| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
15,514 |
15,544 |
30 |
0.2% |
14,908 |
| High |
15,559 |
15,712 |
153 |
1.0% |
15,397 |
| Low |
15,480 |
15,472 |
-8 |
-0.1% |
14,892 |
| Close |
15,533 |
15,662 |
129 |
0.8% |
15,382 |
| Range |
79 |
240 |
161 |
203.8% |
505 |
| ATR |
144 |
151 |
7 |
4.7% |
0 |
| Volume |
35,089 |
32,739 |
-2,350 |
-6.7% |
571,261 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,335 |
16,239 |
15,794 |
|
| R3 |
16,095 |
15,999 |
15,728 |
|
| R2 |
15,855 |
15,855 |
15,706 |
|
| R1 |
15,759 |
15,759 |
15,684 |
15,807 |
| PP |
15,615 |
15,615 |
15,615 |
15,640 |
| S1 |
15,519 |
15,519 |
15,640 |
15,567 |
| S2 |
15,375 |
15,375 |
15,618 |
|
| S3 |
15,135 |
15,279 |
15,596 |
|
| S4 |
14,895 |
15,039 |
15,530 |
|
|
| 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 |
15,712 |
15,282 |
430 |
2.7% |
139 |
0.9% |
88% |
True |
False |
59,837 |
| 10 |
15,712 |
14,776 |
936 |
6.0% |
152 |
1.0% |
95% |
True |
False |
97,280 |
| 20 |
15,712 |
14,740 |
972 |
6.2% |
149 |
1.0% |
95% |
True |
False |
116,464 |
| 40 |
15,712 |
14,740 |
972 |
6.2% |
139 |
0.9% |
95% |
True |
False |
120,613 |
| 60 |
15,712 |
14,527 |
1,185 |
7.6% |
140 |
0.9% |
96% |
True |
False |
120,425 |
| 80 |
15,712 |
14,474 |
1,238 |
7.9% |
161 |
1.0% |
96% |
True |
False |
109,838 |
| 100 |
15,712 |
14,474 |
1,238 |
7.9% |
153 |
1.0% |
96% |
True |
False |
87,888 |
| 120 |
15,712 |
14,300 |
1,412 |
9.0% |
146 |
0.9% |
96% |
True |
False |
73,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,732 |
|
2.618 |
16,340 |
|
1.618 |
16,100 |
|
1.000 |
15,952 |
|
0.618 |
15,860 |
|
HIGH |
15,712 |
|
0.618 |
15,620 |
|
0.500 |
15,592 |
|
0.382 |
15,564 |
|
LOW |
15,472 |
|
0.618 |
15,324 |
|
1.000 |
15,232 |
|
1.618 |
15,084 |
|
2.618 |
14,844 |
|
4.250 |
14,452 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,639 |
15,634 |
| PP |
15,615 |
15,606 |
| S1 |
15,592 |
15,579 |
|