Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,271.71 |
17,165.91 |
-105.80 |
-0.6% |
16,988.76 |
High |
17,277.88 |
17,171.88 |
-106.00 |
-0.6% |
17,350.64 |
Low |
17,159.36 |
17,055.87 |
-103.49 |
-0.6% |
16,951.38 |
Close |
17,172.68 |
17,055.87 |
-116.81 |
-0.7% |
17,279.74 |
Range |
118.52 |
116.01 |
-2.51 |
-2.1% |
399.26 |
ATR |
113.11 |
113.38 |
0.26 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,442.57 |
17,365.23 |
17,119.68 |
|
R3 |
17,326.56 |
17,249.22 |
17,087.77 |
|
R2 |
17,210.55 |
17,210.55 |
17,077.14 |
|
R1 |
17,133.21 |
17,133.21 |
17,066.50 |
17,113.88 |
PP |
17,094.54 |
17,094.54 |
17,094.54 |
17,084.87 |
S1 |
17,017.20 |
17,017.20 |
17,045.24 |
16,997.87 |
S2 |
16,978.53 |
16,978.53 |
17,034.60 |
|
S3 |
16,862.52 |
16,901.19 |
17,023.97 |
|
S4 |
16,746.51 |
16,785.18 |
16,992.06 |
|
|
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 |
17,055.87 |
294.77 |
1.7% |
114.29 |
0.7% |
0% |
False |
True |
|
10 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
113.90 |
0.7% |
29% |
False |
False |
|
20 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
103.26 |
0.6% |
29% |
False |
False |
|
40 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
120.15 |
0.7% |
71% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
117.04 |
0.7% |
71% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
110.48 |
0.6% |
71% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
110.93 |
0.7% |
71% |
False |
False |
|
120 |
17,350.64 |
16,015.32 |
1,335.32 |
7.8% |
115.80 |
0.7% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,664.92 |
2.618 |
17,475.59 |
1.618 |
17,359.58 |
1.000 |
17,287.89 |
0.618 |
17,243.57 |
HIGH |
17,171.88 |
0.618 |
17,127.56 |
0.500 |
17,113.88 |
0.382 |
17,100.19 |
LOW |
17,055.87 |
0.618 |
16,984.18 |
1.000 |
16,939.86 |
1.618 |
16,868.17 |
2.618 |
16,752.16 |
4.250 |
16,562.83 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,113.88 |
17,203.26 |
PP |
17,094.54 |
17,154.13 |
S1 |
17,075.21 |
17,105.00 |
|