Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
16,876 |
16,955 |
79 |
0.5% |
17,033 |
High |
16,968 |
17,081 |
113 |
0.7% |
17,045 |
Low |
16,839 |
16,890 |
51 |
0.3% |
16,851 |
Close |
16,943 |
17,054 |
111 |
0.7% |
16,906 |
Range |
129 |
191 |
62 |
48.1% |
194 |
ATR |
114 |
119 |
6 |
4.9% |
0 |
Volume |
152,152 |
176,890 |
24,738 |
16.3% |
196,620 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,581 |
17,509 |
17,159 |
|
R3 |
17,390 |
17,318 |
17,107 |
|
R2 |
17,199 |
17,199 |
17,089 |
|
R1 |
17,127 |
17,127 |
17,072 |
17,163 |
PP |
17,008 |
17,008 |
17,008 |
17,027 |
S1 |
16,936 |
16,936 |
17,037 |
16,972 |
S2 |
16,817 |
16,817 |
17,019 |
|
S3 |
16,626 |
16,745 |
17,002 |
|
S4 |
16,435 |
16,554 |
16,949 |
|
|
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 |
17,081 |
16,839 |
242 |
1.4% |
131 |
0.8% |
89% |
True |
False |
103,921 |
10 |
17,081 |
16,839 |
242 |
1.4% |
121 |
0.7% |
89% |
True |
False |
53,015 |
20 |
17,081 |
16,716 |
365 |
2.1% |
109 |
0.6% |
93% |
True |
False |
26,829 |
40 |
17,081 |
16,143 |
938 |
5.5% |
118 |
0.7% |
97% |
True |
False |
13,449 |
60 |
17,081 |
16,143 |
938 |
5.5% |
108 |
0.6% |
97% |
True |
False |
8,972 |
80 |
17,081 |
16,143 |
938 |
5.5% |
90 |
0.5% |
97% |
True |
False |
6,730 |
100 |
17,081 |
16,143 |
938 |
5.5% |
81 |
0.5% |
97% |
True |
False |
5,384 |
120 |
17,081 |
15,825 |
1,256 |
7.4% |
73 |
0.4% |
98% |
True |
False |
4,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,893 |
2.618 |
17,581 |
1.618 |
17,390 |
1.000 |
17,272 |
0.618 |
17,199 |
HIGH |
17,081 |
0.618 |
17,008 |
0.500 |
16,986 |
0.382 |
16,963 |
LOW |
16,890 |
0.618 |
16,772 |
1.000 |
16,699 |
1.618 |
16,581 |
2.618 |
16,390 |
4.250 |
16,078 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,031 |
17,023 |
PP |
17,008 |
16,991 |
S1 |
16,986 |
16,960 |
|