| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
15,815 |
15,660 |
-155 |
-1.0% |
15,450 |
| High |
15,830 |
15,935 |
105 |
0.7% |
15,855 |
| Low |
15,640 |
15,640 |
0 |
0.0% |
15,445 |
| Close |
15,670 |
15,930 |
260 |
1.7% |
15,685 |
| Range |
190 |
295 |
105 |
55.3% |
410 |
| ATR |
186 |
194 |
8 |
4.2% |
0 |
| Volume |
54,411 |
34,339 |
-20,072 |
-36.9% |
57,994 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,720 |
16,620 |
16,092 |
|
| R3 |
16,425 |
16,325 |
16,011 |
|
| R2 |
16,130 |
16,130 |
15,984 |
|
| R1 |
16,030 |
16,030 |
15,957 |
16,080 |
| PP |
15,835 |
15,835 |
15,835 |
15,860 |
| S1 |
15,735 |
15,735 |
15,903 |
15,785 |
| S2 |
15,540 |
15,540 |
15,876 |
|
| S3 |
15,245 |
15,440 |
15,849 |
|
| S4 |
14,950 |
15,145 |
15,768 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,892 |
16,698 |
15,911 |
|
| R3 |
16,482 |
16,288 |
15,798 |
|
| R2 |
16,072 |
16,072 |
15,760 |
|
| R1 |
15,878 |
15,878 |
15,723 |
15,975 |
| PP |
15,662 |
15,662 |
15,662 |
15,710 |
| S1 |
15,468 |
15,468 |
15,648 |
15,565 |
| S2 |
15,252 |
15,252 |
15,610 |
|
| S3 |
14,842 |
15,058 |
15,572 |
|
| S4 |
14,432 |
14,648 |
15,460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,935 |
15,565 |
370 |
2.3% |
211 |
1.3% |
99% |
True |
False |
27,932 |
| 10 |
15,935 |
15,350 |
585 |
3.7% |
200 |
1.3% |
99% |
True |
False |
19,719 |
| 20 |
15,935 |
15,115 |
820 |
5.1% |
174 |
1.1% |
99% |
True |
False |
14,585 |
| 40 |
15,935 |
14,675 |
1,260 |
7.9% |
194 |
1.2% |
100% |
True |
False |
13,950 |
| 60 |
15,935 |
14,675 |
1,260 |
7.9% |
194 |
1.2% |
100% |
True |
False |
13,135 |
| 80 |
15,935 |
13,985 |
1,950 |
12.2% |
197 |
1.2% |
100% |
True |
False |
11,420 |
| 100 |
15,935 |
13,985 |
1,950 |
12.2% |
173 |
1.1% |
100% |
True |
False |
9,138 |
| 120 |
15,935 |
13,970 |
1,965 |
12.3% |
154 |
1.0% |
100% |
True |
False |
7,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,189 |
|
2.618 |
16,707 |
|
1.618 |
16,412 |
|
1.000 |
16,230 |
|
0.618 |
16,117 |
|
HIGH |
15,935 |
|
0.618 |
15,822 |
|
0.500 |
15,788 |
|
0.382 |
15,753 |
|
LOW |
15,640 |
|
0.618 |
15,458 |
|
1.000 |
15,345 |
|
1.618 |
15,163 |
|
2.618 |
14,868 |
|
4.250 |
14,386 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,883 |
15,883 |
| PP |
15,835 |
15,835 |
| S1 |
15,788 |
15,788 |
|