Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
16,958 |
17,038 |
80 |
0.5% |
17,120 |
High |
17,053 |
17,165 |
112 |
0.7% |
17,130 |
Low |
16,925 |
16,977 |
52 |
0.3% |
16,935 |
Close |
17,028 |
17,137 |
109 |
0.6% |
16,991 |
Range |
128 |
188 |
60 |
46.9% |
195 |
ATR |
121 |
126 |
5 |
4.0% |
0 |
Volume |
49,151 |
56,777 |
7,626 |
15.5% |
643,299 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,657 |
17,585 |
17,241 |
|
R3 |
17,469 |
17,397 |
17,189 |
|
R2 |
17,281 |
17,281 |
17,172 |
|
R1 |
17,209 |
17,209 |
17,154 |
17,245 |
PP |
17,093 |
17,093 |
17,093 |
17,111 |
S1 |
17,021 |
17,021 |
17,120 |
17,057 |
S2 |
16,905 |
16,905 |
17,103 |
|
S3 |
16,717 |
16,833 |
17,085 |
|
S4 |
16,529 |
16,645 |
17,034 |
|
|
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 |
17,165 |
16,925 |
240 |
1.4% |
130 |
0.8% |
88% |
True |
False |
95,765 |
10 |
17,165 |
16,925 |
240 |
1.4% |
123 |
0.7% |
88% |
True |
False |
116,030 |
20 |
17,165 |
16,803 |
362 |
2.1% |
111 |
0.6% |
92% |
True |
False |
103,971 |
40 |
17,165 |
16,208 |
957 |
5.6% |
135 |
0.8% |
97% |
True |
False |
130,057 |
60 |
17,165 |
16,208 |
957 |
5.6% |
131 |
0.8% |
97% |
True |
False |
128,560 |
80 |
17,165 |
16,208 |
957 |
5.6% |
121 |
0.7% |
97% |
True |
False |
106,066 |
100 |
17,165 |
16,208 |
957 |
5.6% |
119 |
0.7% |
97% |
True |
False |
84,860 |
120 |
17,165 |
15,888 |
1,277 |
7.5% |
117 |
0.7% |
98% |
True |
False |
70,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,964 |
2.618 |
17,657 |
1.618 |
17,469 |
1.000 |
17,353 |
0.618 |
17,281 |
HIGH |
17,165 |
0.618 |
17,093 |
0.500 |
17,071 |
0.382 |
17,049 |
LOW |
16,977 |
0.618 |
16,861 |
1.000 |
16,789 |
1.618 |
16,673 |
2.618 |
16,485 |
4.250 |
16,178 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,115 |
17,106 |
PP |
17,093 |
17,076 |
S1 |
17,071 |
17,045 |
|