Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,107.69 |
17,070.45 |
-37.24 |
-0.2% |
17,271.71 |
High |
17,107.69 |
17,145.10 |
37.41 |
0.2% |
17,277.88 |
Low |
16,934.43 |
17,017.11 |
82.68 |
0.5% |
16,945.80 |
Close |
17,071.22 |
17,042.90 |
-28.32 |
-0.2% |
17,113.15 |
Range |
173.26 |
127.99 |
-45.27 |
-26.1% |
332.08 |
ATR |
137.77 |
137.07 |
-0.70 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,452.34 |
17,375.61 |
17,113.29 |
|
R3 |
17,324.35 |
17,247.62 |
17,078.10 |
|
R2 |
17,196.36 |
17,196.36 |
17,066.36 |
|
R1 |
17,119.63 |
17,119.63 |
17,054.63 |
17,094.00 |
PP |
17,068.37 |
17,068.37 |
17,068.37 |
17,055.56 |
S1 |
16,991.64 |
16,991.64 |
17,031.17 |
16,966.01 |
S2 |
16,940.38 |
16,940.38 |
17,019.44 |
|
S3 |
16,812.39 |
16,863.65 |
17,007.70 |
|
S4 |
16,684.40 |
16,735.66 |
16,972.51 |
|
|
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% |
190.60 |
1.1% |
37% |
False |
False |
|
10 |
17,350.64 |
16,934.43 |
416.21 |
2.4% |
152.45 |
0.9% |
26% |
False |
False |
|
20 |
17,350.64 |
16,934.43 |
416.21 |
2.4% |
130.99 |
0.8% |
26% |
False |
False |
|
40 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
121.12 |
0.7% |
70% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
125.53 |
0.7% |
70% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
117.25 |
0.7% |
70% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
113.27 |
0.7% |
70% |
False |
False |
|
120 |
17,350.64 |
16,015.32 |
1,335.32 |
7.8% |
117.15 |
0.7% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,689.06 |
2.618 |
17,480.18 |
1.618 |
17,352.19 |
1.000 |
17,273.09 |
0.618 |
17,224.20 |
HIGH |
17,145.10 |
0.618 |
17,096.21 |
0.500 |
17,081.11 |
0.382 |
17,066.00 |
LOW |
17,017.11 |
0.618 |
16,938.01 |
1.000 |
16,889.12 |
1.618 |
16,810.02 |
2.618 |
16,682.03 |
4.250 |
16,473.15 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,081.11 |
17,042.36 |
PP |
17,068.37 |
17,041.83 |
S1 |
17,055.64 |
17,041.29 |
|