Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
16,941 |
16,973 |
32 |
0.2% |
16,990 |
High |
16,993 |
16,982 |
-11 |
-0.1% |
17,069 |
Low |
16,883 |
16,890 |
7 |
0.0% |
16,910 |
Close |
16,975 |
16,960 |
-15 |
-0.1% |
17,033 |
Range |
110 |
92 |
-18 |
-16.4% |
159 |
ATR |
112 |
111 |
-1 |
-1.3% |
0 |
Volume |
9,330 |
39,893 |
30,563 |
327.6% |
6,280 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,220 |
17,182 |
17,011 |
|
R3 |
17,128 |
17,090 |
16,985 |
|
R2 |
17,036 |
17,036 |
16,977 |
|
R1 |
16,998 |
16,998 |
16,969 |
16,971 |
PP |
16,944 |
16,944 |
16,944 |
16,931 |
S1 |
16,906 |
16,906 |
16,952 |
16,879 |
S2 |
16,852 |
16,852 |
16,943 |
|
S3 |
16,760 |
16,814 |
16,935 |
|
S4 |
16,668 |
16,722 |
16,910 |
|
|
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 |
17,047 |
16,883 |
164 |
1.0% |
106 |
0.6% |
47% |
False |
False |
11,367 |
10 |
17,069 |
16,883 |
186 |
1.1% |
108 |
0.6% |
41% |
False |
False |
6,234 |
20 |
17,069 |
16,460 |
609 |
3.6% |
106 |
0.6% |
82% |
False |
False |
3,333 |
40 |
17,069 |
16,143 |
926 |
5.5% |
117 |
0.7% |
88% |
False |
False |
1,691 |
60 |
17,069 |
16,143 |
926 |
5.5% |
105 |
0.6% |
88% |
False |
False |
1,133 |
80 |
17,069 |
16,143 |
926 |
5.5% |
87 |
0.5% |
88% |
False |
False |
850 |
100 |
17,069 |
16,143 |
926 |
5.5% |
77 |
0.5% |
88% |
False |
False |
681 |
120 |
17,069 |
15,825 |
1,244 |
7.3% |
69 |
0.4% |
91% |
False |
False |
567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,373 |
2.618 |
17,223 |
1.618 |
17,131 |
1.000 |
17,074 |
0.618 |
17,039 |
HIGH |
16,982 |
0.618 |
16,947 |
0.500 |
16,936 |
0.382 |
16,925 |
LOW |
16,890 |
0.618 |
16,833 |
1.000 |
16,798 |
1.618 |
16,741 |
2.618 |
16,649 |
4.250 |
16,499 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,952 |
16,960 |
PP |
16,944 |
16,959 |
S1 |
16,936 |
16,959 |
|