Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
16,955 |
17,059 |
104 |
0.6% |
17,033 |
High |
17,081 |
17,134 |
53 |
0.3% |
17,045 |
Low |
16,890 |
17,005 |
115 |
0.7% |
16,851 |
Close |
17,054 |
17,069 |
15 |
0.1% |
16,906 |
Range |
191 |
129 |
-62 |
-32.5% |
194 |
ATR |
119 |
120 |
1 |
0.6% |
0 |
Volume |
176,890 |
188,944 |
12,054 |
6.8% |
196,620 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,456 |
17,392 |
17,140 |
|
R3 |
17,327 |
17,263 |
17,105 |
|
R2 |
17,198 |
17,198 |
17,093 |
|
R1 |
17,134 |
17,134 |
17,081 |
17,166 |
PP |
17,069 |
17,069 |
17,069 |
17,086 |
S1 |
17,005 |
17,005 |
17,057 |
17,037 |
S2 |
16,940 |
16,940 |
17,045 |
|
S3 |
16,811 |
16,876 |
17,034 |
|
S4 |
16,682 |
16,747 |
16,998 |
|
|
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 |
17,134 |
16,839 |
295 |
1.7% |
135 |
0.8% |
78% |
True |
False |
139,844 |
10 |
17,134 |
16,839 |
295 |
1.7% |
124 |
0.7% |
78% |
True |
False |
71,766 |
20 |
17,134 |
16,770 |
364 |
2.1% |
110 |
0.6% |
82% |
True |
False |
36,264 |
40 |
17,134 |
16,143 |
991 |
5.8% |
120 |
0.7% |
93% |
True |
False |
18,172 |
60 |
17,134 |
16,143 |
991 |
5.8% |
110 |
0.6% |
93% |
True |
False |
12,120 |
80 |
17,134 |
16,143 |
991 |
5.8% |
91 |
0.5% |
93% |
True |
False |
9,092 |
100 |
17,134 |
16,143 |
991 |
5.8% |
82 |
0.5% |
93% |
True |
False |
7,274 |
120 |
17,134 |
15,825 |
1,309 |
7.7% |
74 |
0.4% |
95% |
True |
False |
6,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,682 |
2.618 |
17,472 |
1.618 |
17,343 |
1.000 |
17,263 |
0.618 |
17,214 |
HIGH |
17,134 |
0.618 |
17,085 |
0.500 |
17,070 |
0.382 |
17,054 |
LOW |
17,005 |
0.618 |
16,925 |
1.000 |
16,876 |
1.618 |
16,796 |
2.618 |
16,667 |
4.250 |
16,457 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,070 |
17,042 |
PP |
17,069 |
17,014 |
S1 |
17,069 |
16,987 |
|