| 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 |
17,100 |
17,031 |
-69 |
-0.4% |
17,076 |
| High |
17,122 |
17,077 |
-45 |
-0.3% |
17,154 |
| Low |
16,985 |
16,967 |
-18 |
-0.1% |
16,997 |
| Close |
17,034 |
17,058 |
24 |
0.1% |
17,117 |
| Range |
137 |
110 |
-27 |
-19.7% |
157 |
| ATR |
123 |
122 |
-1 |
-0.7% |
0 |
| Volume |
161,367 |
137,893 |
-23,474 |
-14.5% |
528,516 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,364 |
17,321 |
17,119 |
|
| R3 |
17,254 |
17,211 |
17,088 |
|
| R2 |
17,144 |
17,144 |
17,078 |
|
| R1 |
17,101 |
17,101 |
17,068 |
17,123 |
| PP |
17,034 |
17,034 |
17,034 |
17,045 |
| S1 |
16,991 |
16,991 |
17,048 |
17,013 |
| S2 |
16,924 |
16,924 |
17,038 |
|
| S3 |
16,814 |
16,881 |
17,028 |
|
| S4 |
16,704 |
16,771 |
16,998 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,560 |
17,496 |
17,203 |
|
| R3 |
17,403 |
17,339 |
17,160 |
|
| R2 |
17,246 |
17,246 |
17,146 |
|
| R1 |
17,182 |
17,182 |
17,132 |
17,214 |
| PP |
17,089 |
17,089 |
17,089 |
17,106 |
| S1 |
17,025 |
17,025 |
17,103 |
17,057 |
| S2 |
16,932 |
16,932 |
17,088 |
|
| S3 |
16,775 |
16,868 |
17,074 |
|
| S4 |
16,618 |
16,711 |
17,031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,154 |
16,967 |
187 |
1.1% |
116 |
0.7% |
49% |
False |
True |
140,558 |
| 10 |
17,154 |
16,967 |
187 |
1.1% |
107 |
0.6% |
49% |
False |
True |
120,385 |
| 20 |
17,154 |
16,519 |
635 |
3.7% |
113 |
0.7% |
85% |
False |
False |
111,057 |
| 40 |
17,154 |
16,208 |
946 |
5.5% |
136 |
0.8% |
90% |
False |
False |
137,087 |
| 60 |
17,154 |
16,208 |
946 |
5.5% |
129 |
0.8% |
90% |
False |
False |
131,115 |
| 80 |
17,154 |
16,208 |
946 |
5.5% |
121 |
0.7% |
90% |
False |
False |
101,809 |
| 100 |
17,154 |
16,208 |
946 |
5.5% |
116 |
0.7% |
90% |
False |
False |
81,451 |
| 120 |
17,154 |
15,888 |
1,266 |
7.4% |
116 |
0.7% |
92% |
False |
False |
67,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,545 |
|
2.618 |
17,365 |
|
1.618 |
17,255 |
|
1.000 |
17,187 |
|
0.618 |
17,145 |
|
HIGH |
17,077 |
|
0.618 |
17,035 |
|
0.500 |
17,022 |
|
0.382 |
17,009 |
|
LOW |
16,967 |
|
0.618 |
16,899 |
|
1.000 |
16,857 |
|
1.618 |
16,789 |
|
2.618 |
16,679 |
|
4.250 |
16,500 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,046 |
17,055 |
| PP |
17,034 |
17,052 |
| S1 |
17,022 |
17,049 |
|