| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
15,332 |
15,282 |
-50 |
-0.3% |
15,370 |
| High |
15,370 |
15,306 |
-64 |
-0.4% |
15,658 |
| Low |
15,261 |
15,183 |
-78 |
-0.5% |
15,370 |
| Close |
15,286 |
15,210 |
-76 |
-0.5% |
15,403 |
| Range |
109 |
123 |
14 |
12.8% |
288 |
| ATR |
140 |
139 |
-1 |
-0.9% |
0 |
| Volume |
128,966 |
158,669 |
29,703 |
23.0% |
649,566 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,602 |
15,529 |
15,278 |
|
| R3 |
15,479 |
15,406 |
15,244 |
|
| R2 |
15,356 |
15,356 |
15,233 |
|
| R1 |
15,283 |
15,283 |
15,221 |
15,258 |
| PP |
15,233 |
15,233 |
15,233 |
15,221 |
| S1 |
15,160 |
15,160 |
15,199 |
15,135 |
| S2 |
15,110 |
15,110 |
15,188 |
|
| S3 |
14,987 |
15,037 |
15,176 |
|
| S4 |
14,864 |
14,914 |
15,142 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,341 |
16,160 |
15,562 |
|
| R3 |
16,053 |
15,872 |
15,482 |
|
| R2 |
15,765 |
15,765 |
15,456 |
|
| R1 |
15,584 |
15,584 |
15,430 |
15,675 |
| PP |
15,477 |
15,477 |
15,477 |
15,522 |
| S1 |
15,296 |
15,296 |
15,377 |
15,387 |
| S2 |
15,189 |
15,189 |
15,350 |
|
| S3 |
14,901 |
15,008 |
15,324 |
|
| S4 |
14,613 |
14,720 |
15,245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,658 |
15,183 |
475 |
3.1% |
134 |
0.9% |
6% |
False |
True |
132,729 |
| 10 |
15,658 |
15,183 |
475 |
3.1% |
132 |
0.9% |
6% |
False |
True |
120,144 |
| 20 |
15,658 |
14,651 |
1,007 |
6.6% |
139 |
0.9% |
56% |
False |
False |
61,479 |
| 40 |
15,658 |
14,651 |
1,007 |
6.6% |
130 |
0.9% |
56% |
False |
False |
30,767 |
| 60 |
15,658 |
14,651 |
1,007 |
6.6% |
116 |
0.8% |
56% |
False |
False |
20,516 |
| 80 |
15,658 |
14,410 |
1,248 |
8.2% |
109 |
0.7% |
64% |
False |
False |
15,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,829 |
|
2.618 |
15,628 |
|
1.618 |
15,505 |
|
1.000 |
15,429 |
|
0.618 |
15,382 |
|
HIGH |
15,306 |
|
0.618 |
15,259 |
|
0.500 |
15,245 |
|
0.382 |
15,230 |
|
LOW |
15,183 |
|
0.618 |
15,107 |
|
1.000 |
15,060 |
|
1.618 |
14,984 |
|
2.618 |
14,861 |
|
4.250 |
14,660 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,245 |
15,319 |
| PP |
15,233 |
15,283 |
| S1 |
15,222 |
15,246 |
|