Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,054 |
17,061 |
7 |
0.0% |
17,120 |
High |
17,066 |
17,065 |
-1 |
0.0% |
17,130 |
Low |
16,973 |
16,935 |
-38 |
-0.2% |
16,935 |
Close |
17,043 |
16,991 |
-52 |
-0.3% |
16,991 |
Range |
93 |
130 |
37 |
39.8% |
195 |
ATR |
120 |
120 |
1 |
0.6% |
0 |
Volume |
155,283 |
79,725 |
-75,558 |
-48.7% |
643,299 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,387 |
17,319 |
17,063 |
|
R3 |
17,257 |
17,189 |
17,027 |
|
R2 |
17,127 |
17,127 |
17,015 |
|
R1 |
17,059 |
17,059 |
17,003 |
17,028 |
PP |
16,997 |
16,997 |
16,997 |
16,982 |
S1 |
16,929 |
16,929 |
16,979 |
16,898 |
S2 |
16,867 |
16,867 |
16,967 |
|
S3 |
16,737 |
16,799 |
16,955 |
|
S4 |
16,607 |
16,669 |
16,920 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,604 |
17,492 |
17,098 |
|
R3 |
17,409 |
17,297 |
17,045 |
|
R2 |
17,214 |
17,214 |
17,027 |
|
R1 |
17,102 |
17,102 |
17,009 |
17,061 |
PP |
17,019 |
17,019 |
17,019 |
16,998 |
S1 |
16,907 |
16,907 |
16,973 |
16,866 |
S2 |
16,824 |
16,824 |
16,955 |
|
S3 |
16,629 |
16,712 |
16,938 |
|
S4 |
16,434 |
16,517 |
16,884 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,130 |
16,935 |
195 |
1.1% |
106 |
0.6% |
29% |
False |
True |
128,659 |
10 |
17,154 |
16,935 |
219 |
1.3% |
115 |
0.7% |
26% |
False |
True |
126,484 |
20 |
17,154 |
16,537 |
617 |
3.6% |
113 |
0.7% |
74% |
False |
False |
113,166 |
40 |
17,154 |
16,208 |
946 |
5.6% |
135 |
0.8% |
83% |
False |
False |
134,536 |
60 |
17,154 |
16,208 |
946 |
5.6% |
128 |
0.8% |
83% |
False |
False |
130,172 |
80 |
17,154 |
16,208 |
946 |
5.6% |
120 |
0.7% |
83% |
False |
False |
104,745 |
100 |
17,154 |
16,208 |
946 |
5.6% |
117 |
0.7% |
83% |
False |
False |
83,801 |
120 |
17,154 |
15,888 |
1,266 |
7.5% |
116 |
0.7% |
87% |
False |
False |
69,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,618 |
2.618 |
17,405 |
1.618 |
17,275 |
1.000 |
17,195 |
0.618 |
17,145 |
HIGH |
17,065 |
0.618 |
17,015 |
0.500 |
17,000 |
0.382 |
16,985 |
LOW |
16,935 |
0.618 |
16,855 |
1.000 |
16,805 |
1.618 |
16,725 |
2.618 |
16,595 |
4.250 |
16,383 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,000 |
17,006 |
PP |
16,997 |
17,001 |
S1 |
16,994 |
16,996 |
|