| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
16,125 |
16,040 |
-85 |
-0.5% |
15,870 |
| High |
16,175 |
16,315 |
140 |
0.9% |
16,330 |
| Low |
16,020 |
16,015 |
-5 |
0.0% |
15,765 |
| Close |
16,065 |
16,295 |
230 |
1.4% |
16,250 |
| Range |
155 |
300 |
145 |
93.5% |
565 |
| ATR |
168 |
177 |
9 |
5.6% |
0 |
| Volume |
7,249 |
12,707 |
5,458 |
75.3% |
54,591 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,108 |
17,002 |
16,460 |
|
| R3 |
16,808 |
16,702 |
16,378 |
|
| R2 |
16,508 |
16,508 |
16,350 |
|
| R1 |
16,402 |
16,402 |
16,323 |
16,455 |
| PP |
16,208 |
16,208 |
16,208 |
16,235 |
| S1 |
16,102 |
16,102 |
16,268 |
16,155 |
| S2 |
15,908 |
15,908 |
16,240 |
|
| S3 |
15,608 |
15,802 |
16,213 |
|
| S4 |
15,308 |
15,502 |
16,130 |
|
|
| 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 |
15,960 |
370 |
2.3% |
213 |
1.3% |
91% |
False |
False |
11,203 |
| 10 |
16,330 |
15,765 |
565 |
3.5% |
181 |
1.1% |
94% |
False |
False |
11,718 |
| 20 |
16,330 |
15,310 |
1,020 |
6.3% |
184 |
1.1% |
97% |
False |
False |
10,631 |
| 40 |
16,330 |
14,725 |
1,605 |
9.8% |
155 |
0.9% |
98% |
False |
False |
5,325 |
| 60 |
16,330 |
14,725 |
1,605 |
9.8% |
113 |
0.7% |
98% |
False |
False |
3,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,590 |
|
2.618 |
17,101 |
|
1.618 |
16,801 |
|
1.000 |
16,615 |
|
0.618 |
16,501 |
|
HIGH |
16,315 |
|
0.618 |
16,201 |
|
0.500 |
16,165 |
|
0.382 |
16,130 |
|
LOW |
16,015 |
|
0.618 |
15,830 |
|
1.000 |
15,715 |
|
1.618 |
15,530 |
|
2.618 |
15,230 |
|
4.250 |
14,740 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,252 |
16,252 |
| PP |
16,208 |
16,208 |
| S1 |
16,165 |
16,165 |
|