Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
16,948.62 |
17,107.69 |
159.07 |
0.9% |
17,271.71 |
High |
17,148.15 |
17,107.69 |
-40.46 |
-0.2% |
17,277.88 |
Low |
16,948.11 |
16,934.43 |
-13.68 |
-0.1% |
16,945.80 |
Close |
17,113.15 |
17,071.22 |
-41.93 |
-0.2% |
17,113.15 |
Range |
200.04 |
173.26 |
-26.78 |
-13.4% |
332.08 |
ATR |
134.62 |
137.77 |
3.15 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,557.56 |
17,487.65 |
17,166.51 |
|
R3 |
17,384.30 |
17,314.39 |
17,118.87 |
|
R2 |
17,211.04 |
17,211.04 |
17,102.98 |
|
R1 |
17,141.13 |
17,141.13 |
17,087.10 |
17,089.46 |
PP |
17,037.78 |
17,037.78 |
17,037.78 |
17,011.94 |
S1 |
16,967.87 |
16,967.87 |
17,055.34 |
16,916.20 |
S2 |
16,864.52 |
16,864.52 |
17,039.46 |
|
S3 |
16,691.26 |
16,794.61 |
17,023.57 |
|
S4 |
16,518.00 |
16,621.35 |
16,975.93 |
|
|
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 |
17,226.60 |
16,934.43 |
292.17 |
1.7% |
188.21 |
1.1% |
47% |
False |
True |
|
10 |
17,350.64 |
16,934.43 |
416.21 |
2.4% |
157.80 |
0.9% |
33% |
False |
True |
|
20 |
17,350.64 |
16,934.43 |
416.21 |
2.4% |
129.82 |
0.8% |
33% |
False |
True |
|
40 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
121.65 |
0.7% |
73% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
124.59 |
0.7% |
73% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
116.71 |
0.7% |
73% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
113.20 |
0.7% |
73% |
False |
False |
|
120 |
17,350.64 |
16,015.32 |
1,335.32 |
7.8% |
117.60 |
0.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,844.05 |
2.618 |
17,561.28 |
1.618 |
17,388.02 |
1.000 |
17,280.95 |
0.618 |
17,214.76 |
HIGH |
17,107.69 |
0.618 |
17,041.50 |
0.500 |
17,021.06 |
0.382 |
17,000.62 |
LOW |
16,934.43 |
0.618 |
16,827.36 |
1.000 |
16,761.17 |
1.618 |
16,654.10 |
2.618 |
16,480.84 |
4.250 |
16,198.08 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,054.50 |
17,070.70 |
PP |
17,037.78 |
17,070.17 |
S1 |
17,021.06 |
17,069.65 |
|