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 |
15,945 |
15,995 |
50 |
0.3% |
15,670 |
High |
16,035 |
16,195 |
160 |
1.0% |
15,960 |
Low |
15,820 |
15,960 |
140 |
0.9% |
15,605 |
Close |
16,020 |
16,180 |
160 |
1.0% |
15,870 |
Range |
215 |
235 |
20 |
9.3% |
355 |
ATR |
160 |
166 |
5 |
3.3% |
0 |
Volume |
12,226 |
13,435 |
1,209 |
9.9% |
121,660 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,817 |
16,733 |
16,309 |
|
R3 |
16,582 |
16,498 |
16,245 |
|
R2 |
16,347 |
16,347 |
16,223 |
|
R1 |
16,263 |
16,263 |
16,202 |
16,305 |
PP |
16,112 |
16,112 |
16,112 |
16,133 |
S1 |
16,028 |
16,028 |
16,159 |
16,070 |
S2 |
15,877 |
15,877 |
16,137 |
|
S3 |
15,642 |
15,793 |
16,116 |
|
S4 |
15,407 |
15,558 |
16,051 |
|
|
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 |
16,195 |
15,765 |
430 |
2.7% |
171 |
1.1% |
97% |
True |
False |
10,961 |
10 |
16,195 |
15,535 |
660 |
4.1% |
186 |
1.1% |
98% |
True |
False |
16,479 |
20 |
16,195 |
15,310 |
885 |
5.5% |
160 |
1.0% |
98% |
True |
False |
8,508 |
40 |
16,195 |
14,725 |
1,470 |
9.1% |
139 |
0.9% |
99% |
True |
False |
4,262 |
60 |
16,195 |
14,725 |
1,470 |
9.1% |
100 |
0.6% |
99% |
True |
False |
2,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,194 |
2.618 |
16,810 |
1.618 |
16,575 |
1.000 |
16,430 |
0.618 |
16,340 |
HIGH |
16,195 |
0.618 |
16,105 |
0.500 |
16,078 |
0.382 |
16,050 |
LOW |
15,960 |
0.618 |
15,815 |
1.000 |
15,725 |
1.618 |
15,580 |
2.618 |
15,345 |
4.250 |
14,961 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,146 |
16,119 |
PP |
16,112 |
16,058 |
S1 |
16,078 |
15,998 |
|