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 |
1,235.3 |
1,223.1 |
-12.2 |
-1.0% |
1,269.5 |
High |
1,240.1 |
1,228.7 |
-11.4 |
-0.9% |
1,272.6 |
Low |
1,222.0 |
1,216.3 |
-5.7 |
-0.5% |
1,228.1 |
Close |
1,235.9 |
1,226.9 |
-9.0 |
-0.7% |
1,231.5 |
Range |
18.1 |
12.4 |
-5.7 |
-31.5% |
44.5 |
ATR |
14.4 |
14.8 |
0.4 |
2.6% |
0.0 |
Volume |
132,084 |
151,109 |
19,025 |
14.4% |
683,128 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.2 |
1,256.4 |
1,233.7 |
|
R3 |
1,248.8 |
1,244.0 |
1,230.3 |
|
R2 |
1,236.4 |
1,236.4 |
1,229.2 |
|
R1 |
1,231.6 |
1,231.6 |
1,228.0 |
1,234.0 |
PP |
1,224.0 |
1,224.0 |
1,224.0 |
1,225.2 |
S1 |
1,219.2 |
1,219.2 |
1,225.8 |
1,221.6 |
S2 |
1,211.6 |
1,211.6 |
1,224.6 |
|
S3 |
1,199.2 |
1,206.8 |
1,223.5 |
|
S4 |
1,186.8 |
1,194.4 |
1,220.1 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.6 |
1,349.0 |
1,256.0 |
|
R3 |
1,333.1 |
1,304.5 |
1,243.7 |
|
R2 |
1,288.6 |
1,288.6 |
1,239.7 |
|
R1 |
1,260.0 |
1,260.0 |
1,235.6 |
1,252.1 |
PP |
1,244.1 |
1,244.1 |
1,244.1 |
1,240.1 |
S1 |
1,215.5 |
1,215.5 |
1,227.4 |
1,207.6 |
S2 |
1,199.6 |
1,199.6 |
1,223.3 |
|
S3 |
1,155.1 |
1,171.0 |
1,219.3 |
|
S4 |
1,110.6 |
1,126.5 |
1,207.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,243.2 |
1,216.3 |
26.9 |
2.2% |
13.7 |
1.1% |
39% |
False |
True |
129,461 |
10 |
1,274.8 |
1,216.3 |
58.5 |
4.8% |
14.6 |
1.2% |
18% |
False |
True |
129,580 |
20 |
1,297.6 |
1,216.3 |
81.3 |
6.6% |
14.2 |
1.2% |
13% |
False |
True |
119,715 |
40 |
1,324.3 |
1,216.3 |
108.0 |
8.8% |
14.0 |
1.1% |
10% |
False |
True |
112,358 |
60 |
1,347.5 |
1,216.3 |
131.2 |
10.7% |
14.3 |
1.2% |
8% |
False |
True |
80,310 |
80 |
1,347.5 |
1,216.3 |
131.2 |
10.7% |
13.9 |
1.1% |
8% |
False |
True |
60,946 |
100 |
1,347.5 |
1,216.3 |
131.2 |
10.7% |
14.0 |
1.1% |
8% |
False |
True |
49,281 |
120 |
1,347.5 |
1,216.3 |
131.2 |
10.7% |
14.1 |
1.1% |
8% |
False |
True |
41,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.4 |
2.618 |
1,261.2 |
1.618 |
1,248.8 |
1.000 |
1,241.1 |
0.618 |
1,236.4 |
HIGH |
1,228.7 |
0.618 |
1,224.0 |
0.500 |
1,222.5 |
0.382 |
1,221.0 |
LOW |
1,216.3 |
0.618 |
1,208.6 |
1.000 |
1,203.9 |
1.618 |
1,196.2 |
2.618 |
1,183.8 |
4.250 |
1,163.6 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,225.4 |
1,229.8 |
PP |
1,224.0 |
1,228.8 |
S1 |
1,222.5 |
1,227.9 |
|