Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
15,695 |
15,815 |
120 |
0.8% |
15,450 |
High |
15,815 |
15,830 |
15 |
0.1% |
15,855 |
Low |
15,660 |
15,640 |
-20 |
-0.1% |
15,445 |
Close |
15,805 |
15,670 |
-135 |
-0.9% |
15,685 |
Range |
155 |
190 |
35 |
22.6% |
410 |
ATR |
186 |
186 |
0 |
0.2% |
0 |
Volume |
24,191 |
54,411 |
30,220 |
124.9% |
57,994 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,283 |
16,167 |
15,775 |
|
R3 |
16,093 |
15,977 |
15,722 |
|
R2 |
15,903 |
15,903 |
15,705 |
|
R1 |
15,787 |
15,787 |
15,688 |
15,750 |
PP |
15,713 |
15,713 |
15,713 |
15,695 |
S1 |
15,597 |
15,597 |
15,653 |
15,560 |
S2 |
15,523 |
15,523 |
15,635 |
|
S3 |
15,333 |
15,407 |
15,618 |
|
S4 |
15,143 |
15,217 |
15,566 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,892 |
16,698 |
15,911 |
|
R3 |
16,482 |
16,288 |
15,798 |
|
R2 |
16,072 |
16,072 |
15,760 |
|
R1 |
15,878 |
15,878 |
15,723 |
15,975 |
PP |
15,662 |
15,662 |
15,662 |
15,710 |
S1 |
15,468 |
15,468 |
15,648 |
15,565 |
S2 |
15,252 |
15,252 |
15,610 |
|
S3 |
14,842 |
15,058 |
15,572 |
|
S4 |
14,432 |
14,648 |
15,460 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,835 |
15,565 |
270 |
1.7% |
179 |
1.1% |
39% |
False |
False |
23,659 |
10 |
15,855 |
15,350 |
505 |
3.2% |
186 |
1.2% |
63% |
False |
False |
17,322 |
20 |
15,855 |
15,080 |
775 |
4.9% |
168 |
1.1% |
76% |
False |
False |
13,342 |
40 |
15,855 |
14,675 |
1,180 |
7.5% |
190 |
1.2% |
84% |
False |
False |
13,350 |
60 |
15,855 |
14,675 |
1,180 |
7.5% |
193 |
1.2% |
84% |
False |
False |
12,711 |
80 |
15,855 |
13,985 |
1,870 |
11.9% |
195 |
1.2% |
90% |
False |
False |
10,991 |
100 |
15,855 |
13,985 |
1,870 |
11.9% |
171 |
1.1% |
90% |
False |
False |
8,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,638 |
2.618 |
16,328 |
1.618 |
16,138 |
1.000 |
16,020 |
0.618 |
15,948 |
HIGH |
15,830 |
0.618 |
15,758 |
0.500 |
15,735 |
0.382 |
15,713 |
LOW |
15,640 |
0.618 |
15,523 |
1.000 |
15,450 |
1.618 |
15,333 |
2.618 |
15,143 |
4.250 |
14,833 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
15,735 |
15,698 |
PP |
15,713 |
15,688 |
S1 |
15,692 |
15,679 |
|