Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,430 |
15,332 |
-98 |
-0.6% |
15,370 |
High |
15,455 |
15,370 |
-85 |
-0.5% |
15,658 |
Low |
15,305 |
15,261 |
-44 |
-0.3% |
15,370 |
Close |
15,326 |
15,286 |
-40 |
-0.3% |
15,403 |
Range |
150 |
109 |
-41 |
-27.3% |
288 |
ATR |
143 |
140 |
-2 |
-1.7% |
0 |
Volume |
141,507 |
128,966 |
-12,541 |
-8.9% |
649,566 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,633 |
15,568 |
15,346 |
|
R3 |
15,524 |
15,459 |
15,316 |
|
R2 |
15,415 |
15,415 |
15,306 |
|
R1 |
15,350 |
15,350 |
15,296 |
15,328 |
PP |
15,306 |
15,306 |
15,306 |
15,295 |
S1 |
15,241 |
15,241 |
15,276 |
15,219 |
S2 |
15,197 |
15,197 |
15,266 |
|
S3 |
15,088 |
15,132 |
15,256 |
|
S4 |
14,979 |
15,023 |
15,226 |
|
|
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 |
15,261 |
397 |
2.6% |
158 |
1.0% |
6% |
False |
True |
135,129 |
10 |
15,658 |
15,090 |
568 |
3.7% |
137 |
0.9% |
35% |
False |
False |
104,998 |
20 |
15,658 |
14,651 |
1,007 |
6.6% |
141 |
0.9% |
63% |
False |
False |
53,547 |
40 |
15,658 |
14,651 |
1,007 |
6.6% |
128 |
0.8% |
63% |
False |
False |
26,801 |
60 |
15,658 |
14,651 |
1,007 |
6.6% |
117 |
0.8% |
63% |
False |
False |
17,872 |
80 |
15,658 |
14,410 |
1,248 |
8.2% |
108 |
0.7% |
70% |
False |
False |
13,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,833 |
2.618 |
15,655 |
1.618 |
15,546 |
1.000 |
15,479 |
0.618 |
15,437 |
HIGH |
15,370 |
0.618 |
15,328 |
0.500 |
15,316 |
0.382 |
15,303 |
LOW |
15,261 |
0.618 |
15,194 |
1.000 |
15,152 |
1.618 |
15,085 |
2.618 |
14,976 |
4.250 |
14,798 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,316 |
15,423 |
PP |
15,306 |
15,377 |
S1 |
15,296 |
15,332 |
|