| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
15,670 |
15,650 |
-20 |
-0.1% |
15,445 |
| High |
15,726 |
15,661 |
-65 |
-0.4% |
15,726 |
| Low |
15,628 |
15,622 |
-6 |
0.0% |
15,445 |
| Close |
15,644 |
15,639 |
-5 |
0.0% |
15,639 |
| Range |
98 |
39 |
-59 |
-60.2% |
281 |
| ATR |
147 |
140 |
-8 |
-5.3% |
0 |
| Volume |
26,290 |
1,010 |
-25,280 |
-96.2% |
143,118 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,758 |
15,737 |
15,661 |
|
| R3 |
15,719 |
15,698 |
15,650 |
|
| R2 |
15,680 |
15,680 |
15,646 |
|
| R1 |
15,659 |
15,659 |
15,643 |
15,650 |
| PP |
15,641 |
15,641 |
15,641 |
15,636 |
| S1 |
15,620 |
15,620 |
15,636 |
15,611 |
| S2 |
15,602 |
15,602 |
15,632 |
|
| S3 |
15,563 |
15,581 |
15,628 |
|
| S4 |
15,524 |
15,542 |
15,618 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,446 |
16,324 |
15,794 |
|
| R3 |
16,165 |
16,043 |
15,716 |
|
| R2 |
15,884 |
15,884 |
15,691 |
|
| R1 |
15,762 |
15,762 |
15,665 |
15,823 |
| PP |
15,603 |
15,603 |
15,603 |
15,634 |
| S1 |
15,481 |
15,481 |
15,613 |
15,542 |
| S2 |
15,322 |
15,322 |
15,588 |
|
| S3 |
15,041 |
15,200 |
15,562 |
|
| S4 |
14,760 |
14,919 |
15,485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,726 |
15,445 |
281 |
1.8% |
130 |
0.8% |
69% |
False |
False |
28,623 |
| 10 |
15,726 |
14,892 |
834 |
5.3% |
135 |
0.9% |
90% |
False |
False |
71,437 |
| 20 |
15,726 |
14,740 |
986 |
6.3% |
139 |
0.9% |
91% |
False |
False |
101,892 |
| 40 |
15,726 |
14,740 |
986 |
6.3% |
136 |
0.9% |
91% |
False |
False |
115,134 |
| 60 |
15,726 |
14,740 |
986 |
6.3% |
135 |
0.9% |
91% |
False |
False |
115,258 |
| 80 |
15,726 |
14,474 |
1,252 |
8.0% |
157 |
1.0% |
93% |
False |
False |
110,170 |
| 100 |
15,726 |
14,474 |
1,252 |
8.0% |
152 |
1.0% |
93% |
False |
False |
88,160 |
| 120 |
15,726 |
14,300 |
1,426 |
9.1% |
146 |
0.9% |
94% |
False |
False |
73,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,827 |
|
2.618 |
15,763 |
|
1.618 |
15,724 |
|
1.000 |
15,700 |
|
0.618 |
15,685 |
|
HIGH |
15,661 |
|
0.618 |
15,646 |
|
0.500 |
15,642 |
|
0.382 |
15,637 |
|
LOW |
15,622 |
|
0.618 |
15,598 |
|
1.000 |
15,583 |
|
1.618 |
15,559 |
|
2.618 |
15,520 |
|
4.250 |
15,456 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,642 |
15,626 |
| PP |
15,641 |
15,612 |
| S1 |
15,640 |
15,599 |
|