Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,570 |
15,430 |
-140 |
-0.9% |
15,370 |
High |
15,584 |
15,455 |
-129 |
-0.8% |
15,658 |
Low |
15,396 |
15,305 |
-91 |
-0.6% |
15,370 |
Close |
15,403 |
15,326 |
-77 |
-0.5% |
15,403 |
Range |
188 |
150 |
-38 |
-20.2% |
288 |
ATR |
142 |
143 |
1 |
0.4% |
0 |
Volume |
110,893 |
141,507 |
30,614 |
27.6% |
649,566 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,812 |
15,719 |
15,409 |
|
R3 |
15,662 |
15,569 |
15,367 |
|
R2 |
15,512 |
15,512 |
15,354 |
|
R1 |
15,419 |
15,419 |
15,340 |
15,391 |
PP |
15,362 |
15,362 |
15,362 |
15,348 |
S1 |
15,269 |
15,269 |
15,312 |
15,241 |
S2 |
15,212 |
15,212 |
15,299 |
|
S3 |
15,062 |
15,119 |
15,285 |
|
S4 |
14,912 |
14,969 |
15,244 |
|
|
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 |
15,305 |
353 |
2.3% |
153 |
1.0% |
6% |
False |
True |
129,115 |
10 |
15,658 |
14,959 |
699 |
4.6% |
142 |
0.9% |
53% |
False |
False |
93,488 |
20 |
15,658 |
14,651 |
1,007 |
6.6% |
141 |
0.9% |
67% |
False |
False |
47,104 |
40 |
15,658 |
14,651 |
1,007 |
6.6% |
127 |
0.8% |
67% |
False |
False |
23,577 |
60 |
15,658 |
14,651 |
1,007 |
6.6% |
118 |
0.8% |
67% |
False |
False |
15,725 |
80 |
15,658 |
14,410 |
1,248 |
8.1% |
110 |
0.7% |
73% |
False |
False |
11,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,093 |
2.618 |
15,848 |
1.618 |
15,698 |
1.000 |
15,605 |
0.618 |
15,548 |
HIGH |
15,455 |
0.618 |
15,398 |
0.500 |
15,380 |
0.382 |
15,362 |
LOW |
15,305 |
0.618 |
15,212 |
1.000 |
15,155 |
1.618 |
15,062 |
2.618 |
14,912 |
4.250 |
14,668 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,380 |
15,482 |
PP |
15,362 |
15,430 |
S1 |
15,344 |
15,378 |
|