| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
15,053 |
15,183 |
130 |
0.9% |
14,850 |
| High |
15,189 |
15,345 |
156 |
1.0% |
15,002 |
| Low |
15,040 |
15,162 |
122 |
0.8% |
14,761 |
| Close |
15,173 |
15,330 |
157 |
1.0% |
14,909 |
| Range |
149 |
183 |
34 |
22.8% |
241 |
| ATR |
147 |
149 |
3 |
1.8% |
0 |
| Volume |
146,440 |
124,986 |
-21,454 |
-14.7% |
568,519 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,828 |
15,762 |
15,431 |
|
| R3 |
15,645 |
15,579 |
15,380 |
|
| R2 |
15,462 |
15,462 |
15,364 |
|
| R1 |
15,396 |
15,396 |
15,347 |
15,429 |
| PP |
15,279 |
15,279 |
15,279 |
15,296 |
| S1 |
15,213 |
15,213 |
15,313 |
15,246 |
| S2 |
15,096 |
15,096 |
15,297 |
|
| S3 |
14,913 |
15,030 |
15,280 |
|
| S4 |
14,730 |
14,847 |
15,229 |
|
|
| 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 |
15,345 |
14,776 |
569 |
3.7% |
165 |
1.1% |
97% |
True |
False |
134,724 |
| 10 |
15,345 |
14,740 |
605 |
3.9% |
154 |
1.0% |
98% |
True |
False |
131,671 |
| 20 |
15,426 |
14,740 |
686 |
4.5% |
148 |
1.0% |
86% |
False |
False |
136,974 |
| 40 |
15,600 |
14,740 |
860 |
5.6% |
133 |
0.9% |
69% |
False |
False |
124,896 |
| 60 |
15,600 |
14,474 |
1,126 |
7.3% |
150 |
1.0% |
76% |
False |
False |
135,269 |
| 80 |
15,600 |
14,474 |
1,126 |
7.3% |
162 |
1.1% |
76% |
False |
False |
106,110 |
| 100 |
15,600 |
14,317 |
1,283 |
8.4% |
152 |
1.0% |
79% |
False |
False |
84,904 |
| 120 |
15,600 |
14,241 |
1,359 |
8.9% |
143 |
0.9% |
80% |
False |
False |
70,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,123 |
|
2.618 |
15,824 |
|
1.618 |
15,641 |
|
1.000 |
15,528 |
|
0.618 |
15,458 |
|
HIGH |
15,345 |
|
0.618 |
15,275 |
|
0.500 |
15,254 |
|
0.382 |
15,232 |
|
LOW |
15,162 |
|
0.618 |
15,049 |
|
1.000 |
14,979 |
|
1.618 |
14,866 |
|
2.618 |
14,683 |
|
4.250 |
14,384 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,305 |
15,260 |
| PP |
15,279 |
15,189 |
| S1 |
15,254 |
15,119 |
|