| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
16,185 |
16,250 |
65 |
0.4% |
15,870 |
| High |
16,330 |
16,290 |
-40 |
-0.2% |
16,330 |
| Low |
16,140 |
16,105 |
-35 |
-0.2% |
15,765 |
| Close |
16,250 |
16,130 |
-120 |
-0.7% |
16,250 |
| Range |
190 |
185 |
-5 |
-2.6% |
565 |
| ATR |
167 |
169 |
1 |
0.8% |
0 |
| Volume |
13,223 |
9,402 |
-3,821 |
-28.9% |
54,591 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,730 |
16,615 |
16,232 |
|
| R3 |
16,545 |
16,430 |
16,181 |
|
| R2 |
16,360 |
16,360 |
16,164 |
|
| R1 |
16,245 |
16,245 |
16,147 |
16,210 |
| PP |
16,175 |
16,175 |
16,175 |
16,158 |
| S1 |
16,060 |
16,060 |
16,113 |
16,025 |
| S2 |
15,990 |
15,990 |
16,096 |
|
| S3 |
15,805 |
15,875 |
16,079 |
|
| S4 |
15,620 |
15,690 |
16,028 |
|
|
| 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 |
15,800 |
530 |
3.3% |
196 |
1.2% |
62% |
False |
False |
11,974 |
| 10 |
16,330 |
15,605 |
725 |
4.5% |
184 |
1.1% |
72% |
False |
False |
16,912 |
| 20 |
16,330 |
15,310 |
1,020 |
6.3% |
169 |
1.0% |
80% |
False |
False |
9,636 |
| 40 |
16,330 |
14,725 |
1,605 |
10.0% |
145 |
0.9% |
88% |
False |
False |
4,827 |
| 60 |
16,330 |
14,725 |
1,605 |
10.0% |
105 |
0.7% |
88% |
False |
False |
3,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,076 |
|
2.618 |
16,774 |
|
1.618 |
16,589 |
|
1.000 |
16,475 |
|
0.618 |
16,404 |
|
HIGH |
16,290 |
|
0.618 |
16,219 |
|
0.500 |
16,198 |
|
0.382 |
16,176 |
|
LOW |
16,105 |
|
0.618 |
15,991 |
|
1.000 |
15,920 |
|
1.618 |
15,806 |
|
2.618 |
15,621 |
|
4.250 |
15,319 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,198 |
16,145 |
| PP |
16,175 |
16,140 |
| S1 |
16,153 |
16,135 |
|