Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
16,971 |
16,876 |
-95 |
-0.6% |
17,033 |
High |
16,985 |
16,968 |
-17 |
-0.1% |
17,045 |
Low |
16,851 |
16,839 |
-12 |
-0.1% |
16,851 |
Close |
16,906 |
16,943 |
37 |
0.2% |
16,906 |
Range |
134 |
129 |
-5 |
-3.7% |
194 |
ATR |
113 |
114 |
1 |
1.0% |
0 |
Volume |
141,344 |
152,152 |
10,808 |
7.6% |
196,620 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,304 |
17,252 |
17,014 |
|
R3 |
17,175 |
17,123 |
16,979 |
|
R2 |
17,046 |
17,046 |
16,967 |
|
R1 |
16,994 |
16,994 |
16,955 |
17,020 |
PP |
16,917 |
16,917 |
16,917 |
16,930 |
S1 |
16,865 |
16,865 |
16,931 |
16,891 |
S2 |
16,788 |
16,788 |
16,919 |
|
S3 |
16,659 |
16,736 |
16,908 |
|
S4 |
16,530 |
16,607 |
16,872 |
|
|
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 |
17,034 |
16,839 |
195 |
1.2% |
119 |
0.7% |
53% |
False |
True |
69,370 |
10 |
17,069 |
16,839 |
230 |
1.4% |
115 |
0.7% |
45% |
False |
True |
35,505 |
20 |
17,069 |
16,592 |
477 |
2.8% |
106 |
0.6% |
74% |
False |
False |
17,994 |
40 |
17,069 |
16,143 |
926 |
5.5% |
117 |
0.7% |
86% |
False |
False |
9,028 |
60 |
17,069 |
16,143 |
926 |
5.5% |
107 |
0.6% |
86% |
False |
False |
6,024 |
80 |
17,069 |
16,143 |
926 |
5.5% |
88 |
0.5% |
86% |
False |
False |
4,519 |
100 |
17,069 |
16,143 |
926 |
5.5% |
79 |
0.5% |
86% |
False |
False |
3,616 |
120 |
17,069 |
15,825 |
1,244 |
7.3% |
71 |
0.4% |
90% |
False |
False |
3,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,516 |
2.618 |
17,306 |
1.618 |
17,177 |
1.000 |
17,097 |
0.618 |
17,048 |
HIGH |
16,968 |
0.618 |
16,919 |
0.500 |
16,904 |
0.382 |
16,888 |
LOW |
16,839 |
0.618 |
16,759 |
1.000 |
16,710 |
1.618 |
16,630 |
2.618 |
16,501 |
4.250 |
16,291 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,930 |
16,933 |
PP |
16,917 |
16,922 |
S1 |
16,904 |
16,912 |
|