Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,225.6 |
1,216.4 |
-9.2 |
-0.8% |
1,228.3 |
High |
1,229.2 |
1,221.0 |
-8.2 |
-0.7% |
1,243.2 |
Low |
1,214.2 |
1,208.8 |
-5.4 |
-0.4% |
1,214.2 |
Close |
1,216.6 |
1,217.9 |
1.3 |
0.1% |
1,216.6 |
Range |
15.0 |
12.2 |
-2.8 |
-18.7% |
29.0 |
ATR |
14.8 |
14.6 |
-0.2 |
-1.3% |
0.0 |
Volume |
173,498 |
138,051 |
-35,447 |
-20.4% |
680,009 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.5 |
1,247.4 |
1,224.6 |
|
R3 |
1,240.3 |
1,235.2 |
1,221.3 |
|
R2 |
1,228.1 |
1,228.1 |
1,220.1 |
|
R1 |
1,223.0 |
1,223.0 |
1,219.0 |
1,225.6 |
PP |
1,215.9 |
1,215.9 |
1,215.9 |
1,217.2 |
S1 |
1,210.8 |
1,210.8 |
1,216.8 |
1,213.4 |
S2 |
1,203.7 |
1,203.7 |
1,215.7 |
|
S3 |
1,191.5 |
1,198.6 |
1,214.5 |
|
S4 |
1,179.3 |
1,186.4 |
1,211.2 |
|
|
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 |
1,208.8 |
34.4 |
2.8% |
13.7 |
1.1% |
26% |
False |
True |
143,604 |
10 |
1,258.9 |
1,208.8 |
50.1 |
4.1% |
13.6 |
1.1% |
18% |
False |
True |
138,851 |
20 |
1,297.6 |
1,208.8 |
88.8 |
7.3% |
14.1 |
1.2% |
10% |
False |
True |
123,438 |
40 |
1,324.3 |
1,208.8 |
115.5 |
9.5% |
13.8 |
1.1% |
8% |
False |
True |
118,279 |
60 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.3 |
1.2% |
7% |
False |
True |
85,350 |
80 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
13.9 |
1.1% |
7% |
False |
True |
64,708 |
100 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.0 |
1.1% |
7% |
False |
True |
52,365 |
120 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.1 |
1.2% |
7% |
False |
True |
43,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.9 |
2.618 |
1,252.9 |
1.618 |
1,240.7 |
1.000 |
1,233.2 |
0.618 |
1,228.5 |
HIGH |
1,221.0 |
0.618 |
1,216.3 |
0.500 |
1,214.9 |
0.382 |
1,213.5 |
LOW |
1,208.8 |
0.618 |
1,201.3 |
1.000 |
1,196.6 |
1.618 |
1,189.1 |
2.618 |
1,176.9 |
4.250 |
1,157.0 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,216.9 |
1,219.0 |
PP |
1,215.9 |
1,218.6 |
S1 |
1,214.9 |
1,218.3 |
|