Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,039 |
16,980 |
-59 |
-0.3% |
17,200 |
High |
17,039 |
17,063 |
24 |
0.1% |
17,210 |
Low |
16,848 |
16,930 |
82 |
0.5% |
16,863 |
Close |
16,980 |
16,965 |
-15 |
-0.1% |
17,030 |
Range |
191 |
133 |
-58 |
-30.4% |
347 |
ATR |
150 |
149 |
-1 |
-0.8% |
0 |
Volume |
178,934 |
161,891 |
-17,043 |
-9.5% |
803,901 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,385 |
17,308 |
17,038 |
|
R3 |
17,252 |
17,175 |
17,002 |
|
R2 |
17,119 |
17,119 |
16,990 |
|
R1 |
17,042 |
17,042 |
16,977 |
17,014 |
PP |
16,986 |
16,986 |
16,986 |
16,972 |
S1 |
16,909 |
16,909 |
16,953 |
16,881 |
S2 |
16,853 |
16,853 |
16,941 |
|
S3 |
16,720 |
16,776 |
16,929 |
|
S4 |
16,587 |
16,643 |
16,892 |
|
|
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% |
203 |
1.2% |
39% |
False |
False |
169,313 |
10 |
17,279 |
16,848 |
431 |
2.5% |
171 |
1.0% |
27% |
False |
False |
159,422 |
20 |
17,279 |
16,839 |
440 |
2.6% |
146 |
0.9% |
29% |
False |
False |
106,218 |
40 |
17,279 |
16,143 |
1,136 |
6.7% |
130 |
0.8% |
72% |
False |
False |
53,297 |
60 |
17,279 |
16,143 |
1,136 |
6.7% |
124 |
0.7% |
72% |
False |
False |
35,539 |
80 |
17,279 |
16,143 |
1,136 |
6.7% |
109 |
0.6% |
72% |
False |
False |
26,657 |
100 |
17,279 |
16,143 |
1,136 |
6.7% |
93 |
0.5% |
72% |
False |
False |
21,326 |
120 |
17,279 |
15,825 |
1,454 |
8.6% |
83 |
0.5% |
78% |
False |
False |
17,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,628 |
2.618 |
17,411 |
1.618 |
17,278 |
1.000 |
17,196 |
0.618 |
17,145 |
HIGH |
17,063 |
0.618 |
17,012 |
0.500 |
16,997 |
0.382 |
16,981 |
LOW |
16,930 |
0.618 |
16,848 |
1.000 |
16,797 |
1.618 |
16,715 |
2.618 |
16,582 |
4.250 |
16,365 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,997 |
16,963 |
PP |
16,986 |
16,961 |
S1 |
16,976 |
16,959 |
|