Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
16,902 |
17,039 |
137 |
0.8% |
17,200 |
High |
17,069 |
17,039 |
-30 |
-0.2% |
17,210 |
Low |
16,880 |
16,848 |
-32 |
-0.2% |
16,863 |
Close |
17,030 |
16,980 |
-50 |
-0.3% |
17,030 |
Range |
189 |
191 |
2 |
1.1% |
347 |
ATR |
147 |
150 |
3 |
2.2% |
0 |
Volume |
151,568 |
178,934 |
27,366 |
18.1% |
803,901 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,529 |
17,445 |
17,085 |
|
R3 |
17,338 |
17,254 |
17,033 |
|
R2 |
17,147 |
17,147 |
17,015 |
|
R1 |
17,063 |
17,063 |
16,998 |
17,010 |
PP |
16,956 |
16,956 |
16,956 |
16,929 |
S1 |
16,872 |
16,872 |
16,963 |
16,819 |
S2 |
16,765 |
16,765 |
16,945 |
|
S3 |
16,574 |
16,681 |
16,928 |
|
S4 |
16,383 |
16,490 |
16,875 |
|
|
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 |
17,149 |
16,848 |
301 |
1.8% |
213 |
1.3% |
44% |
False |
True |
167,000 |
10 |
17,279 |
16,848 |
431 |
2.5% |
177 |
1.0% |
31% |
False |
True |
160,922 |
20 |
17,279 |
16,839 |
440 |
2.6% |
146 |
0.9% |
32% |
False |
False |
98,213 |
40 |
17,279 |
16,143 |
1,136 |
6.7% |
129 |
0.8% |
74% |
False |
False |
49,252 |
60 |
17,279 |
16,143 |
1,136 |
6.7% |
123 |
0.7% |
74% |
False |
False |
32,841 |
80 |
17,279 |
16,143 |
1,136 |
6.7% |
107 |
0.6% |
74% |
False |
False |
24,634 |
100 |
17,279 |
16,143 |
1,136 |
6.7% |
92 |
0.5% |
74% |
False |
False |
19,707 |
120 |
17,279 |
15,825 |
1,454 |
8.6% |
83 |
0.5% |
79% |
False |
False |
16,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,851 |
2.618 |
17,539 |
1.618 |
17,348 |
1.000 |
17,230 |
0.618 |
17,157 |
HIGH |
17,039 |
0.618 |
16,966 |
0.500 |
16,944 |
0.382 |
16,921 |
LOW |
16,848 |
0.618 |
16,730 |
1.000 |
16,657 |
1.618 |
16,539 |
2.618 |
16,348 |
4.250 |
16,036 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,968 |
16,999 |
PP |
16,956 |
16,992 |
S1 |
16,944 |
16,986 |
|