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 |
17,120 |
17,100 |
-20 |
-0.1% |
17,076 |
High |
17,130 |
17,122 |
-8 |
0.0% |
17,154 |
Low |
17,070 |
16,985 |
-85 |
-0.5% |
16,997 |
Close |
17,100 |
17,034 |
-66 |
-0.4% |
17,117 |
Range |
60 |
137 |
77 |
128.3% |
157 |
ATR |
122 |
123 |
1 |
0.9% |
0 |
Volume |
109,031 |
161,367 |
52,336 |
48.0% |
528,516 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,458 |
17,383 |
17,109 |
|
R3 |
17,321 |
17,246 |
17,072 |
|
R2 |
17,184 |
17,184 |
17,059 |
|
R1 |
17,109 |
17,109 |
17,047 |
17,078 |
PP |
17,047 |
17,047 |
17,047 |
17,032 |
S1 |
16,972 |
16,972 |
17,022 |
16,941 |
S2 |
16,910 |
16,910 |
17,009 |
|
S3 |
16,773 |
16,835 |
16,996 |
|
S4 |
16,636 |
16,698 |
16,959 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,560 |
17,496 |
17,203 |
|
R3 |
17,403 |
17,339 |
17,160 |
|
R2 |
17,246 |
17,246 |
17,146 |
|
R1 |
17,182 |
17,182 |
17,132 |
17,214 |
PP |
17,089 |
17,089 |
17,089 |
17,106 |
S1 |
17,025 |
17,025 |
17,103 |
17,057 |
S2 |
16,932 |
16,932 |
17,088 |
|
S3 |
16,775 |
16,868 |
17,074 |
|
S4 |
16,618 |
16,711 |
17,031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,154 |
16,985 |
169 |
1.0% |
116 |
0.7% |
29% |
False |
True |
136,294 |
10 |
17,154 |
16,985 |
169 |
1.0% |
106 |
0.6% |
29% |
False |
True |
114,872 |
20 |
17,154 |
16,465 |
689 |
4.0% |
112 |
0.7% |
83% |
False |
False |
110,010 |
40 |
17,154 |
16,208 |
946 |
5.6% |
137 |
0.8% |
87% |
False |
False |
137,532 |
60 |
17,154 |
16,208 |
946 |
5.6% |
129 |
0.8% |
87% |
False |
False |
130,856 |
80 |
17,154 |
16,208 |
946 |
5.6% |
121 |
0.7% |
87% |
False |
False |
100,086 |
100 |
17,154 |
16,208 |
946 |
5.6% |
115 |
0.7% |
87% |
False |
False |
80,072 |
120 |
17,154 |
15,888 |
1,266 |
7.4% |
115 |
0.7% |
91% |
False |
False |
66,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,704 |
2.618 |
17,481 |
1.618 |
17,344 |
1.000 |
17,259 |
0.618 |
17,207 |
HIGH |
17,122 |
0.618 |
17,070 |
0.500 |
17,054 |
0.382 |
17,037 |
LOW |
16,985 |
0.618 |
16,900 |
1.000 |
16,848 |
1.618 |
16,763 |
2.618 |
16,626 |
4.250 |
16,403 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,054 |
17,059 |
PP |
17,047 |
17,051 |
S1 |
17,041 |
17,042 |
|