| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
16,040 |
16,275 |
235 |
1.5% |
15,870 |
| High |
16,315 |
16,390 |
75 |
0.5% |
16,330 |
| Low |
16,015 |
16,130 |
115 |
0.7% |
15,765 |
| Close |
16,295 |
16,160 |
-135 |
-0.8% |
16,250 |
| Range |
300 |
260 |
-40 |
-13.3% |
565 |
| ATR |
177 |
183 |
6 |
3.3% |
0 |
| Volume |
12,707 |
17,957 |
5,250 |
41.3% |
54,591 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,007 |
16,843 |
16,303 |
|
| R3 |
16,747 |
16,583 |
16,232 |
|
| R2 |
16,487 |
16,487 |
16,208 |
|
| R1 |
16,323 |
16,323 |
16,184 |
16,275 |
| PP |
16,227 |
16,227 |
16,227 |
16,203 |
| S1 |
16,063 |
16,063 |
16,136 |
16,015 |
| S2 |
15,967 |
15,967 |
16,112 |
|
| S3 |
15,707 |
15,803 |
16,089 |
|
| S4 |
15,447 |
15,543 |
16,017 |
|
|
| 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 |
16,390 |
16,015 |
375 |
2.3% |
218 |
1.3% |
39% |
True |
False |
12,107 |
| 10 |
16,390 |
15,765 |
625 |
3.9% |
195 |
1.2% |
63% |
True |
False |
11,534 |
| 20 |
16,390 |
15,310 |
1,080 |
6.7% |
192 |
1.2% |
79% |
True |
False |
11,520 |
| 40 |
16,390 |
14,725 |
1,665 |
10.3% |
157 |
1.0% |
86% |
True |
False |
5,774 |
| 60 |
16,390 |
14,725 |
1,665 |
10.3% |
116 |
0.7% |
86% |
True |
False |
3,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,495 |
|
2.618 |
17,071 |
|
1.618 |
16,811 |
|
1.000 |
16,650 |
|
0.618 |
16,551 |
|
HIGH |
16,390 |
|
0.618 |
16,291 |
|
0.500 |
16,260 |
|
0.382 |
16,229 |
|
LOW |
16,130 |
|
0.618 |
15,969 |
|
1.000 |
15,870 |
|
1.618 |
15,709 |
|
2.618 |
15,449 |
|
4.250 |
15,025 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,260 |
16,203 |
| PP |
16,227 |
16,188 |
| S1 |
16,193 |
16,174 |
|