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 |
15,870 |
15,870 |
0 |
0.0% |
15,670 |
High |
15,885 |
15,955 |
70 |
0.4% |
15,960 |
Low |
15,765 |
15,800 |
35 |
0.2% |
15,605 |
Close |
15,875 |
15,950 |
75 |
0.5% |
15,870 |
Range |
120 |
155 |
35 |
29.2% |
355 |
ATR |
156 |
156 |
0 |
-0.1% |
0 |
Volume |
4,123 |
11,584 |
7,461 |
181.0% |
121,660 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,367 |
16,313 |
16,035 |
|
R3 |
16,212 |
16,158 |
15,993 |
|
R2 |
16,057 |
16,057 |
15,979 |
|
R1 |
16,003 |
16,003 |
15,964 |
16,030 |
PP |
15,902 |
15,902 |
15,902 |
15,915 |
S1 |
15,848 |
15,848 |
15,936 |
15,875 |
S2 |
15,747 |
15,747 |
15,922 |
|
S3 |
15,592 |
15,693 |
15,908 |
|
S4 |
15,437 |
15,538 |
15,865 |
|
|
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 |
15,610 |
350 |
2.2% |
165 |
1.0% |
97% |
False |
False |
15,375 |
10 |
15,960 |
15,535 |
425 |
2.7% |
168 |
1.1% |
98% |
False |
False |
14,323 |
20 |
15,960 |
15,310 |
650 |
4.1% |
148 |
0.9% |
98% |
False |
False |
7,227 |
40 |
15,960 |
14,725 |
1,235 |
7.7% |
128 |
0.8% |
99% |
False |
False |
3,621 |
60 |
15,960 |
14,725 |
1,235 |
7.7% |
94 |
0.6% |
99% |
False |
False |
2,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,614 |
2.618 |
16,361 |
1.618 |
16,206 |
1.000 |
16,110 |
0.618 |
16,051 |
HIGH |
15,955 |
0.618 |
15,896 |
0.500 |
15,878 |
0.382 |
15,859 |
LOW |
15,800 |
0.618 |
15,704 |
1.000 |
15,645 |
1.618 |
15,549 |
2.618 |
15,394 |
4.250 |
15,141 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
15,926 |
15,921 |
PP |
15,902 |
15,892 |
S1 |
15,878 |
15,863 |
|