Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,084 |
16,936 |
-148 |
-0.9% |
16,876 |
High |
17,111 |
17,149 |
38 |
0.2% |
17,279 |
Low |
16,928 |
16,936 |
8 |
0.0% |
16,839 |
Close |
16,963 |
17,139 |
176 |
1.0% |
17,212 |
Range |
183 |
213 |
30 |
16.4% |
440 |
ATR |
126 |
133 |
6 |
4.9% |
0 |
Volume |
150,323 |
141,362 |
-8,961 |
-6.0% |
778,539 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,714 |
17,639 |
17,256 |
|
R3 |
17,501 |
17,426 |
17,198 |
|
R2 |
17,288 |
17,288 |
17,178 |
|
R1 |
17,213 |
17,213 |
17,159 |
17,251 |
PP |
17,075 |
17,075 |
17,075 |
17,093 |
S1 |
17,000 |
17,000 |
17,120 |
17,038 |
S2 |
16,862 |
16,862 |
17,100 |
|
S3 |
16,649 |
16,787 |
17,081 |
|
S4 |
16,436 |
16,574 |
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 |
16,928 |
351 |
2.0% |
157 |
0.9% |
60% |
False |
False |
140,014 |
10 |
17,279 |
16,839 |
440 |
2.6% |
146 |
0.9% |
68% |
False |
False |
139,929 |
20 |
17,279 |
16,839 |
440 |
2.6% |
124 |
0.7% |
68% |
False |
False |
71,122 |
40 |
17,279 |
16,143 |
1,136 |
6.6% |
126 |
0.7% |
88% |
False |
False |
35,671 |
60 |
17,279 |
16,143 |
1,136 |
6.6% |
116 |
0.7% |
88% |
False |
False |
23,787 |
80 |
17,279 |
16,143 |
1,136 |
6.6% |
100 |
0.6% |
88% |
False |
False |
17,842 |
100 |
17,279 |
16,143 |
1,136 |
6.6% |
88 |
0.5% |
88% |
False |
False |
14,274 |
120 |
17,279 |
15,825 |
1,454 |
8.5% |
79 |
0.5% |
90% |
False |
False |
11,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,054 |
2.618 |
17,707 |
1.618 |
17,494 |
1.000 |
17,362 |
0.618 |
17,281 |
HIGH |
17,149 |
0.618 |
17,068 |
0.500 |
17,043 |
0.382 |
17,017 |
LOW |
16,936 |
0.618 |
16,804 |
1.000 |
16,723 |
1.618 |
16,591 |
2.618 |
16,378 |
4.250 |
16,031 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,107 |
17,116 |
PP |
17,075 |
17,092 |
S1 |
17,043 |
17,069 |
|