Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,282 |
15,213 |
-69 |
-0.5% |
15,370 |
High |
15,306 |
15,319 |
13 |
0.1% |
15,658 |
Low |
15,183 |
15,208 |
25 |
0.2% |
15,370 |
Close |
15,210 |
15,261 |
51 |
0.3% |
15,403 |
Range |
123 |
111 |
-12 |
-9.8% |
288 |
ATR |
139 |
137 |
-2 |
-1.4% |
0 |
Volume |
158,669 |
128,399 |
-30,270 |
-19.1% |
649,566 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,596 |
15,539 |
15,322 |
|
R3 |
15,485 |
15,428 |
15,292 |
|
R2 |
15,374 |
15,374 |
15,281 |
|
R1 |
15,317 |
15,317 |
15,271 |
15,346 |
PP |
15,263 |
15,263 |
15,263 |
15,277 |
S1 |
15,206 |
15,206 |
15,251 |
15,235 |
S2 |
15,152 |
15,152 |
15,241 |
|
S3 |
15,041 |
15,095 |
15,231 |
|
S4 |
14,930 |
14,984 |
15,200 |
|
|
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 |
15,584 |
15,183 |
401 |
2.6% |
136 |
0.9% |
19% |
False |
False |
133,686 |
10 |
15,658 |
15,183 |
475 |
3.1% |
136 |
0.9% |
16% |
False |
False |
129,483 |
20 |
15,658 |
14,666 |
992 |
6.5% |
139 |
0.9% |
60% |
False |
False |
67,892 |
40 |
15,658 |
14,651 |
1,007 |
6.6% |
129 |
0.8% |
61% |
False |
False |
33,977 |
60 |
15,658 |
14,651 |
1,007 |
6.6% |
116 |
0.8% |
61% |
False |
False |
22,656 |
80 |
15,658 |
14,410 |
1,248 |
8.2% |
110 |
0.7% |
68% |
False |
False |
16,997 |
100 |
15,658 |
14,410 |
1,248 |
8.2% |
96 |
0.6% |
68% |
False |
False |
13,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,791 |
2.618 |
15,610 |
1.618 |
15,499 |
1.000 |
15,430 |
0.618 |
15,388 |
HIGH |
15,319 |
0.618 |
15,277 |
0.500 |
15,264 |
0.382 |
15,251 |
LOW |
15,208 |
0.618 |
15,140 |
1.000 |
15,097 |
1.618 |
15,029 |
2.618 |
14,918 |
4.250 |
14,736 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,264 |
15,277 |
PP |
15,263 |
15,271 |
S1 |
15,262 |
15,266 |
|