Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,602 |
15,570 |
-32 |
-0.2% |
15,370 |
High |
15,658 |
15,584 |
-74 |
-0.5% |
15,658 |
Low |
15,557 |
15,396 |
-161 |
-1.0% |
15,370 |
Close |
15,573 |
15,403 |
-170 |
-1.1% |
15,403 |
Range |
101 |
188 |
87 |
86.1% |
288 |
ATR |
138 |
142 |
4 |
2.6% |
0 |
Volume |
123,610 |
110,893 |
-12,717 |
-10.3% |
649,566 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,025 |
15,902 |
15,507 |
|
R3 |
15,837 |
15,714 |
15,455 |
|
R2 |
15,649 |
15,649 |
15,438 |
|
R1 |
15,526 |
15,526 |
15,420 |
15,494 |
PP |
15,461 |
15,461 |
15,461 |
15,445 |
S1 |
15,338 |
15,338 |
15,386 |
15,306 |
S2 |
15,273 |
15,273 |
15,369 |
|
S3 |
15,085 |
15,150 |
15,351 |
|
S4 |
14,897 |
14,962 |
15,300 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,341 |
16,160 |
15,562 |
|
R3 |
16,053 |
15,872 |
15,482 |
|
R2 |
15,765 |
15,765 |
15,456 |
|
R1 |
15,584 |
15,584 |
15,430 |
15,675 |
PP |
15,477 |
15,477 |
15,477 |
15,522 |
S1 |
15,296 |
15,296 |
15,377 |
15,387 |
S2 |
15,189 |
15,189 |
15,350 |
|
S3 |
14,901 |
15,008 |
15,324 |
|
S4 |
14,613 |
14,720 |
15,245 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,658 |
15,370 |
288 |
1.9% |
151 |
1.0% |
11% |
False |
False |
129,913 |
10 |
15,658 |
14,801 |
857 |
5.6% |
147 |
1.0% |
70% |
False |
False |
79,516 |
20 |
15,658 |
14,651 |
1,007 |
6.5% |
140 |
0.9% |
75% |
False |
False |
40,044 |
40 |
15,658 |
14,651 |
1,007 |
6.5% |
126 |
0.8% |
75% |
False |
False |
20,040 |
60 |
15,658 |
14,651 |
1,007 |
6.5% |
117 |
0.8% |
75% |
False |
False |
13,367 |
80 |
15,658 |
14,410 |
1,248 |
8.1% |
108 |
0.7% |
80% |
False |
False |
10,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,383 |
2.618 |
16,076 |
1.618 |
15,888 |
1.000 |
15,772 |
0.618 |
15,700 |
HIGH |
15,584 |
0.618 |
15,512 |
0.500 |
15,490 |
0.382 |
15,468 |
LOW |
15,396 |
0.618 |
15,280 |
1.000 |
15,208 |
1.618 |
15,092 |
2.618 |
14,904 |
4.250 |
14,597 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,490 |
15,527 |
PP |
15,461 |
15,486 |
S1 |
15,432 |
15,444 |
|