Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,267.21 |
17,271.71 |
4.50 |
0.0% |
16,988.76 |
High |
17,350.64 |
17,277.88 |
-72.76 |
-0.4% |
17,350.64 |
Low |
17,257.46 |
17,159.36 |
-98.10 |
-0.6% |
16,951.38 |
Close |
17,279.74 |
17,172.68 |
-107.06 |
-0.6% |
17,279.74 |
Range |
93.18 |
118.52 |
25.34 |
27.2% |
399.26 |
ATR |
112.55 |
113.11 |
0.56 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,558.87 |
17,484.29 |
17,237.87 |
|
R3 |
17,440.35 |
17,365.77 |
17,205.27 |
|
R2 |
17,321.83 |
17,321.83 |
17,194.41 |
|
R1 |
17,247.25 |
17,247.25 |
17,183.54 |
17,225.28 |
PP |
17,203.31 |
17,203.31 |
17,203.31 |
17,192.32 |
S1 |
17,128.73 |
17,128.73 |
17,161.82 |
17,106.76 |
S2 |
17,084.79 |
17,084.79 |
17,150.95 |
|
S3 |
16,966.27 |
17,010.21 |
17,140.09 |
|
S4 |
16,847.75 |
16,891.69 |
17,107.49 |
|
|
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 |
16,985.55 |
365.09 |
2.1% |
127.39 |
0.7% |
51% |
False |
False |
|
10 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
114.13 |
0.7% |
57% |
False |
False |
|
20 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
103.11 |
0.6% |
57% |
False |
False |
|
40 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
120.34 |
0.7% |
82% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
116.59 |
0.7% |
82% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
109.93 |
0.6% |
82% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
110.56 |
0.6% |
82% |
False |
False |
|
120 |
17,350.64 |
16,015.32 |
1,335.32 |
7.8% |
115.52 |
0.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,781.59 |
2.618 |
17,588.17 |
1.618 |
17,469.65 |
1.000 |
17,396.40 |
0.618 |
17,351.13 |
HIGH |
17,277.88 |
0.618 |
17,232.61 |
0.500 |
17,218.62 |
0.382 |
17,204.63 |
LOW |
17,159.36 |
0.618 |
17,086.11 |
1.000 |
17,040.84 |
1.618 |
16,967.59 |
2.618 |
16,849.07 |
4.250 |
16,655.65 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,218.62 |
17,255.00 |
PP |
17,203.31 |
17,227.56 |
S1 |
17,187.99 |
17,200.12 |
|