Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
15,995 |
16,185 |
190 |
1.2% |
15,870 |
High |
16,195 |
16,330 |
135 |
0.8% |
16,330 |
Low |
15,960 |
16,140 |
180 |
1.1% |
15,765 |
Close |
16,180 |
16,250 |
70 |
0.4% |
16,250 |
Range |
235 |
190 |
-45 |
-19.1% |
565 |
ATR |
166 |
167 |
2 |
1.0% |
0 |
Volume |
13,435 |
13,223 |
-212 |
-1.6% |
54,591 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,810 |
16,720 |
16,355 |
|
R3 |
16,620 |
16,530 |
16,302 |
|
R2 |
16,430 |
16,430 |
16,285 |
|
R1 |
16,340 |
16,340 |
16,268 |
16,385 |
PP |
16,240 |
16,240 |
16,240 |
16,263 |
S1 |
16,150 |
16,150 |
16,233 |
16,195 |
S2 |
16,050 |
16,050 |
16,215 |
|
S3 |
15,860 |
15,960 |
16,198 |
|
S4 |
15,670 |
15,770 |
16,146 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,810 |
17,595 |
16,561 |
|
R3 |
17,245 |
17,030 |
16,406 |
|
R2 |
16,680 |
16,680 |
16,354 |
|
R1 |
16,465 |
16,465 |
16,302 |
16,573 |
PP |
16,115 |
16,115 |
16,115 |
16,169 |
S1 |
15,900 |
15,900 |
16,198 |
16,008 |
S2 |
15,550 |
15,550 |
16,147 |
|
S3 |
14,985 |
15,335 |
16,095 |
|
S4 |
14,420 |
14,770 |
15,939 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,330 |
15,765 |
565 |
3.5% |
183 |
1.1% |
86% |
True |
False |
10,918 |
10 |
16,330 |
15,605 |
725 |
4.5% |
182 |
1.1% |
89% |
True |
False |
17,625 |
20 |
16,330 |
15,310 |
1,020 |
6.3% |
164 |
1.0% |
92% |
True |
False |
9,167 |
40 |
16,330 |
14,725 |
1,605 |
9.9% |
143 |
0.9% |
95% |
True |
False |
4,592 |
60 |
16,330 |
14,725 |
1,605 |
9.9% |
104 |
0.6% |
95% |
True |
False |
3,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,138 |
2.618 |
16,828 |
1.618 |
16,638 |
1.000 |
16,520 |
0.618 |
16,448 |
HIGH |
16,330 |
0.618 |
16,258 |
0.500 |
16,235 |
0.382 |
16,213 |
LOW |
16,140 |
0.618 |
16,023 |
1.000 |
15,950 |
1.618 |
15,833 |
2.618 |
15,643 |
4.250 |
15,333 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,245 |
16,192 |
PP |
16,240 |
16,133 |
S1 |
16,235 |
16,075 |
|