Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
15,660 |
15,915 |
255 |
1.6% |
15,450 |
High |
15,935 |
15,955 |
20 |
0.1% |
15,855 |
Low |
15,640 |
15,815 |
175 |
1.1% |
15,445 |
Close |
15,930 |
15,905 |
-25 |
-0.2% |
15,685 |
Range |
295 |
140 |
-155 |
-52.5% |
410 |
ATR |
194 |
190 |
-4 |
-2.0% |
0 |
Volume |
34,339 |
9,130 |
-25,209 |
-73.4% |
57,994 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,312 |
16,248 |
15,982 |
|
R3 |
16,172 |
16,108 |
15,944 |
|
R2 |
16,032 |
16,032 |
15,931 |
|
R1 |
15,968 |
15,968 |
15,918 |
15,930 |
PP |
15,892 |
15,892 |
15,892 |
15,873 |
S1 |
15,828 |
15,828 |
15,892 |
15,790 |
S2 |
15,752 |
15,752 |
15,879 |
|
S3 |
15,612 |
15,688 |
15,867 |
|
S4 |
15,472 |
15,548 |
15,828 |
|
|
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 |
15,955 |
15,565 |
390 |
2.5% |
207 |
1.3% |
87% |
True |
False |
27,261 |
10 |
15,955 |
15,350 |
605 |
3.8% |
200 |
1.3% |
92% |
True |
False |
19,901 |
20 |
15,955 |
15,215 |
740 |
4.7% |
170 |
1.1% |
93% |
True |
False |
14,496 |
40 |
15,955 |
14,675 |
1,280 |
8.0% |
195 |
1.2% |
96% |
True |
False |
13,936 |
60 |
15,955 |
14,675 |
1,280 |
8.0% |
194 |
1.2% |
96% |
True |
False |
13,128 |
80 |
15,955 |
13,985 |
1,970 |
12.4% |
196 |
1.2% |
97% |
True |
False |
11,534 |
100 |
15,955 |
13,985 |
1,970 |
12.4% |
174 |
1.1% |
97% |
True |
False |
9,229 |
120 |
15,955 |
13,970 |
1,985 |
12.5% |
155 |
1.0% |
97% |
True |
False |
7,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,550 |
2.618 |
16,322 |
1.618 |
16,182 |
1.000 |
16,095 |
0.618 |
16,042 |
HIGH |
15,955 |
0.618 |
15,902 |
0.500 |
15,885 |
0.382 |
15,869 |
LOW |
15,815 |
0.618 |
15,729 |
1.000 |
15,675 |
1.618 |
15,589 |
2.618 |
15,449 |
4.250 |
15,220 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
15,898 |
15,869 |
PP |
15,892 |
15,833 |
S1 |
15,885 |
15,798 |
|