Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,015 |
16,941 |
-74 |
-0.4% |
16,990 |
High |
17,034 |
16,993 |
-41 |
-0.2% |
17,069 |
Low |
16,904 |
16,883 |
-21 |
-0.1% |
16,910 |
Close |
16,949 |
16,975 |
26 |
0.2% |
17,033 |
Range |
130 |
110 |
-20 |
-15.4% |
159 |
ATR |
112 |
112 |
0 |
-0.2% |
0 |
Volume |
4,133 |
9,330 |
5,197 |
125.7% |
6,280 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,280 |
17,238 |
17,036 |
|
R3 |
17,170 |
17,128 |
17,005 |
|
R2 |
17,060 |
17,060 |
16,995 |
|
R1 |
17,018 |
17,018 |
16,985 |
17,039 |
PP |
16,950 |
16,950 |
16,950 |
16,961 |
S1 |
16,908 |
16,908 |
16,965 |
16,929 |
S2 |
16,840 |
16,840 |
16,955 |
|
S3 |
16,730 |
16,798 |
16,945 |
|
S4 |
16,620 |
16,688 |
16,915 |
|
|
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 |
16,883 |
186 |
1.1% |
113 |
0.7% |
49% |
False |
True |
3,688 |
10 |
17,069 |
16,883 |
186 |
1.1% |
103 |
0.6% |
49% |
False |
True |
2,316 |
20 |
17,069 |
16,460 |
609 |
3.6% |
106 |
0.6% |
85% |
False |
False |
1,342 |
40 |
17,069 |
16,143 |
926 |
5.5% |
116 |
0.7% |
90% |
False |
False |
695 |
60 |
17,069 |
16,143 |
926 |
5.5% |
103 |
0.6% |
90% |
False |
False |
468 |
80 |
17,069 |
16,143 |
926 |
5.5% |
86 |
0.5% |
90% |
False |
False |
351 |
100 |
17,069 |
16,143 |
926 |
5.5% |
76 |
0.4% |
90% |
False |
False |
282 |
120 |
17,069 |
15,825 |
1,244 |
7.3% |
68 |
0.4% |
92% |
False |
False |
235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,461 |
2.618 |
17,281 |
1.618 |
17,171 |
1.000 |
17,103 |
0.618 |
17,061 |
HIGH |
16,993 |
0.618 |
16,951 |
0.500 |
16,938 |
0.382 |
16,925 |
LOW |
16,883 |
0.618 |
16,815 |
1.000 |
16,773 |
1.618 |
16,705 |
2.618 |
16,595 |
4.250 |
16,416 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,963 |
16,971 |
PP |
16,950 |
16,968 |
S1 |
16,938 |
16,964 |
|