Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,061 |
16,958 |
-103 |
-0.6% |
17,120 |
High |
17,065 |
17,053 |
-12 |
-0.1% |
17,130 |
Low |
16,935 |
16,925 |
-10 |
-0.1% |
16,935 |
Close |
16,991 |
17,028 |
37 |
0.2% |
16,991 |
Range |
130 |
128 |
-2 |
-1.5% |
195 |
ATR |
120 |
121 |
1 |
0.4% |
0 |
Volume |
79,725 |
49,151 |
-30,574 |
-38.3% |
643,299 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,386 |
17,335 |
17,099 |
|
R3 |
17,258 |
17,207 |
17,063 |
|
R2 |
17,130 |
17,130 |
17,052 |
|
R1 |
17,079 |
17,079 |
17,040 |
17,105 |
PP |
17,002 |
17,002 |
17,002 |
17,015 |
S1 |
16,951 |
16,951 |
17,016 |
16,977 |
S2 |
16,874 |
16,874 |
17,005 |
|
S3 |
16,746 |
16,823 |
16,993 |
|
S4 |
16,618 |
16,695 |
16,958 |
|
|
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 |
17,122 |
16,925 |
197 |
1.2% |
120 |
0.7% |
52% |
False |
True |
116,683 |
10 |
17,154 |
16,925 |
229 |
1.3% |
117 |
0.7% |
45% |
False |
True |
122,096 |
20 |
17,154 |
16,657 |
497 |
2.9% |
109 |
0.6% |
75% |
False |
False |
106,002 |
40 |
17,154 |
16,208 |
946 |
5.6% |
133 |
0.8% |
87% |
False |
False |
131,874 |
60 |
17,154 |
16,208 |
946 |
5.6% |
129 |
0.8% |
87% |
False |
False |
129,096 |
80 |
17,154 |
16,208 |
946 |
5.6% |
120 |
0.7% |
87% |
False |
False |
105,358 |
100 |
17,154 |
16,208 |
946 |
5.6% |
118 |
0.7% |
87% |
False |
False |
84,292 |
120 |
17,154 |
15,888 |
1,266 |
7.4% |
117 |
0.7% |
90% |
False |
False |
70,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,597 |
2.618 |
17,388 |
1.618 |
17,260 |
1.000 |
17,181 |
0.618 |
17,132 |
HIGH |
17,053 |
0.618 |
17,004 |
0.500 |
16,989 |
0.382 |
16,974 |
LOW |
16,925 |
0.618 |
16,846 |
1.000 |
16,797 |
1.618 |
16,718 |
2.618 |
16,590 |
4.250 |
16,381 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,015 |
17,017 |
PP |
17,002 |
17,006 |
S1 |
16,989 |
16,996 |
|