Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,200 |
17,200 |
0 |
0.0% |
16,876 |
High |
17,279 |
17,210 |
-69 |
-0.4% |
17,279 |
Low |
17,170 |
17,069 |
-101 |
-0.6% |
16,839 |
Close |
17,212 |
17,099 |
-113 |
-0.7% |
17,212 |
Range |
109 |
141 |
32 |
29.4% |
440 |
ATR |
120 |
122 |
2 |
1.3% |
0 |
Volume |
137,462 |
147,834 |
10,372 |
7.5% |
778,539 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,549 |
17,465 |
17,177 |
|
R3 |
17,408 |
17,324 |
17,138 |
|
R2 |
17,267 |
17,267 |
17,125 |
|
R1 |
17,183 |
17,183 |
17,112 |
17,155 |
PP |
17,126 |
17,126 |
17,126 |
17,112 |
S1 |
17,042 |
17,042 |
17,086 |
17,014 |
S2 |
16,985 |
16,985 |
17,073 |
|
S3 |
16,844 |
16,901 |
17,060 |
|
S4 |
16,703 |
16,760 |
17,022 |
|
|
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 |
16,890 |
389 |
2.3% |
142 |
0.8% |
54% |
False |
False |
154,844 |
10 |
17,279 |
16,839 |
440 |
2.6% |
130 |
0.8% |
59% |
False |
False |
112,107 |
20 |
17,279 |
16,839 |
440 |
2.6% |
115 |
0.7% |
59% |
False |
False |
56,594 |
40 |
17,279 |
16,143 |
1,136 |
6.6% |
123 |
0.7% |
84% |
False |
False |
28,380 |
60 |
17,279 |
16,143 |
1,136 |
6.6% |
111 |
0.7% |
84% |
False |
False |
18,925 |
80 |
17,279 |
16,143 |
1,136 |
6.6% |
95 |
0.6% |
84% |
False |
False |
14,196 |
100 |
17,279 |
16,143 |
1,136 |
6.6% |
84 |
0.5% |
84% |
False |
False |
11,358 |
120 |
17,279 |
15,825 |
1,454 |
8.5% |
76 |
0.4% |
88% |
False |
False |
9,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,809 |
2.618 |
17,579 |
1.618 |
17,438 |
1.000 |
17,351 |
0.618 |
17,297 |
HIGH |
17,210 |
0.618 |
17,156 |
0.500 |
17,140 |
0.382 |
17,123 |
LOW |
17,069 |
0.618 |
16,982 |
1.000 |
16,928 |
1.618 |
16,841 |
2.618 |
16,700 |
4.250 |
16,470 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,140 |
17,174 |
PP |
17,126 |
17,149 |
S1 |
17,113 |
17,124 |
|