| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
14,105 |
14,105 |
0 |
0.0% |
13,395 |
| High |
14,120 |
14,375 |
255 |
1.8% |
14,180 |
| Low |
13,700 |
13,875 |
175 |
1.3% |
13,330 |
| Close |
13,845 |
14,330 |
485 |
3.5% |
13,845 |
| Range |
420 |
500 |
80 |
19.0% |
850 |
| ATR |
370 |
382 |
11 |
3.1% |
0 |
| Volume |
20,597 |
32,549 |
11,952 |
58.0% |
74,253 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,693 |
15,512 |
14,605 |
|
| R3 |
15,193 |
15,012 |
14,468 |
|
| R2 |
14,693 |
14,693 |
14,422 |
|
| R1 |
14,512 |
14,512 |
14,376 |
14,603 |
| PP |
14,193 |
14,193 |
14,193 |
14,239 |
| S1 |
14,012 |
14,012 |
14,284 |
14,103 |
| S2 |
13,693 |
13,693 |
14,238 |
|
| S3 |
13,193 |
13,512 |
14,193 |
|
| S4 |
12,693 |
13,012 |
14,055 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,335 |
15,940 |
14,313 |
|
| R3 |
15,485 |
15,090 |
14,079 |
|
| R2 |
14,635 |
14,635 |
14,001 |
|
| R1 |
14,240 |
14,240 |
13,923 |
14,438 |
| PP |
13,785 |
13,785 |
13,785 |
13,884 |
| S1 |
13,390 |
13,390 |
13,767 |
13,588 |
| S2 |
12,935 |
12,935 |
13,689 |
|
| S3 |
12,085 |
12,540 |
13,611 |
|
| S4 |
11,235 |
11,690 |
13,378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,375 |
13,330 |
1,045 |
7.3% |
430 |
3.0% |
96% |
True |
False |
21,360 |
| 10 |
14,375 |
13,180 |
1,195 |
8.3% |
380 |
2.7% |
96% |
True |
False |
16,256 |
| 20 |
14,375 |
13,180 |
1,195 |
8.3% |
353 |
2.5% |
96% |
True |
False |
15,669 |
| 40 |
15,060 |
13,180 |
1,880 |
13.1% |
376 |
2.6% |
61% |
False |
False |
15,642 |
| 60 |
15,060 |
12,620 |
2,440 |
17.0% |
411 |
2.9% |
70% |
False |
False |
17,556 |
| 80 |
16,120 |
12,420 |
3,700 |
25.8% |
465 |
3.2% |
52% |
False |
False |
15,312 |
| 100 |
16,120 |
12,420 |
3,700 |
25.8% |
402 |
2.8% |
52% |
False |
False |
12,267 |
| 120 |
16,120 |
12,015 |
4,105 |
28.6% |
373 |
2.6% |
56% |
False |
False |
10,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,500 |
|
2.618 |
15,684 |
|
1.618 |
15,184 |
|
1.000 |
14,875 |
|
0.618 |
14,684 |
|
HIGH |
14,375 |
|
0.618 |
14,184 |
|
0.500 |
14,125 |
|
0.382 |
14,066 |
|
LOW |
13,875 |
|
0.618 |
13,566 |
|
1.000 |
13,375 |
|
1.618 |
13,066 |
|
2.618 |
12,566 |
|
4.250 |
11,750 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,262 |
14,233 |
| PP |
14,193 |
14,135 |
| S1 |
14,125 |
14,038 |
|