Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,200 |
17,084 |
-116 |
-0.7% |
16,876 |
High |
17,210 |
17,111 |
-99 |
-0.6% |
17,279 |
Low |
17,069 |
16,928 |
-141 |
-0.8% |
16,839 |
Close |
17,099 |
16,963 |
-136 |
-0.8% |
17,212 |
Range |
141 |
183 |
42 |
29.8% |
440 |
ATR |
122 |
126 |
4 |
3.6% |
0 |
Volume |
147,834 |
150,323 |
2,489 |
1.7% |
778,539 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,550 |
17,439 |
17,064 |
|
R3 |
17,367 |
17,256 |
17,013 |
|
R2 |
17,184 |
17,184 |
16,997 |
|
R1 |
17,073 |
17,073 |
16,980 |
17,037 |
PP |
17,001 |
17,001 |
17,001 |
16,983 |
S1 |
16,890 |
16,890 |
16,946 |
16,854 |
S2 |
16,818 |
16,818 |
16,930 |
|
S3 |
16,635 |
16,707 |
16,913 |
|
S4 |
16,452 |
16,524 |
16,862 |
|
|
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 |
16,928 |
351 |
2.1% |
140 |
0.8% |
10% |
False |
True |
149,530 |
10 |
17,279 |
16,839 |
440 |
2.6% |
136 |
0.8% |
28% |
False |
False |
126,726 |
20 |
17,279 |
16,839 |
440 |
2.6% |
118 |
0.7% |
28% |
False |
False |
64,088 |
40 |
17,279 |
16,143 |
1,136 |
6.7% |
125 |
0.7% |
72% |
False |
False |
32,137 |
60 |
17,279 |
16,143 |
1,136 |
6.7% |
114 |
0.7% |
72% |
False |
False |
21,431 |
80 |
17,279 |
16,143 |
1,136 |
6.7% |
98 |
0.6% |
72% |
False |
False |
16,075 |
100 |
17,279 |
16,143 |
1,136 |
6.7% |
86 |
0.5% |
72% |
False |
False |
12,861 |
120 |
17,279 |
15,825 |
1,454 |
8.6% |
78 |
0.5% |
78% |
False |
False |
10,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,889 |
2.618 |
17,590 |
1.618 |
17,407 |
1.000 |
17,294 |
0.618 |
17,224 |
HIGH |
17,111 |
0.618 |
17,041 |
0.500 |
17,020 |
0.382 |
16,998 |
LOW |
16,928 |
0.618 |
16,815 |
1.000 |
16,745 |
1.618 |
16,632 |
2.618 |
16,449 |
4.250 |
16,150 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,020 |
17,104 |
PP |
17,001 |
17,057 |
S1 |
16,982 |
17,010 |
|