Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
16,973 |
16,971 |
-2 |
0.0% |
17,033 |
High |
16,982 |
16,985 |
3 |
0.0% |
17,045 |
Low |
16,890 |
16,851 |
-39 |
-0.2% |
16,851 |
Close |
16,960 |
16,906 |
-54 |
-0.3% |
16,906 |
Range |
92 |
134 |
42 |
45.7% |
194 |
ATR |
111 |
113 |
2 |
1.5% |
0 |
Volume |
39,893 |
141,344 |
101,451 |
254.3% |
196,620 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,316 |
17,245 |
16,980 |
|
R3 |
17,182 |
17,111 |
16,943 |
|
R2 |
17,048 |
17,048 |
16,931 |
|
R1 |
16,977 |
16,977 |
16,918 |
16,946 |
PP |
16,914 |
16,914 |
16,914 |
16,898 |
S1 |
16,843 |
16,843 |
16,894 |
16,812 |
S2 |
16,780 |
16,780 |
16,882 |
|
S3 |
16,646 |
16,709 |
16,869 |
|
S4 |
16,512 |
16,575 |
16,832 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,516 |
17,405 |
17,013 |
|
R3 |
17,322 |
17,211 |
16,959 |
|
R2 |
17,128 |
17,128 |
16,942 |
|
R1 |
17,017 |
17,017 |
16,924 |
16,976 |
PP |
16,934 |
16,934 |
16,934 |
16,913 |
S1 |
16,823 |
16,823 |
16,888 |
16,782 |
S2 |
16,740 |
16,740 |
16,871 |
|
S3 |
16,546 |
16,629 |
16,853 |
|
S4 |
16,352 |
16,435 |
16,799 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,045 |
16,851 |
194 |
1.1% |
105 |
0.6% |
28% |
False |
True |
39,324 |
10 |
17,069 |
16,851 |
218 |
1.3% |
112 |
0.7% |
25% |
False |
True |
20,317 |
20 |
17,069 |
16,460 |
609 |
3.6% |
109 |
0.6% |
73% |
False |
False |
10,394 |
40 |
17,069 |
16,143 |
926 |
5.5% |
116 |
0.7% |
82% |
False |
False |
5,225 |
60 |
17,069 |
16,143 |
926 |
5.5% |
105 |
0.6% |
82% |
False |
False |
3,488 |
80 |
17,069 |
16,143 |
926 |
5.5% |
87 |
0.5% |
82% |
False |
False |
2,617 |
100 |
17,069 |
16,143 |
926 |
5.5% |
79 |
0.5% |
82% |
False |
False |
2,094 |
120 |
17,069 |
15,825 |
1,244 |
7.4% |
70 |
0.4% |
87% |
False |
False |
1,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,555 |
2.618 |
17,336 |
1.618 |
17,202 |
1.000 |
17,119 |
0.618 |
17,068 |
HIGH |
16,985 |
0.618 |
16,934 |
0.500 |
16,918 |
0.382 |
16,902 |
LOW |
16,851 |
0.618 |
16,768 |
1.000 |
16,717 |
1.618 |
16,634 |
2.618 |
16,500 |
4.250 |
16,282 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,918 |
16,922 |
PP |
16,914 |
16,917 |
S1 |
16,910 |
16,911 |
|