| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
15,316 |
15,445 |
129 |
0.8% |
14,908 |
| High |
15,397 |
15,640 |
243 |
1.6% |
15,397 |
| Low |
15,282 |
15,445 |
163 |
1.1% |
14,892 |
| Close |
15,382 |
15,504 |
122 |
0.8% |
15,382 |
| Range |
115 |
195 |
80 |
69.6% |
505 |
| ATR |
141 |
149 |
8 |
5.9% |
0 |
| Volume |
56,304 |
47,990 |
-8,314 |
-14.8% |
571,261 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,115 |
16,004 |
15,611 |
|
| R3 |
15,920 |
15,809 |
15,558 |
|
| R2 |
15,725 |
15,725 |
15,540 |
|
| R1 |
15,614 |
15,614 |
15,522 |
15,670 |
| PP |
15,530 |
15,530 |
15,530 |
15,557 |
| S1 |
15,419 |
15,419 |
15,486 |
15,475 |
| S2 |
15,335 |
15,335 |
15,468 |
|
| S3 |
15,140 |
15,224 |
15,451 |
|
| S4 |
14,945 |
15,029 |
15,397 |
|
|
| 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 |
15,640 |
15,040 |
600 |
3.9% |
141 |
0.9% |
77% |
True |
False |
100,557 |
| 10 |
15,640 |
14,761 |
879 |
5.7% |
153 |
1.0% |
85% |
True |
False |
118,777 |
| 20 |
15,640 |
14,740 |
900 |
5.8% |
143 |
0.9% |
85% |
True |
False |
124,596 |
| 40 |
15,640 |
14,740 |
900 |
5.8% |
134 |
0.9% |
85% |
True |
False |
122,670 |
| 60 |
15,640 |
14,474 |
1,166 |
7.5% |
143 |
0.9% |
88% |
True |
False |
128,589 |
| 80 |
15,640 |
14,474 |
1,166 |
7.5% |
161 |
1.0% |
88% |
True |
False |
108,999 |
| 100 |
15,640 |
14,474 |
1,166 |
7.5% |
151 |
1.0% |
88% |
True |
False |
87,214 |
| 120 |
15,640 |
14,300 |
1,340 |
8.6% |
144 |
0.9% |
90% |
True |
False |
72,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,469 |
|
2.618 |
16,151 |
|
1.618 |
15,956 |
|
1.000 |
15,835 |
|
0.618 |
15,761 |
|
HIGH |
15,640 |
|
0.618 |
15,566 |
|
0.500 |
15,543 |
|
0.382 |
15,520 |
|
LOW |
15,445 |
|
0.618 |
15,325 |
|
1.000 |
15,250 |
|
1.618 |
15,130 |
|
2.618 |
14,935 |
|
4.250 |
14,616 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,543 |
15,490 |
| PP |
15,530 |
15,475 |
| S1 |
15,517 |
15,461 |
|