Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,223.1 |
1,225.6 |
2.5 |
0.2% |
1,228.3 |
High |
1,228.7 |
1,229.2 |
0.5 |
0.0% |
1,243.2 |
Low |
1,216.3 |
1,214.2 |
-2.1 |
-0.2% |
1,214.2 |
Close |
1,226.9 |
1,216.6 |
-10.3 |
-0.8% |
1,216.6 |
Range |
12.4 |
15.0 |
2.6 |
21.0% |
29.0 |
ATR |
14.8 |
14.8 |
0.0 |
0.1% |
0.0 |
Volume |
151,109 |
173,498 |
22,389 |
14.8% |
680,009 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.0 |
1,255.8 |
1,224.9 |
|
R3 |
1,250.0 |
1,240.8 |
1,220.7 |
|
R2 |
1,235.0 |
1,235.0 |
1,219.4 |
|
R1 |
1,225.8 |
1,225.8 |
1,218.0 |
1,222.9 |
PP |
1,220.0 |
1,220.0 |
1,220.0 |
1,218.6 |
S1 |
1,210.8 |
1,210.8 |
1,215.2 |
1,207.9 |
S2 |
1,205.0 |
1,205.0 |
1,213.9 |
|
S3 |
1,190.0 |
1,195.8 |
1,212.5 |
|
S4 |
1,175.0 |
1,180.8 |
1,208.4 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.7 |
1,293.1 |
1,232.6 |
|
R3 |
1,282.7 |
1,264.1 |
1,224.6 |
|
R2 |
1,253.7 |
1,253.7 |
1,221.9 |
|
R1 |
1,235.1 |
1,235.1 |
1,219.3 |
1,229.9 |
PP |
1,224.7 |
1,224.7 |
1,224.7 |
1,222.1 |
S1 |
1,206.1 |
1,206.1 |
1,213.9 |
1,200.9 |
S2 |
1,195.7 |
1,195.7 |
1,211.3 |
|
S3 |
1,166.7 |
1,177.1 |
1,208.6 |
|
S4 |
1,137.7 |
1,148.1 |
1,200.7 |
|
|
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 |
1,214.2 |
29.0 |
2.4% |
13.9 |
1.1% |
8% |
False |
True |
136,001 |
10 |
1,272.6 |
1,214.2 |
58.4 |
4.8% |
14.4 |
1.2% |
4% |
False |
True |
136,313 |
20 |
1,297.6 |
1,214.2 |
83.4 |
6.9% |
14.0 |
1.1% |
3% |
False |
True |
121,122 |
40 |
1,324.3 |
1,214.2 |
110.1 |
9.0% |
13.9 |
1.1% |
2% |
False |
True |
115,870 |
60 |
1,347.5 |
1,214.2 |
133.3 |
11.0% |
14.3 |
1.2% |
2% |
False |
True |
83,170 |
80 |
1,347.5 |
1,214.2 |
133.3 |
11.0% |
13.9 |
1.1% |
2% |
False |
True |
63,055 |
100 |
1,347.5 |
1,214.2 |
133.3 |
11.0% |
14.0 |
1.2% |
2% |
False |
True |
50,990 |
120 |
1,347.5 |
1,214.2 |
133.3 |
11.0% |
14.1 |
1.2% |
2% |
False |
True |
42,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.0 |
2.618 |
1,268.5 |
1.618 |
1,253.5 |
1.000 |
1,244.2 |
0.618 |
1,238.5 |
HIGH |
1,229.2 |
0.618 |
1,223.5 |
0.500 |
1,221.7 |
0.382 |
1,219.9 |
LOW |
1,214.2 |
0.618 |
1,204.9 |
1.000 |
1,199.2 |
1.618 |
1,189.9 |
2.618 |
1,174.9 |
4.250 |
1,150.5 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,221.7 |
1,227.2 |
PP |
1,220.0 |
1,223.6 |
S1 |
1,218.3 |
1,220.1 |
|