| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
16,250 |
16,125 |
-125 |
-0.8% |
15,870 |
| High |
16,290 |
16,175 |
-115 |
-0.7% |
16,330 |
| Low |
16,105 |
16,020 |
-85 |
-0.5% |
15,765 |
| Close |
16,130 |
16,065 |
-65 |
-0.4% |
16,250 |
| Range |
185 |
155 |
-30 |
-16.2% |
565 |
| ATR |
169 |
168 |
-1 |
-0.6% |
0 |
| Volume |
9,402 |
7,249 |
-2,153 |
-22.9% |
54,591 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,552 |
16,463 |
16,150 |
|
| R3 |
16,397 |
16,308 |
16,108 |
|
| R2 |
16,242 |
16,242 |
16,094 |
|
| R1 |
16,153 |
16,153 |
16,079 |
16,120 |
| PP |
16,087 |
16,087 |
16,087 |
16,070 |
| S1 |
15,998 |
15,998 |
16,051 |
15,965 |
| S2 |
15,932 |
15,932 |
16,037 |
|
| S3 |
15,777 |
15,843 |
16,023 |
|
| S4 |
15,622 |
15,688 |
15,980 |
|
|
| 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 |
15,820 |
510 |
3.2% |
196 |
1.2% |
48% |
False |
False |
11,107 |
| 10 |
16,330 |
15,610 |
720 |
4.5% |
181 |
1.1% |
63% |
False |
False |
13,241 |
| 20 |
16,330 |
15,310 |
1,020 |
6.3% |
173 |
1.1% |
74% |
False |
False |
9,998 |
| 40 |
16,330 |
14,725 |
1,605 |
10.0% |
149 |
0.9% |
83% |
False |
False |
5,007 |
| 60 |
16,330 |
14,725 |
1,605 |
10.0% |
108 |
0.7% |
83% |
False |
False |
3,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,834 |
|
2.618 |
16,581 |
|
1.618 |
16,426 |
|
1.000 |
16,330 |
|
0.618 |
16,271 |
|
HIGH |
16,175 |
|
0.618 |
16,116 |
|
0.500 |
16,098 |
|
0.382 |
16,079 |
|
LOW |
16,020 |
|
0.618 |
15,924 |
|
1.000 |
15,865 |
|
1.618 |
15,769 |
|
2.618 |
15,614 |
|
4.250 |
15,361 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,098 |
16,175 |
| PP |
16,087 |
16,138 |
| S1 |
16,076 |
16,102 |
|