Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
15,870 |
15,945 |
75 |
0.5% |
15,670 |
High |
15,955 |
16,035 |
80 |
0.5% |
15,960 |
Low |
15,800 |
15,820 |
20 |
0.1% |
15,605 |
Close |
15,950 |
16,020 |
70 |
0.4% |
15,870 |
Range |
155 |
215 |
60 |
38.7% |
355 |
ATR |
156 |
160 |
4 |
2.7% |
0 |
Volume |
11,584 |
12,226 |
642 |
5.5% |
121,660 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,603 |
16,527 |
16,138 |
|
R3 |
16,388 |
16,312 |
16,079 |
|
R2 |
16,173 |
16,173 |
16,060 |
|
R1 |
16,097 |
16,097 |
16,040 |
16,135 |
PP |
15,958 |
15,958 |
15,958 |
15,978 |
S1 |
15,882 |
15,882 |
16,000 |
15,920 |
S2 |
15,743 |
15,743 |
15,981 |
|
S3 |
15,528 |
15,667 |
15,961 |
|
S4 |
15,313 |
15,452 |
15,902 |
|
|
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 |
16,035 |
15,765 |
270 |
1.7% |
149 |
0.9% |
94% |
True |
False |
12,233 |
10 |
16,035 |
15,535 |
500 |
3.1% |
178 |
1.1% |
97% |
True |
False |
15,260 |
20 |
16,035 |
15,310 |
725 |
4.5% |
156 |
1.0% |
98% |
True |
False |
7,837 |
40 |
16,035 |
14,725 |
1,310 |
8.2% |
133 |
0.8% |
99% |
True |
False |
3,926 |
60 |
16,035 |
14,725 |
1,310 |
8.2% |
97 |
0.6% |
99% |
True |
False |
2,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,949 |
2.618 |
16,598 |
1.618 |
16,383 |
1.000 |
16,250 |
0.618 |
16,168 |
HIGH |
16,035 |
0.618 |
15,953 |
0.500 |
15,928 |
0.382 |
15,902 |
LOW |
15,820 |
0.618 |
15,687 |
1.000 |
15,605 |
1.618 |
15,472 |
2.618 |
15,257 |
4.250 |
14,906 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
15,989 |
15,980 |
PP |
15,958 |
15,940 |
S1 |
15,928 |
15,900 |
|