
20 |
15,511 |
14,651 |
860 |
5.6% |
133 |
0.9% |
95% |
False |
False |
19,794 |
40 |
15,522 |
14,651 |
871 |
5.6% |
119 |
0.8% |
93% |
False |
False |
9,911 |
60 |
15,522 |
14,410 |
1,112 |
7.2% |
113 |
0.7% |
95% |
False |
False |
6,615 |
80 |
15,522 |
14,410 |
1,112 |
7.2% |
103 |
0.7% |
95% |
False |
False |
4,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,847 |
2.618 |
15,710 |
1.618 |
15,626 |
1.000 |
15,574 |
0.618 |
15,542 |
HIGH |
15,490 |
0.618 |
15,458 |
0.500 |
15,448 |
0.382 |
15,438 |
LOW |
15,406 |
0.618 |
15,354 |
1.000 |
15,322 |
1.618 |
15,270 |
2.618 |
15,186 |
4.250 |
15,049 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,459 |
15,431 |
PP |
15,454 |
15,396 |
S1 |
15,448 |
15,362 |
|