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 |
15,900 |
15,870 |
-30 |
-0.2% |
15,670 |
High |
15,960 |
15,885 |
-75 |
-0.5% |
15,960 |
Low |
15,830 |
15,765 |
-65 |
-0.4% |
15,605 |
Close |
15,870 |
15,875 |
5 |
0.0% |
15,870 |
Range |
130 |
120 |
-10 |
-7.7% |
355 |
ATR |
159 |
156 |
-3 |
-1.8% |
0 |
Volume |
13,439 |
4,123 |
-9,316 |
-69.3% |
121,660 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,202 |
16,158 |
15,941 |
|
R3 |
16,082 |
16,038 |
15,908 |
|
R2 |
15,962 |
15,962 |
15,897 |
|
R1 |
15,918 |
15,918 |
15,886 |
15,940 |
PP |
15,842 |
15,842 |
15,842 |
15,853 |
S1 |
15,798 |
15,798 |
15,864 |
15,820 |
S2 |
15,722 |
15,722 |
15,853 |
|
S3 |
15,602 |
15,678 |
15,842 |
|
S4 |
15,482 |
15,558 |
15,809 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,877 |
16,728 |
16,065 |
|
R3 |
16,522 |
16,373 |
15,968 |
|
R2 |
16,167 |
16,167 |
15,935 |
|
R1 |
16,018 |
16,018 |
15,903 |
16,093 |
PP |
15,812 |
15,812 |
15,812 |
15,849 |
S1 |
15,663 |
15,663 |
15,838 |
15,738 |
S2 |
15,457 |
15,457 |
15,805 |
|
S3 |
15,102 |
15,308 |
15,773 |
|
S4 |
14,747 |
14,953 |
15,675 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,960 |
15,605 |
355 |
2.2% |
172 |
1.1% |
76% |
False |
False |
21,850 |
10 |
15,960 |
15,400 |
560 |
3.5% |
193 |
1.2% |
85% |
False |
False |
13,245 |
20 |
15,960 |
15,290 |
670 |
4.2% |
145 |
0.9% |
87% |
False |
False |
6,648 |
40 |
15,960 |
14,725 |
1,235 |
7.8% |
125 |
0.8% |
93% |
False |
False |
3,331 |
60 |
15,960 |
14,725 |
1,235 |
7.8% |
92 |
0.6% |
93% |
False |
False |
2,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,395 |
2.618 |
16,199 |
1.618 |
16,079 |
1.000 |
16,005 |
0.618 |
15,959 |
HIGH |
15,885 |
0.618 |
15,839 |
0.500 |
15,825 |
0.382 |
15,811 |
LOW |
15,765 |
0.618 |
15,691 |
1.000 |
15,645 |
1.618 |
15,571 |
2.618 |
15,451 |
4.250 |
15,255 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
15,858 |
15,871 |
PP |
15,842 |
15,867 |
S1 |
15,825 |
15,863 |
|