Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,033 |
17,015 |
-18 |
-0.1% |
16,990 |
High |
17,045 |
17,034 |
-11 |
-0.1% |
17,069 |
Low |
16,987 |
16,904 |
-83 |
-0.5% |
16,910 |
Close |
17,016 |
16,949 |
-67 |
-0.4% |
17,033 |
Range |
58 |
130 |
72 |
124.1% |
159 |
ATR |
111 |
112 |
1 |
1.2% |
0 |
Volume |
1,920 |
4,133 |
2,213 |
115.3% |
6,280 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,352 |
17,281 |
17,021 |
|
R3 |
17,222 |
17,151 |
16,985 |
|
R2 |
17,092 |
17,092 |
16,973 |
|
R1 |
17,021 |
17,021 |
16,961 |
16,992 |
PP |
16,962 |
16,962 |
16,962 |
16,948 |
S1 |
16,891 |
16,891 |
16,937 |
16,862 |
S2 |
16,832 |
16,832 |
16,925 |
|
S3 |
16,702 |
16,761 |
16,913 |
|
S4 |
16,572 |
16,631 |
16,878 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,481 |
17,416 |
17,121 |
|
R3 |
17,322 |
17,257 |
17,077 |
|
R2 |
17,163 |
17,163 |
17,062 |
|
R1 |
17,098 |
17,098 |
17,048 |
17,131 |
PP |
17,004 |
17,004 |
17,004 |
17,020 |
S1 |
16,939 |
16,939 |
17,019 |
16,972 |
S2 |
16,845 |
16,845 |
17,004 |
|
S3 |
16,686 |
16,780 |
16,989 |
|
S4 |
16,527 |
16,621 |
16,946 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,069 |
16,904 |
165 |
1.0% |
111 |
0.7% |
27% |
False |
True |
2,108 |
10 |
17,069 |
16,904 |
165 |
1.0% |
101 |
0.6% |
27% |
False |
True |
1,451 |
20 |
17,069 |
16,390 |
679 |
4.0% |
104 |
0.6% |
82% |
False |
False |
878 |
40 |
17,069 |
16,143 |
926 |
5.5% |
116 |
0.7% |
87% |
False |
False |
462 |
60 |
17,069 |
16,143 |
926 |
5.5% |
101 |
0.6% |
87% |
False |
False |
313 |
80 |
17,069 |
16,143 |
926 |
5.5% |
85 |
0.5% |
87% |
False |
False |
235 |
100 |
17,069 |
16,143 |
926 |
5.5% |
75 |
0.4% |
87% |
False |
False |
188 |
120 |
17,069 |
15,825 |
1,244 |
7.3% |
67 |
0.4% |
90% |
False |
False |
157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,587 |
2.618 |
17,374 |
1.618 |
17,244 |
1.000 |
17,164 |
0.618 |
17,114 |
HIGH |
17,034 |
0.618 |
16,984 |
0.500 |
16,969 |
0.382 |
16,954 |
LOW |
16,904 |
0.618 |
16,824 |
1.000 |
16,774 |
1.618 |
16,694 |
2.618 |
16,564 |
4.250 |
16,352 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,969 |
16,976 |
PP |
16,962 |
16,967 |
S1 |
16,956 |
16,958 |
|