Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
198.04 |
199.04 |
1.00 |
0.5% |
199.16 |
High |
199.69 |
199.05 |
-0.64 |
-0.3% |
201.90 |
Low |
197.52 |
196.27 |
-1.25 |
-0.6% |
198.38 |
Close |
199.56 |
196.34 |
-3.22 |
-1.6% |
200.70 |
Range |
2.17 |
2.78 |
0.61 |
28.1% |
3.52 |
ATR |
1.54 |
1.66 |
0.13 |
8.2% |
0.00 |
Volume |
107,275,602 |
150,300,000 |
43,024,398 |
40.1% |
560,507,305 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
205.56 |
203.73 |
197.87 |
|
R3 |
202.78 |
200.95 |
197.10 |
|
R2 |
200.00 |
200.00 |
196.85 |
|
R1 |
198.17 |
198.17 |
196.59 |
197.70 |
PP |
197.22 |
197.22 |
197.22 |
196.98 |
S1 |
195.39 |
195.39 |
196.09 |
194.92 |
S2 |
194.44 |
194.44 |
195.83 |
|
S3 |
191.66 |
192.61 |
195.58 |
|
S4 |
188.88 |
189.83 |
194.81 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
210.89 |
209.31 |
202.64 |
|
R3 |
207.37 |
205.79 |
201.67 |
|
R2 |
203.85 |
203.85 |
201.35 |
|
R1 |
202.27 |
202.27 |
201.02 |
203.06 |
PP |
200.33 |
200.33 |
200.33 |
200.72 |
S1 |
198.75 |
198.75 |
200.38 |
199.54 |
S2 |
196.81 |
196.81 |
200.05 |
|
S3 |
193.29 |
195.23 |
199.73 |
|
S4 |
189.77 |
191.71 |
198.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
201.90 |
196.27 |
5.63 |
2.9% |
1.90 |
1.0% |
1% |
False |
True |
123,234,140 |
10 |
201.90 |
196.27 |
5.63 |
2.9% |
1.70 |
0.9% |
1% |
False |
True |
117,250,730 |
20 |
201.90 |
196.27 |
5.63 |
2.9% |
1.52 |
0.8% |
1% |
False |
True |
95,042,789 |
40 |
201.90 |
190.55 |
11.35 |
5.8% |
1.51 |
0.8% |
51% |
False |
False |
94,749,529 |
60 |
201.90 |
190.55 |
11.35 |
5.8% |
1.40 |
0.7% |
51% |
False |
False |
90,164,990 |
80 |
201.90 |
190.55 |
11.35 |
5.8% |
1.33 |
0.7% |
51% |
False |
False |
88,075,327 |
100 |
201.90 |
186.01 |
15.89 |
8.1% |
1.31 |
0.7% |
65% |
False |
False |
86,888,615 |
120 |
201.90 |
181.31 |
20.59 |
10.5% |
1.39 |
0.7% |
73% |
False |
False |
90,725,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
210.87 |
2.618 |
206.33 |
1.618 |
203.55 |
1.000 |
201.83 |
0.618 |
200.77 |
HIGH |
199.05 |
0.618 |
197.99 |
0.500 |
197.66 |
0.382 |
197.33 |
LOW |
196.27 |
0.618 |
194.55 |
1.000 |
193.49 |
1.618 |
191.77 |
2.618 |
188.99 |
4.250 |
184.46 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
197.66 |
197.98 |
PP |
197.22 |
197.43 |
S1 |
196.78 |
196.89 |
|