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 |
17,031 |
17,054 |
23 |
0.1% |
17,076 |
High |
17,077 |
17,066 |
-11 |
-0.1% |
17,154 |
Low |
16,967 |
16,973 |
6 |
0.0% |
16,997 |
Close |
17,058 |
17,043 |
-15 |
-0.1% |
17,117 |
Range |
110 |
93 |
-17 |
-15.5% |
157 |
ATR |
122 |
120 |
-2 |
-1.7% |
0 |
Volume |
137,893 |
155,283 |
17,390 |
12.6% |
528,516 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,306 |
17,268 |
17,094 |
|
R3 |
17,213 |
17,175 |
17,069 |
|
R2 |
17,120 |
17,120 |
17,060 |
|
R1 |
17,082 |
17,082 |
17,052 |
17,055 |
PP |
17,027 |
17,027 |
17,027 |
17,014 |
S1 |
16,989 |
16,989 |
17,035 |
16,962 |
S2 |
16,934 |
16,934 |
17,026 |
|
S3 |
16,841 |
16,896 |
17,018 |
|
S4 |
16,748 |
16,803 |
16,992 |
|
|
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 |
17,133 |
16,967 |
166 |
1.0% |
107 |
0.6% |
46% |
False |
False |
144,459 |
10 |
17,154 |
16,967 |
187 |
1.1% |
112 |
0.7% |
41% |
False |
False |
128,719 |
20 |
17,154 |
16,537 |
617 |
3.6% |
111 |
0.7% |
82% |
False |
False |
113,618 |
40 |
17,154 |
16,208 |
946 |
5.6% |
137 |
0.8% |
88% |
False |
False |
138,168 |
60 |
17,154 |
16,208 |
946 |
5.6% |
129 |
0.8% |
88% |
False |
False |
131,297 |
80 |
17,154 |
16,208 |
946 |
5.6% |
121 |
0.7% |
88% |
False |
False |
103,749 |
100 |
17,154 |
16,208 |
946 |
5.6% |
116 |
0.7% |
88% |
False |
False |
83,004 |
120 |
17,154 |
15,888 |
1,266 |
7.4% |
115 |
0.7% |
91% |
False |
False |
69,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,461 |
2.618 |
17,310 |
1.618 |
17,217 |
1.000 |
17,159 |
0.618 |
17,124 |
HIGH |
17,066 |
0.618 |
17,031 |
0.500 |
17,020 |
0.382 |
17,009 |
LOW |
16,973 |
0.618 |
16,916 |
1.000 |
16,880 |
1.618 |
16,823 |
2.618 |
16,730 |
4.250 |
16,578 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,035 |
17,045 |
PP |
17,027 |
17,044 |
S1 |
17,020 |
17,044 |
|