Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,204.86 |
16,948.62 |
-256.24 |
-1.5% |
17,271.71 |
High |
17,204.86 |
17,148.15 |
-56.71 |
-0.3% |
17,277.88 |
Low |
16,945.80 |
16,948.11 |
2.31 |
0.0% |
16,945.80 |
Close |
16,945.80 |
17,113.15 |
167.35 |
1.0% |
17,113.15 |
Range |
259.06 |
200.04 |
-59.02 |
-22.8% |
332.08 |
ATR |
129.41 |
134.62 |
5.21 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,669.92 |
17,591.58 |
17,223.17 |
|
R3 |
17,469.88 |
17,391.54 |
17,168.16 |
|
R2 |
17,269.84 |
17,269.84 |
17,149.82 |
|
R1 |
17,191.50 |
17,191.50 |
17,131.49 |
17,230.67 |
PP |
17,069.80 |
17,069.80 |
17,069.80 |
17,089.39 |
S1 |
16,991.46 |
16,991.46 |
17,094.81 |
17,030.63 |
S2 |
16,869.76 |
16,869.76 |
17,076.48 |
|
S3 |
16,669.72 |
16,791.42 |
17,058.14 |
|
S4 |
16,469.68 |
16,591.38 |
17,003.13 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,108.52 |
17,942.91 |
17,295.79 |
|
R3 |
17,776.44 |
17,610.83 |
17,204.47 |
|
R2 |
17,444.36 |
17,444.36 |
17,174.03 |
|
R1 |
17,278.75 |
17,278.75 |
17,143.59 |
17,195.52 |
PP |
17,112.28 |
17,112.28 |
17,112.28 |
17,070.66 |
S1 |
16,946.67 |
16,946.67 |
17,082.71 |
16,863.44 |
S2 |
16,780.20 |
16,780.20 |
17,052.27 |
|
S3 |
16,448.12 |
16,614.59 |
17,021.83 |
|
S4 |
16,116.04 |
16,282.51 |
16,930.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,277.88 |
16,945.80 |
332.08 |
1.9% |
177.26 |
1.0% |
50% |
False |
False |
|
10 |
17,350.64 |
16,945.80 |
404.84 |
2.4% |
150.52 |
0.9% |
41% |
False |
False |
|
20 |
17,350.64 |
16,937.67 |
412.97 |
2.4% |
124.91 |
0.7% |
42% |
False |
False |
|
40 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
121.01 |
0.7% |
77% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
123.30 |
0.7% |
77% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
116.24 |
0.7% |
77% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
5.9% |
113.12 |
0.7% |
77% |
False |
False |
|
120 |
17,350.64 |
16,015.32 |
1,335.32 |
7.8% |
117.13 |
0.7% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,998.32 |
2.618 |
17,671.85 |
1.618 |
17,471.81 |
1.000 |
17,348.19 |
0.618 |
17,271.77 |
HIGH |
17,148.15 |
0.618 |
17,071.73 |
0.500 |
17,048.13 |
0.382 |
17,024.53 |
LOW |
16,948.11 |
0.618 |
16,824.49 |
1.000 |
16,748.07 |
1.618 |
16,624.45 |
2.618 |
16,424.41 |
4.250 |
16,097.94 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,091.48 |
17,104.17 |
PP |
17,069.80 |
17,095.18 |
S1 |
17,048.13 |
17,086.20 |
|