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 |
17,056.64 |
17,204.86 |
148.22 |
0.9% |
16,988.76 |
High |
17,226.60 |
17,204.86 |
-21.74 |
-0.1% |
17,350.64 |
Low |
17,033.93 |
16,945.80 |
-88.13 |
-0.5% |
16,951.38 |
Close |
17,210.06 |
16,945.80 |
-264.26 |
-1.5% |
17,279.74 |
Range |
192.67 |
259.06 |
66.39 |
34.5% |
399.26 |
ATR |
119.04 |
129.41 |
10.37 |
8.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,809.33 |
17,636.63 |
17,088.28 |
|
R3 |
17,550.27 |
17,377.57 |
17,017.04 |
|
R2 |
17,291.21 |
17,291.21 |
16,993.29 |
|
R1 |
17,118.51 |
17,118.51 |
16,969.55 |
17,075.33 |
PP |
17,032.15 |
17,032.15 |
17,032.15 |
17,010.57 |
S1 |
16,859.45 |
16,859.45 |
16,922.05 |
16,816.27 |
S2 |
16,773.09 |
16,773.09 |
16,898.31 |
|
S3 |
16,514.03 |
16,600.39 |
16,874.56 |
|
S4 |
16,254.97 |
16,341.33 |
16,803.32 |
|
|
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 |
16,945.80 |
404.84 |
2.4% |
155.89 |
0.9% |
0% |
False |
True |
|
10 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
141.15 |
0.8% |
2% |
False |
False |
|
20 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
119.94 |
0.7% |
2% |
False |
False |
|
40 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
123.66 |
0.7% |
60% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
120.58 |
0.7% |
60% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
114.61 |
0.7% |
60% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
112.42 |
0.7% |
60% |
False |
False |
|
120 |
17,350.64 |
16,015.32 |
1,335.32 |
7.9% |
116.94 |
0.7% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,305.87 |
2.618 |
17,883.08 |
1.618 |
17,624.02 |
1.000 |
17,463.92 |
0.618 |
17,364.96 |
HIGH |
17,204.86 |
0.618 |
17,105.90 |
0.500 |
17,075.33 |
0.382 |
17,044.76 |
LOW |
16,945.80 |
0.618 |
16,785.70 |
1.000 |
16,686.74 |
1.618 |
16,526.64 |
2.618 |
16,267.58 |
4.250 |
15,844.80 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,075.33 |
17,086.20 |
PP |
17,032.15 |
17,039.40 |
S1 |
16,988.98 |
16,992.60 |
|