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 |
17,163.73 |
17,267.21 |
103.48 |
0.6% |
16,988.76 |
High |
17,275.37 |
17,350.64 |
75.27 |
0.4% |
17,350.64 |
Low |
17,163.73 |
17,257.46 |
93.73 |
0.5% |
16,951.38 |
Close |
17,265.99 |
17,279.74 |
13.75 |
0.1% |
17,279.74 |
Range |
111.64 |
93.18 |
-18.46 |
-16.5% |
399.26 |
ATR |
114.04 |
112.55 |
-1.49 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,575.49 |
17,520.79 |
17,330.99 |
|
R3 |
17,482.31 |
17,427.61 |
17,305.36 |
|
R2 |
17,389.13 |
17,389.13 |
17,296.82 |
|
R1 |
17,334.43 |
17,334.43 |
17,288.28 |
17,361.78 |
PP |
17,295.95 |
17,295.95 |
17,295.95 |
17,309.62 |
S1 |
17,241.25 |
17,241.25 |
17,271.20 |
17,268.60 |
S2 |
17,202.77 |
17,202.77 |
17,262.66 |
|
S3 |
17,109.59 |
17,148.07 |
17,254.12 |
|
S4 |
17,016.41 |
17,054.89 |
17,228.49 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,391.70 |
18,234.98 |
17,499.33 |
|
R3 |
17,992.44 |
17,835.72 |
17,389.54 |
|
R2 |
17,593.18 |
17,593.18 |
17,352.94 |
|
R1 |
17,436.46 |
17,436.46 |
17,316.34 |
17,514.82 |
PP |
17,193.92 |
17,193.92 |
17,193.92 |
17,233.10 |
S1 |
17,037.20 |
17,037.20 |
17,243.14 |
17,115.56 |
S2 |
16,794.66 |
16,794.66 |
17,206.54 |
|
S3 |
16,395.40 |
16,637.94 |
17,169.94 |
|
S4 |
15,996.14 |
16,238.68 |
17,060.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,350.64 |
16,951.38 |
399.26 |
2.3% |
123.78 |
0.7% |
82% |
True |
False |
|
10 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
108.15 |
0.6% |
83% |
True |
False |
|
20 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
101.17 |
0.6% |
83% |
True |
False |
|
40 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
121.54 |
0.7% |
93% |
True |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
116.72 |
0.7% |
93% |
True |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
109.43 |
0.6% |
93% |
True |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
110.19 |
0.6% |
93% |
True |
False |
|
120 |
17,350.64 |
16,015.32 |
1,335.32 |
7.7% |
115.43 |
0.7% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,746.66 |
2.618 |
17,594.59 |
1.618 |
17,501.41 |
1.000 |
17,443.82 |
0.618 |
17,408.23 |
HIGH |
17,350.64 |
0.618 |
17,315.05 |
0.500 |
17,304.05 |
0.382 |
17,293.05 |
LOW |
17,257.46 |
0.618 |
17,199.87 |
1.000 |
17,164.28 |
1.618 |
17,106.69 |
2.618 |
17,013.51 |
4.250 |
16,861.45 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,304.05 |
17,259.77 |
PP |
17,295.95 |
17,239.80 |
S1 |
17,287.84 |
17,219.83 |
|