| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
16,165 |
16,400 |
235 |
1.5% |
16,250 |
| High |
16,455 |
16,425 |
-30 |
-0.2% |
16,455 |
| Low |
16,130 |
16,190 |
60 |
0.4% |
16,015 |
| Close |
16,395 |
16,295 |
-100 |
-0.6% |
16,395 |
| Range |
325 |
235 |
-90 |
-27.7% |
440 |
| ATR |
193 |
196 |
3 |
1.5% |
0 |
| Volume |
17,346 |
13,539 |
-3,807 |
-21.9% |
64,661 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,008 |
16,887 |
16,424 |
|
| R3 |
16,773 |
16,652 |
16,360 |
|
| R2 |
16,538 |
16,538 |
16,338 |
|
| R1 |
16,417 |
16,417 |
16,317 |
16,360 |
| PP |
16,303 |
16,303 |
16,303 |
16,275 |
| S1 |
16,182 |
16,182 |
16,274 |
16,125 |
| S2 |
16,068 |
16,068 |
16,252 |
|
| S3 |
15,833 |
15,947 |
16,231 |
|
| S4 |
15,598 |
15,712 |
16,166 |
|
|
| 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% |
255 |
1.6% |
64% |
False |
False |
13,759 |
| 10 |
16,455 |
15,800 |
655 |
4.0% |
226 |
1.4% |
76% |
False |
False |
12,866 |
| 20 |
16,455 |
15,400 |
1,055 |
6.5% |
209 |
1.3% |
85% |
False |
False |
13,056 |
| 40 |
16,455 |
14,725 |
1,730 |
10.6% |
165 |
1.0% |
91% |
False |
False |
6,546 |
| 60 |
16,455 |
14,725 |
1,730 |
10.6% |
125 |
0.8% |
91% |
False |
False |
4,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,424 |
|
2.618 |
17,040 |
|
1.618 |
16,805 |
|
1.000 |
16,660 |
|
0.618 |
16,570 |
|
HIGH |
16,425 |
|
0.618 |
16,335 |
|
0.500 |
16,308 |
|
0.382 |
16,280 |
|
LOW |
16,190 |
|
0.618 |
16,045 |
|
1.000 |
15,955 |
|
1.618 |
15,810 |
|
2.618 |
15,575 |
|
4.250 |
15,191 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,308 |
16,294 |
| PP |
16,303 |
16,293 |
| S1 |
16,299 |
16,293 |
|