| 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 |
15,416 |
15,473 |
57 |
0.4% |
14,801 |
| High |
15,490 |
15,645 |
155 |
1.0% |
15,327 |
| Low |
15,406 |
15,404 |
-2 |
0.0% |
14,801 |
| Close |
15,465 |
15,594 |
129 |
0.8% |
15,311 |
| Range |
84 |
241 |
157 |
186.9% |
526 |
| ATR |
134 |
141 |
8 |
5.7% |
0 |
| Volume |
98,897 |
170,670 |
71,773 |
72.6% |
145,598 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,271 |
16,173 |
15,727 |
|
| R3 |
16,030 |
15,932 |
15,660 |
|
| R2 |
15,789 |
15,789 |
15,638 |
|
| R1 |
15,691 |
15,691 |
15,616 |
15,740 |
| PP |
15,548 |
15,548 |
15,548 |
15,572 |
| S1 |
15,450 |
15,450 |
15,572 |
15,499 |
| S2 |
15,307 |
15,307 |
15,550 |
|
| S3 |
15,066 |
15,209 |
15,528 |
|
| S4 |
14,825 |
14,968 |
15,462 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,724 |
16,544 |
15,600 |
|
| R3 |
16,198 |
16,018 |
15,456 |
|
| R2 |
15,672 |
15,672 |
15,408 |
|
| R1 |
15,492 |
15,492 |
15,359 |
15,582 |
| PP |
15,146 |
15,146 |
15,146 |
15,192 |
| S1 |
14,966 |
14,966 |
15,263 |
15,056 |
| S2 |
14,620 |
14,620 |
15,215 |
|
| S3 |
14,094 |
14,440 |
15,166 |
|
| S4 |
13,568 |
13,914 |
15,022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,645 |
15,212 |
433 |
2.8% |
129 |
0.8% |
88% |
True |
False |
107,560 |
| 10 |
15,645 |
14,692 |
953 |
6.1% |
147 |
0.9% |
95% |
True |
False |
56,360 |
| 20 |
15,645 |
14,651 |
994 |
6.4% |
140 |
0.9% |
95% |
True |
False |
28,324 |
| 40 |
15,645 |
14,651 |
994 |
6.4% |
123 |
0.8% |
95% |
True |
False |
14,177 |
| 60 |
15,645 |
14,552 |
1,093 |
7.0% |
115 |
0.7% |
95% |
True |
False |
9,460 |
| 80 |
15,645 |
14,410 |
1,235 |
7.9% |
104 |
0.7% |
96% |
True |
False |
7,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,669 |
|
2.618 |
16,276 |
|
1.618 |
16,035 |
|
1.000 |
15,886 |
|
0.618 |
15,794 |
|
HIGH |
15,645 |
|
0.618 |
15,553 |
|
0.500 |
15,525 |
|
0.382 |
15,496 |
|
LOW |
15,404 |
|
0.618 |
15,255 |
|
1.000 |
15,163 |
|
1.618 |
15,014 |
|
2.618 |
14,773 |
|
4.250 |
14,380 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,571 |
15,565 |
| PP |
15,548 |
15,536 |
| S1 |
15,525 |
15,508 |
|