Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,457.0 |
5,403.0 |
-54.0 |
-1.0% |
5,593.0 |
High |
5,467.0 |
5,423.0 |
-44.0 |
-0.8% |
5,607.0 |
Low |
5,399.0 |
5,395.0 |
-4.0 |
-0.1% |
5,509.0 |
Close |
5,402.0 |
5,421.0 |
19.0 |
0.4% |
5,538.0 |
Range |
68.0 |
28.0 |
-40.0 |
-58.8% |
98.0 |
ATR |
45.6 |
44.4 |
-1.3 |
-2.8% |
0.0 |
Volume |
96,170 |
2,834 |
-93,336 |
-97.1% |
129,469 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,497.0 |
5,487.0 |
5,436.4 |
|
R3 |
5,469.0 |
5,459.0 |
5,428.7 |
|
R2 |
5,441.0 |
5,441.0 |
5,426.1 |
|
R1 |
5,431.0 |
5,431.0 |
5,423.6 |
5,436.0 |
PP |
5,413.0 |
5,413.0 |
5,413.0 |
5,415.5 |
S1 |
5,403.0 |
5,403.0 |
5,418.4 |
5,408.0 |
S2 |
5,385.0 |
5,385.0 |
5,415.9 |
|
S3 |
5,357.0 |
5,375.0 |
5,413.3 |
|
S4 |
5,329.0 |
5,347.0 |
5,405.6 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,845.3 |
5,789.7 |
5,591.9 |
|
R3 |
5,747.3 |
5,691.7 |
5,565.0 |
|
R2 |
5,649.3 |
5,649.3 |
5,556.0 |
|
R1 |
5,593.7 |
5,593.7 |
5,547.0 |
5,572.5 |
PP |
5,551.3 |
5,551.3 |
5,551.3 |
5,540.8 |
S1 |
5,495.7 |
5,495.7 |
5,529.0 |
5,474.5 |
S2 |
5,453.3 |
5,453.3 |
5,520.0 |
|
S3 |
5,355.3 |
5,397.7 |
5,511.1 |
|
S4 |
5,257.3 |
5,299.7 |
5,484.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,550.0 |
5,395.0 |
155.0 |
2.9% |
44.6 |
0.8% |
17% |
False |
True |
68,261 |
10 |
5,630.0 |
5,395.0 |
235.0 |
4.3% |
43.7 |
0.8% |
11% |
False |
True |
45,948 |
20 |
5,670.0 |
5,395.0 |
275.0 |
5.1% |
37.0 |
0.7% |
9% |
False |
True |
32,018 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.6% |
37.4 |
0.7% |
18% |
False |
False |
28,211 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
38.3 |
0.7% |
27% |
False |
False |
26,448 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
37.3 |
0.7% |
27% |
False |
False |
25,413 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
32.7 |
0.6% |
27% |
False |
False |
20,338 |
120 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
28.1 |
0.5% |
27% |
False |
False |
16,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,542.0 |
2.618 |
5,496.3 |
1.618 |
5,468.3 |
1.000 |
5,451.0 |
0.618 |
5,440.3 |
HIGH |
5,423.0 |
0.618 |
5,412.3 |
0.500 |
5,409.0 |
0.382 |
5,405.7 |
LOW |
5,395.0 |
0.618 |
5,377.7 |
1.000 |
5,367.0 |
1.618 |
5,349.7 |
2.618 |
5,321.7 |
4.250 |
5,276.0 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,417.0 |
5,439.0 |
PP |
5,413.0 |
5,433.0 |
S1 |
5,409.0 |
5,427.0 |
|