Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,142 |
17,168 |
26 |
0.2% |
17,120 |
High |
17,217 |
17,291 |
74 |
0.4% |
17,130 |
Low |
17,088 |
17,155 |
67 |
0.4% |
16,935 |
Close |
17,152 |
17,260 |
108 |
0.6% |
16,991 |
Range |
129 |
136 |
7 |
5.4% |
195 |
ATR |
126 |
127 |
1 |
0.7% |
0 |
Volume |
43,888 |
24,547 |
-19,341 |
-44.1% |
643,299 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,643 |
17,588 |
17,335 |
|
R3 |
17,507 |
17,452 |
17,298 |
|
R2 |
17,371 |
17,371 |
17,285 |
|
R1 |
17,316 |
17,316 |
17,273 |
17,344 |
PP |
17,235 |
17,235 |
17,235 |
17,249 |
S1 |
17,180 |
17,180 |
17,248 |
17,208 |
S2 |
17,099 |
17,099 |
17,235 |
|
S3 |
16,963 |
17,044 |
17,223 |
|
S4 |
16,827 |
16,908 |
17,185 |
|
|
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 |
17,291 |
16,925 |
366 |
2.1% |
142 |
0.8% |
92% |
True |
False |
50,817 |
10 |
17,291 |
16,925 |
366 |
2.1% |
125 |
0.7% |
92% |
True |
False |
97,638 |
20 |
17,291 |
16,925 |
366 |
2.1% |
114 |
0.7% |
92% |
True |
False |
98,348 |
40 |
17,291 |
16,208 |
1,083 |
6.3% |
137 |
0.8% |
97% |
True |
False |
125,957 |
60 |
17,291 |
16,208 |
1,083 |
6.3% |
131 |
0.8% |
97% |
True |
False |
125,728 |
80 |
17,291 |
16,208 |
1,083 |
6.3% |
123 |
0.7% |
97% |
True |
False |
106,920 |
100 |
17,291 |
16,208 |
1,083 |
6.3% |
120 |
0.7% |
97% |
True |
False |
85,544 |
120 |
17,291 |
15,888 |
1,403 |
8.1% |
118 |
0.7% |
98% |
True |
False |
71,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,869 |
2.618 |
17,647 |
1.618 |
17,511 |
1.000 |
17,427 |
0.618 |
17,375 |
HIGH |
17,291 |
0.618 |
17,239 |
0.500 |
17,223 |
0.382 |
17,207 |
LOW |
17,155 |
0.618 |
17,071 |
1.000 |
17,019 |
1.618 |
16,935 |
2.618 |
16,799 |
4.250 |
16,577 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,248 |
17,218 |
PP |
17,235 |
17,176 |
S1 |
17,223 |
17,134 |
|