Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,473 |
15,602 |
129 |
0.8% |
14,801 |
High |
15,645 |
15,658 |
13 |
0.1% |
15,327 |
Low |
15,404 |
15,557 |
153 |
1.0% |
14,801 |
Close |
15,594 |
15,573 |
-21 |
-0.1% |
15,311 |
Range |
241 |
101 |
-140 |
-58.1% |
526 |
ATR |
141 |
138 |
-3 |
-2.0% |
0 |
Volume |
170,670 |
123,610 |
-47,060 |
-27.6% |
145,598 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,899 |
15,837 |
15,629 |
|
R3 |
15,798 |
15,736 |
15,601 |
|
R2 |
15,697 |
15,697 |
15,592 |
|
R1 |
15,635 |
15,635 |
15,582 |
15,616 |
PP |
15,596 |
15,596 |
15,596 |
15,586 |
S1 |
15,534 |
15,534 |
15,564 |
15,515 |
S2 |
15,495 |
15,495 |
15,555 |
|
S3 |
15,394 |
15,433 |
15,545 |
|
S4 |
15,293 |
15,332 |
15,518 |
|
|
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 |
15,658 |
15,212 |
446 |
2.9% |
137 |
0.9% |
81% |
True |
False |
125,280 |
10 |
15,658 |
14,692 |
966 |
6.2% |
151 |
1.0% |
91% |
True |
False |
68,630 |
20 |
15,658 |
14,651 |
1,007 |
6.5% |
137 |
0.9% |
92% |
True |
False |
34,504 |
40 |
15,658 |
14,651 |
1,007 |
6.5% |
123 |
0.8% |
92% |
True |
False |
17,267 |
60 |
15,658 |
14,651 |
1,007 |
6.5% |
115 |
0.7% |
92% |
True |
False |
11,519 |
80 |
15,658 |
14,410 |
1,248 |
8.0% |
106 |
0.7% |
93% |
True |
False |
8,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,087 |
2.618 |
15,923 |
1.618 |
15,822 |
1.000 |
15,759 |
0.618 |
15,721 |
HIGH |
15,658 |
0.618 |
15,620 |
0.500 |
15,608 |
0.382 |
15,596 |
LOW |
15,557 |
0.618 |
15,495 |
1.000 |
15,456 |
1.618 |
15,394 |
2.618 |
15,293 |
4.250 |
15,128 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,608 |
15,559 |
PP |
15,596 |
15,545 |
S1 |
15,585 |
15,531 |
|