| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
15,339 |
15,316 |
-23 |
-0.1% |
14,908 |
| High |
15,347 |
15,397 |
50 |
0.3% |
15,397 |
| Low |
15,284 |
15,282 |
-2 |
0.0% |
14,892 |
| Close |
15,313 |
15,382 |
69 |
0.5% |
15,382 |
| Range |
63 |
115 |
52 |
82.5% |
505 |
| ATR |
143 |
141 |
-2 |
-1.4% |
0 |
| Volume |
127,066 |
56,304 |
-70,762 |
-55.7% |
571,261 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,699 |
15,655 |
15,445 |
|
| R3 |
15,584 |
15,540 |
15,414 |
|
| R2 |
15,469 |
15,469 |
15,403 |
|
| R1 |
15,425 |
15,425 |
15,393 |
15,447 |
| PP |
15,354 |
15,354 |
15,354 |
15,365 |
| S1 |
15,310 |
15,310 |
15,372 |
15,332 |
| S2 |
15,239 |
15,239 |
15,361 |
|
| S3 |
15,124 |
15,195 |
15,351 |
|
| S4 |
15,009 |
15,080 |
15,319 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,739 |
16,565 |
15,660 |
|
| R3 |
16,234 |
16,060 |
15,521 |
|
| R2 |
15,729 |
15,729 |
15,475 |
|
| R1 |
15,555 |
15,555 |
15,428 |
15,642 |
| PP |
15,224 |
15,224 |
15,224 |
15,267 |
| S1 |
15,050 |
15,050 |
15,336 |
15,137 |
| S2 |
14,719 |
14,719 |
15,290 |
|
| S3 |
14,214 |
14,545 |
15,243 |
|
| S4 |
13,709 |
14,040 |
15,104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,397 |
14,892 |
505 |
3.3% |
140 |
0.9% |
97% |
True |
False |
114,252 |
| 10 |
15,397 |
14,745 |
652 |
4.2% |
149 |
1.0% |
98% |
True |
False |
126,957 |
| 20 |
15,397 |
14,740 |
657 |
4.3% |
137 |
0.9% |
98% |
True |
False |
129,506 |
| 40 |
15,600 |
14,740 |
860 |
5.6% |
132 |
0.9% |
75% |
False |
False |
123,684 |
| 60 |
15,600 |
14,474 |
1,126 |
7.3% |
146 |
0.9% |
81% |
False |
False |
132,708 |
| 80 |
15,600 |
14,474 |
1,126 |
7.3% |
162 |
1.1% |
81% |
False |
False |
108,400 |
| 100 |
15,600 |
14,474 |
1,126 |
7.3% |
150 |
1.0% |
81% |
False |
False |
86,736 |
| 120 |
15,600 |
14,300 |
1,300 |
8.5% |
142 |
0.9% |
83% |
False |
False |
72,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,886 |
|
2.618 |
15,698 |
|
1.618 |
15,583 |
|
1.000 |
15,512 |
|
0.618 |
15,468 |
|
HIGH |
15,397 |
|
0.618 |
15,353 |
|
0.500 |
15,340 |
|
0.382 |
15,326 |
|
LOW |
15,282 |
|
0.618 |
15,211 |
|
1.000 |
15,167 |
|
1.618 |
15,096 |
|
2.618 |
14,981 |
|
4.250 |
14,793 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,368 |
15,348 |
| PP |
15,354 |
15,314 |
| S1 |
15,340 |
15,280 |
|