| 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 |
14,910 |
14,908 |
-2 |
0.0% |
14,850 |
| High |
15,002 |
15,083 |
81 |
0.5% |
15,002 |
| Low |
14,776 |
14,892 |
116 |
0.8% |
14,761 |
| Close |
14,909 |
15,036 |
127 |
0.9% |
14,909 |
| Range |
226 |
191 |
-35 |
-15.5% |
241 |
| ATR |
143 |
146 |
3 |
2.4% |
0 |
| Volume |
198,204 |
116,465 |
-81,739 |
-41.2% |
568,519 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,577 |
15,497 |
15,141 |
|
| R3 |
15,386 |
15,306 |
15,089 |
|
| R2 |
15,195 |
15,195 |
15,071 |
|
| R1 |
15,115 |
15,115 |
15,054 |
15,155 |
| PP |
15,004 |
15,004 |
15,004 |
15,024 |
| S1 |
14,924 |
14,924 |
15,019 |
14,964 |
| S2 |
14,813 |
14,813 |
15,001 |
|
| S3 |
14,622 |
14,733 |
14,984 |
|
| S4 |
14,431 |
14,542 |
14,931 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,614 |
15,502 |
15,042 |
|
| R3 |
15,373 |
15,261 |
14,975 |
|
| R2 |
15,132 |
15,132 |
14,953 |
|
| R1 |
15,020 |
15,020 |
14,931 |
15,076 |
| PP |
14,891 |
14,891 |
14,891 |
14,919 |
| S1 |
14,779 |
14,779 |
14,887 |
14,835 |
| S2 |
14,650 |
14,650 |
14,865 |
|
| S3 |
14,409 |
14,538 |
14,843 |
|
| S4 |
14,168 |
14,297 |
14,777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,083 |
14,761 |
322 |
2.1% |
166 |
1.1% |
85% |
True |
False |
136,996 |
| 10 |
15,083 |
14,740 |
343 |
2.3% |
152 |
1.0% |
86% |
True |
False |
132,264 |
| 20 |
15,474 |
14,740 |
734 |
4.9% |
145 |
1.0% |
40% |
False |
False |
136,085 |
| 40 |
15,600 |
14,740 |
860 |
5.7% |
129 |
0.9% |
34% |
False |
False |
121,699 |
| 60 |
15,600 |
14,474 |
1,126 |
7.5% |
151 |
1.0% |
50% |
False |
False |
135,975 |
| 80 |
15,600 |
14,474 |
1,126 |
7.5% |
161 |
1.1% |
50% |
False |
False |
102,718 |
| 100 |
15,600 |
14,312 |
1,288 |
8.6% |
151 |
1.0% |
56% |
False |
False |
82,191 |
| 120 |
15,600 |
14,241 |
1,359 |
9.0% |
142 |
0.9% |
58% |
False |
False |
68,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,895 |
|
2.618 |
15,583 |
|
1.618 |
15,392 |
|
1.000 |
15,274 |
|
0.618 |
15,201 |
|
HIGH |
15,083 |
|
0.618 |
15,010 |
|
0.500 |
14,988 |
|
0.382 |
14,965 |
|
LOW |
14,892 |
|
0.618 |
14,774 |
|
1.000 |
14,701 |
|
1.618 |
14,583 |
|
2.618 |
14,392 |
|
4.250 |
14,080 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,020 |
15,001 |
| PP |
15,004 |
14,965 |
| S1 |
14,988 |
14,930 |
|