| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
16,275 |
16,165 |
-110 |
-0.7% |
16,250 |
| High |
16,390 |
16,455 |
65 |
0.4% |
16,455 |
| Low |
16,130 |
16,130 |
0 |
0.0% |
16,015 |
| Close |
16,160 |
16,395 |
235 |
1.5% |
16,395 |
| Range |
260 |
325 |
65 |
25.0% |
440 |
| ATR |
183 |
193 |
10 |
5.5% |
0 |
| Volume |
17,957 |
17,346 |
-611 |
-3.4% |
64,661 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,302 |
17,173 |
16,574 |
|
| R3 |
16,977 |
16,848 |
16,485 |
|
| R2 |
16,652 |
16,652 |
16,455 |
|
| R1 |
16,523 |
16,523 |
16,425 |
16,588 |
| PP |
16,327 |
16,327 |
16,327 |
16,359 |
| S1 |
16,198 |
16,198 |
16,365 |
16,263 |
| S2 |
16,002 |
16,002 |
16,336 |
|
| S3 |
15,677 |
15,873 |
16,306 |
|
| S4 |
15,352 |
15,548 |
16,216 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,608 |
17,442 |
16,637 |
|
| R3 |
17,168 |
17,002 |
16,516 |
|
| R2 |
16,728 |
16,728 |
16,476 |
|
| R1 |
16,562 |
16,562 |
16,435 |
16,645 |
| PP |
16,288 |
16,288 |
16,288 |
16,330 |
| S1 |
16,122 |
16,122 |
16,355 |
16,205 |
| S2 |
15,848 |
15,848 |
16,314 |
|
| S3 |
15,408 |
15,682 |
16,274 |
|
| S4 |
14,968 |
15,242 |
16,153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,455 |
16,015 |
440 |
2.7% |
245 |
1.5% |
86% |
True |
False |
12,932 |
| 10 |
16,455 |
15,765 |
690 |
4.2% |
214 |
1.3% |
91% |
True |
False |
11,925 |
| 20 |
16,455 |
15,320 |
1,135 |
6.9% |
202 |
1.2% |
95% |
True |
False |
12,386 |
| 40 |
16,455 |
14,725 |
1,730 |
10.6% |
162 |
1.0% |
97% |
True |
False |
6,207 |
| 60 |
16,455 |
14,725 |
1,730 |
10.6% |
121 |
0.7% |
97% |
True |
False |
4,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,836 |
|
2.618 |
17,306 |
|
1.618 |
16,981 |
|
1.000 |
16,780 |
|
0.618 |
16,656 |
|
HIGH |
16,455 |
|
0.618 |
16,331 |
|
0.500 |
16,293 |
|
0.382 |
16,254 |
|
LOW |
16,130 |
|
0.618 |
15,929 |
|
1.000 |
15,805 |
|
1.618 |
15,604 |
|
2.618 |
15,279 |
|
4.250 |
14,749 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,361 |
16,342 |
| PP |
16,327 |
16,288 |
| S1 |
16,293 |
16,235 |
|