| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
17,038 |
17,142 |
104 |
0.6% |
17,120 |
| High |
17,165 |
17,217 |
52 |
0.3% |
17,130 |
| Low |
16,977 |
17,088 |
111 |
0.7% |
16,935 |
| Close |
17,137 |
17,152 |
15 |
0.1% |
16,991 |
| Range |
188 |
129 |
-59 |
-31.4% |
195 |
| ATR |
126 |
126 |
0 |
0.2% |
0 |
| Volume |
56,777 |
43,888 |
-12,889 |
-22.7% |
643,299 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,539 |
17,475 |
17,223 |
|
| R3 |
17,410 |
17,346 |
17,188 |
|
| R2 |
17,281 |
17,281 |
17,176 |
|
| R1 |
17,217 |
17,217 |
17,164 |
17,249 |
| PP |
17,152 |
17,152 |
17,152 |
17,169 |
| S1 |
17,088 |
17,088 |
17,140 |
17,120 |
| S2 |
17,023 |
17,023 |
17,128 |
|
| S3 |
16,894 |
16,959 |
17,117 |
|
| S4 |
16,765 |
16,830 |
17,081 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,604 |
17,492 |
17,098 |
|
| R3 |
17,409 |
17,297 |
17,045 |
|
| R2 |
17,214 |
17,214 |
17,027 |
|
| R1 |
17,102 |
17,102 |
17,009 |
17,061 |
| PP |
17,019 |
17,019 |
17,019 |
16,998 |
| S1 |
16,907 |
16,907 |
16,973 |
16,866 |
| S2 |
16,824 |
16,824 |
16,955 |
|
| S3 |
16,629 |
16,712 |
16,938 |
|
| S4 |
16,434 |
16,517 |
16,884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,217 |
16,925 |
292 |
1.7% |
134 |
0.8% |
78% |
True |
False |
76,964 |
| 10 |
17,217 |
16,925 |
292 |
1.7% |
125 |
0.7% |
78% |
True |
False |
108,761 |
| 20 |
17,217 |
16,855 |
362 |
2.1% |
113 |
0.7% |
82% |
True |
False |
102,140 |
| 40 |
17,217 |
16,208 |
1,009 |
5.9% |
136 |
0.8% |
94% |
True |
False |
128,181 |
| 60 |
17,217 |
16,208 |
1,009 |
5.9% |
132 |
0.8% |
94% |
True |
False |
127,698 |
| 80 |
17,217 |
16,208 |
1,009 |
5.9% |
122 |
0.7% |
94% |
True |
False |
106,614 |
| 100 |
17,217 |
16,208 |
1,009 |
5.9% |
120 |
0.7% |
94% |
True |
False |
85,299 |
| 120 |
17,217 |
15,888 |
1,329 |
7.7% |
117 |
0.7% |
95% |
True |
False |
71,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,765 |
|
2.618 |
17,555 |
|
1.618 |
17,426 |
|
1.000 |
17,346 |
|
0.618 |
17,297 |
|
HIGH |
17,217 |
|
0.618 |
17,168 |
|
0.500 |
17,153 |
|
0.382 |
17,137 |
|
LOW |
17,088 |
|
0.618 |
17,008 |
|
1.000 |
16,959 |
|
1.618 |
16,879 |
|
2.618 |
16,750 |
|
4.250 |
16,540 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,153 |
17,125 |
| PP |
17,152 |
17,098 |
| S1 |
17,152 |
17,071 |
|