Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,165.91 |
17,056.64 |
-109.27 |
-0.6% |
16,988.76 |
High |
17,171.88 |
17,226.60 |
54.72 |
0.3% |
17,350.64 |
Low |
17,055.87 |
17,033.93 |
-21.94 |
-0.1% |
16,951.38 |
Close |
17,055.87 |
17,210.06 |
154.19 |
0.9% |
17,279.74 |
Range |
116.01 |
192.67 |
76.66 |
66.1% |
399.26 |
ATR |
113.38 |
119.04 |
5.66 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,734.87 |
17,665.14 |
17,316.03 |
|
R3 |
17,542.20 |
17,472.47 |
17,263.04 |
|
R2 |
17,349.53 |
17,349.53 |
17,245.38 |
|
R1 |
17,279.80 |
17,279.80 |
17,227.72 |
17,314.67 |
PP |
17,156.86 |
17,156.86 |
17,156.86 |
17,174.30 |
S1 |
17,087.13 |
17,087.13 |
17,192.40 |
17,122.00 |
S2 |
16,964.19 |
16,964.19 |
17,174.74 |
|
S3 |
16,771.52 |
16,894.46 |
17,157.08 |
|
S4 |
16,578.85 |
16,701.79 |
17,104.09 |
|
|
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 |
17,033.93 |
316.71 |
1.8% |
126.40 |
0.7% |
56% |
False |
True |
|
10 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
122.60 |
0.7% |
66% |
False |
False |
|
20 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
109.19 |
0.6% |
66% |
False |
False |
|
40 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
121.36 |
0.7% |
86% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
119.10 |
0.7% |
86% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
111.95 |
0.7% |
86% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
111.54 |
0.6% |
86% |
False |
False |
|
120 |
17,350.64 |
16,015.32 |
1,335.32 |
7.8% |
116.77 |
0.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,045.45 |
2.618 |
17,731.01 |
1.618 |
17,538.34 |
1.000 |
17,419.27 |
0.618 |
17,345.67 |
HIGH |
17,226.60 |
0.618 |
17,153.00 |
0.500 |
17,130.27 |
0.382 |
17,107.53 |
LOW |
17,033.93 |
0.618 |
16,914.86 |
1.000 |
16,841.26 |
1.618 |
16,722.19 |
2.618 |
16,529.52 |
4.250 |
16,215.08 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,183.46 |
17,192.01 |
PP |
17,156.86 |
17,173.96 |
S1 |
17,130.27 |
17,155.91 |
|