Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
16,936 |
17,130 |
194 |
1.1% |
16,876 |
High |
17,149 |
17,149 |
0 |
0.0% |
17,279 |
Low |
16,936 |
16,863 |
-73 |
-0.4% |
16,839 |
Close |
17,139 |
16,900 |
-239 |
-1.4% |
17,212 |
Range |
213 |
286 |
73 |
34.3% |
440 |
ATR |
133 |
143 |
11 |
8.3% |
0 |
Volume |
141,362 |
212,814 |
71,452 |
50.5% |
778,539 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,829 |
17,650 |
17,057 |
|
R3 |
17,543 |
17,364 |
16,979 |
|
R2 |
17,257 |
17,257 |
16,953 |
|
R1 |
17,078 |
17,078 |
16,926 |
17,025 |
PP |
16,971 |
16,971 |
16,971 |
16,944 |
S1 |
16,792 |
16,792 |
16,874 |
16,739 |
S2 |
16,685 |
16,685 |
16,848 |
|
S3 |
16,399 |
16,506 |
16,821 |
|
S4 |
16,113 |
16,220 |
16,743 |
|
|
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 |
16,863 |
416 |
2.5% |
187 |
1.1% |
9% |
False |
True |
157,959 |
10 |
17,279 |
16,839 |
440 |
2.6% |
165 |
1.0% |
14% |
False |
False |
157,221 |
20 |
17,279 |
16,839 |
440 |
2.6% |
137 |
0.8% |
14% |
False |
False |
81,728 |
40 |
17,279 |
16,143 |
1,136 |
6.7% |
131 |
0.8% |
67% |
False |
False |
40,991 |
60 |
17,279 |
16,143 |
1,136 |
6.7% |
118 |
0.7% |
67% |
False |
False |
27,333 |
80 |
17,279 |
16,143 |
1,136 |
6.7% |
104 |
0.6% |
67% |
False |
False |
20,503 |
100 |
17,279 |
16,143 |
1,136 |
6.7% |
90 |
0.5% |
67% |
False |
False |
16,402 |
120 |
17,279 |
15,825 |
1,454 |
8.6% |
81 |
0.5% |
74% |
False |
False |
13,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,365 |
2.618 |
17,898 |
1.618 |
17,612 |
1.000 |
17,435 |
0.618 |
17,326 |
HIGH |
17,149 |
0.618 |
17,040 |
0.500 |
17,006 |
0.382 |
16,972 |
LOW |
16,863 |
0.618 |
16,686 |
1.000 |
16,577 |
1.618 |
16,400 |
2.618 |
16,114 |
4.250 |
15,648 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,006 |
17,006 |
PP |
16,971 |
16,971 |
S1 |
16,935 |
16,935 |
|