Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,059 |
17,089 |
30 |
0.2% |
17,033 |
High |
17,134 |
17,207 |
73 |
0.4% |
17,045 |
Low |
17,005 |
17,070 |
65 |
0.4% |
16,851 |
Close |
17,069 |
17,178 |
109 |
0.6% |
16,906 |
Range |
129 |
137 |
8 |
6.2% |
194 |
ATR |
120 |
121 |
1 |
1.1% |
0 |
Volume |
188,944 |
123,091 |
-65,853 |
-34.9% |
196,620 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,563 |
17,507 |
17,253 |
|
R3 |
17,426 |
17,370 |
17,216 |
|
R2 |
17,289 |
17,289 |
17,203 |
|
R1 |
17,233 |
17,233 |
17,191 |
17,261 |
PP |
17,152 |
17,152 |
17,152 |
17,166 |
S1 |
17,096 |
17,096 |
17,166 |
17,124 |
S2 |
17,015 |
17,015 |
17,153 |
|
S3 |
16,878 |
16,959 |
17,140 |
|
S4 |
16,741 |
16,822 |
17,103 |
|
|
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 |
17,207 |
16,839 |
368 |
2.1% |
144 |
0.8% |
92% |
True |
False |
156,484 |
10 |
17,207 |
16,839 |
368 |
2.1% |
125 |
0.7% |
92% |
True |
False |
83,925 |
20 |
17,207 |
16,839 |
368 |
2.1% |
112 |
0.6% |
92% |
True |
False |
42,385 |
40 |
17,207 |
16,143 |
1,064 |
6.2% |
121 |
0.7% |
97% |
True |
False |
21,249 |
60 |
17,207 |
16,143 |
1,064 |
6.2% |
110 |
0.6% |
97% |
True |
False |
14,171 |
80 |
17,207 |
16,143 |
1,064 |
6.2% |
92 |
0.5% |
97% |
True |
False |
10,630 |
100 |
17,207 |
16,143 |
1,064 |
6.2% |
82 |
0.5% |
97% |
True |
False |
8,505 |
120 |
17,207 |
15,825 |
1,382 |
8.0% |
74 |
0.4% |
98% |
True |
False |
7,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,789 |
2.618 |
17,566 |
1.618 |
17,429 |
1.000 |
17,344 |
0.618 |
17,292 |
HIGH |
17,207 |
0.618 |
17,155 |
0.500 |
17,139 |
0.382 |
17,122 |
LOW |
17,070 |
0.618 |
16,985 |
1.000 |
16,933 |
1.618 |
16,848 |
2.618 |
16,711 |
4.250 |
16,488 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,165 |
17,135 |
PP |
17,152 |
17,092 |
S1 |
17,139 |
17,049 |
|