| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
15,445 |
15,514 |
69 |
0.4% |
14,908 |
| High |
15,640 |
15,559 |
-81 |
-0.5% |
15,397 |
| Low |
15,445 |
15,480 |
35 |
0.2% |
14,892 |
| Close |
15,504 |
15,533 |
29 |
0.2% |
15,382 |
| Range |
195 |
79 |
-116 |
-59.5% |
505 |
| ATR |
149 |
144 |
-5 |
-3.4% |
0 |
| Volume |
47,990 |
35,089 |
-12,901 |
-26.9% |
571,261 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,761 |
15,726 |
15,577 |
|
| R3 |
15,682 |
15,647 |
15,555 |
|
| R2 |
15,603 |
15,603 |
15,548 |
|
| R1 |
15,568 |
15,568 |
15,540 |
15,586 |
| PP |
15,524 |
15,524 |
15,524 |
15,533 |
| S1 |
15,489 |
15,489 |
15,526 |
15,507 |
| S2 |
15,445 |
15,445 |
15,519 |
|
| S3 |
15,366 |
15,410 |
15,511 |
|
| S4 |
15,287 |
15,331 |
15,490 |
|
|
| 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 |
15,162 |
478 |
3.1% |
127 |
0.8% |
78% |
False |
False |
78,287 |
| 10 |
15,640 |
14,776 |
864 |
5.6% |
145 |
0.9% |
88% |
False |
False |
105,410 |
| 20 |
15,640 |
14,740 |
900 |
5.8% |
141 |
0.9% |
88% |
False |
False |
120,701 |
| 40 |
15,640 |
14,740 |
900 |
5.8% |
134 |
0.9% |
88% |
False |
False |
121,802 |
| 60 |
15,640 |
14,474 |
1,166 |
7.5% |
141 |
0.9% |
91% |
False |
False |
124,797 |
| 80 |
15,640 |
14,474 |
1,166 |
7.5% |
159 |
1.0% |
91% |
False |
False |
109,435 |
| 100 |
15,640 |
14,474 |
1,166 |
7.5% |
151 |
1.0% |
91% |
False |
False |
87,562 |
| 120 |
15,640 |
14,300 |
1,340 |
8.6% |
144 |
0.9% |
92% |
False |
False |
72,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,895 |
|
2.618 |
15,766 |
|
1.618 |
15,687 |
|
1.000 |
15,638 |
|
0.618 |
15,608 |
|
HIGH |
15,559 |
|
0.618 |
15,529 |
|
0.500 |
15,520 |
|
0.382 |
15,510 |
|
LOW |
15,480 |
|
0.618 |
15,431 |
|
1.000 |
15,401 |
|
1.618 |
15,352 |
|
2.618 |
15,273 |
|
4.250 |
15,144 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,529 |
15,509 |
| PP |
15,524 |
15,485 |
| S1 |
15,520 |
15,461 |
|