Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,130 |
16,902 |
-228 |
-1.3% |
17,200 |
High |
17,149 |
17,069 |
-80 |
-0.5% |
17,210 |
Low |
16,863 |
16,880 |
17 |
0.1% |
16,863 |
Close |
16,900 |
17,030 |
130 |
0.8% |
17,030 |
Range |
286 |
189 |
-97 |
-33.9% |
347 |
ATR |
143 |
147 |
3 |
2.3% |
0 |
Volume |
212,814 |
151,568 |
-61,246 |
-28.8% |
803,901 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,560 |
17,484 |
17,134 |
|
R3 |
17,371 |
17,295 |
17,082 |
|
R2 |
17,182 |
17,182 |
17,065 |
|
R1 |
17,106 |
17,106 |
17,047 |
17,144 |
PP |
16,993 |
16,993 |
16,993 |
17,012 |
S1 |
16,917 |
16,917 |
17,013 |
16,955 |
S2 |
16,804 |
16,804 |
16,995 |
|
S3 |
16,615 |
16,728 |
16,978 |
|
S4 |
16,426 |
16,539 |
16,926 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,075 |
17,900 |
17,221 |
|
R3 |
17,728 |
17,553 |
17,126 |
|
R2 |
17,381 |
17,381 |
17,094 |
|
R1 |
17,206 |
17,206 |
17,062 |
17,120 |
PP |
17,034 |
17,034 |
17,034 |
16,992 |
S1 |
16,859 |
16,859 |
16,998 |
16,773 |
S2 |
16,687 |
16,687 |
16,967 |
|
S3 |
16,340 |
16,512 |
16,935 |
|
S4 |
15,993 |
16,165 |
16,839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,210 |
16,863 |
347 |
2.0% |
203 |
1.2% |
48% |
False |
False |
160,780 |
10 |
17,279 |
16,839 |
440 |
2.6% |
171 |
1.0% |
43% |
False |
False |
158,244 |
20 |
17,279 |
16,839 |
440 |
2.6% |
142 |
0.8% |
43% |
False |
False |
89,280 |
40 |
17,279 |
16,143 |
1,136 |
6.7% |
129 |
0.8% |
78% |
False |
False |
44,779 |
60 |
17,279 |
16,143 |
1,136 |
6.7% |
120 |
0.7% |
78% |
False |
False |
29,859 |
80 |
17,279 |
16,143 |
1,136 |
6.7% |
105 |
0.6% |
78% |
False |
False |
22,397 |
100 |
17,279 |
16,143 |
1,136 |
6.7% |
91 |
0.5% |
78% |
False |
False |
17,918 |
120 |
17,279 |
15,825 |
1,454 |
8.5% |
82 |
0.5% |
83% |
False |
False |
14,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,872 |
2.618 |
17,564 |
1.618 |
17,375 |
1.000 |
17,258 |
0.618 |
17,186 |
HIGH |
17,069 |
0.618 |
16,997 |
0.500 |
16,975 |
0.382 |
16,952 |
LOW |
16,880 |
0.618 |
16,763 |
1.000 |
16,691 |
1.618 |
16,574 |
2.618 |
16,385 |
4.250 |
16,077 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,012 |
17,022 |
PP |
16,993 |
17,014 |
S1 |
16,975 |
17,006 |
|