Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,089 |
17,200 |
111 |
0.6% |
16,876 |
High |
17,207 |
17,279 |
72 |
0.4% |
17,279 |
Low |
17,070 |
17,170 |
100 |
0.6% |
16,839 |
Close |
17,178 |
17,212 |
34 |
0.2% |
17,212 |
Range |
137 |
109 |
-28 |
-20.4% |
440 |
ATR |
121 |
120 |
-1 |
-0.7% |
0 |
Volume |
123,091 |
137,462 |
14,371 |
11.7% |
778,539 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,547 |
17,489 |
17,272 |
|
R3 |
17,438 |
17,380 |
17,242 |
|
R2 |
17,329 |
17,329 |
17,232 |
|
R1 |
17,271 |
17,271 |
17,222 |
17,300 |
PP |
17,220 |
17,220 |
17,220 |
17,235 |
S1 |
17,162 |
17,162 |
17,202 |
17,191 |
S2 |
17,111 |
17,111 |
17,192 |
|
S3 |
17,002 |
17,053 |
17,182 |
|
S4 |
16,893 |
16,944 |
17,152 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,430 |
18,261 |
17,454 |
|
R3 |
17,990 |
17,821 |
17,333 |
|
R2 |
17,550 |
17,550 |
17,293 |
|
R1 |
17,381 |
17,381 |
17,252 |
17,466 |
PP |
17,110 |
17,110 |
17,110 |
17,152 |
S1 |
16,941 |
16,941 |
17,172 |
17,026 |
S2 |
16,670 |
16,670 |
17,131 |
|
S3 |
16,230 |
16,501 |
17,091 |
|
S4 |
15,790 |
16,061 |
16,970 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,279 |
16,839 |
440 |
2.6% |
139 |
0.8% |
85% |
True |
False |
155,707 |
10 |
17,279 |
16,839 |
440 |
2.6% |
122 |
0.7% |
85% |
True |
False |
97,515 |
20 |
17,279 |
16,839 |
440 |
2.6% |
111 |
0.6% |
85% |
True |
False |
49,214 |
40 |
17,279 |
16,143 |
1,136 |
6.6% |
123 |
0.7% |
94% |
True |
False |
24,684 |
60 |
17,279 |
16,143 |
1,136 |
6.6% |
110 |
0.6% |
94% |
True |
False |
16,462 |
80 |
17,279 |
16,143 |
1,136 |
6.6% |
94 |
0.5% |
94% |
True |
False |
12,349 |
100 |
17,279 |
16,143 |
1,136 |
6.6% |
83 |
0.5% |
94% |
True |
False |
9,879 |
120 |
17,279 |
15,825 |
1,454 |
8.4% |
75 |
0.4% |
95% |
True |
False |
8,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,742 |
2.618 |
17,564 |
1.618 |
17,455 |
1.000 |
17,388 |
0.618 |
17,346 |
HIGH |
17,279 |
0.618 |
17,237 |
0.500 |
17,225 |
0.382 |
17,212 |
LOW |
17,170 |
0.618 |
17,103 |
1.000 |
17,061 |
1.618 |
16,994 |
2.618 |
16,885 |
4.250 |
16,707 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,225 |
17,189 |
PP |
17,220 |
17,165 |
S1 |
17,216 |
17,142 |
|