| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
17,168 |
17,275 |
107 |
0.6% |
16,958 |
| High |
17,291 |
17,369 |
78 |
0.5% |
17,369 |
| Low |
17,155 |
17,275 |
120 |
0.7% |
16,925 |
| Close |
17,260 |
17,369 |
109 |
0.6% |
17,369 |
| Range |
136 |
94 |
-42 |
-30.9% |
444 |
| ATR |
127 |
126 |
-1 |
-1.0% |
0 |
| Volume |
24,547 |
3,417 |
-21,130 |
-86.1% |
177,780 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,620 |
17,588 |
17,421 |
|
| R3 |
17,526 |
17,494 |
17,395 |
|
| R2 |
17,432 |
17,432 |
17,386 |
|
| R1 |
17,400 |
17,400 |
17,378 |
17,416 |
| PP |
17,338 |
17,338 |
17,338 |
17,346 |
| S1 |
17,306 |
17,306 |
17,361 |
17,322 |
| S2 |
17,244 |
17,244 |
17,352 |
|
| S3 |
17,150 |
17,212 |
17,343 |
|
| S4 |
17,056 |
17,118 |
17,317 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,553 |
18,405 |
17,613 |
|
| R3 |
18,109 |
17,961 |
17,491 |
|
| R2 |
17,665 |
17,665 |
17,451 |
|
| R1 |
17,517 |
17,517 |
17,410 |
17,591 |
| PP |
17,221 |
17,221 |
17,221 |
17,258 |
| S1 |
17,073 |
17,073 |
17,328 |
17,147 |
| S2 |
16,777 |
16,777 |
17,288 |
|
| S3 |
16,333 |
16,629 |
17,247 |
|
| S4 |
15,889 |
16,185 |
17,125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,369 |
16,925 |
444 |
2.6% |
135 |
0.8% |
100% |
True |
False |
35,556 |
| 10 |
17,369 |
16,925 |
444 |
2.6% |
121 |
0.7% |
100% |
True |
False |
82,107 |
| 20 |
17,369 |
16,925 |
444 |
2.6% |
113 |
0.6% |
100% |
True |
False |
94,290 |
| 40 |
17,369 |
16,208 |
1,161 |
6.7% |
137 |
0.8% |
100% |
True |
False |
123,062 |
| 60 |
17,369 |
16,208 |
1,161 |
6.7% |
131 |
0.8% |
100% |
True |
False |
123,621 |
| 80 |
17,369 |
16,208 |
1,161 |
6.7% |
123 |
0.7% |
100% |
True |
False |
106,961 |
| 100 |
17,369 |
16,208 |
1,161 |
6.7% |
120 |
0.7% |
100% |
True |
False |
85,578 |
| 120 |
17,369 |
15,888 |
1,481 |
8.5% |
118 |
0.7% |
100% |
True |
False |
71,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,769 |
|
2.618 |
17,615 |
|
1.618 |
17,521 |
|
1.000 |
17,463 |
|
0.618 |
17,427 |
|
HIGH |
17,369 |
|
0.618 |
17,333 |
|
0.500 |
17,322 |
|
0.382 |
17,311 |
|
LOW |
17,275 |
|
0.618 |
17,217 |
|
1.000 |
17,181 |
|
1.618 |
17,123 |
|
2.618 |
17,029 |
|
4.250 |
16,876 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,353 |
17,322 |
| PP |
17,338 |
17,275 |
| S1 |
17,322 |
17,229 |
|