Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,216.4 |
1,214.9 |
-1.5 |
-0.1% |
1,228.3 |
High |
1,221.0 |
1,237.0 |
16.0 |
1.3% |
1,243.2 |
Low |
1,208.8 |
1,214.7 |
5.9 |
0.5% |
1,214.2 |
Close |
1,217.9 |
1,222.0 |
4.1 |
0.3% |
1,216.6 |
Range |
12.2 |
22.3 |
10.1 |
82.8% |
29.0 |
ATR |
14.6 |
15.2 |
0.5 |
3.8% |
0.0 |
Volume |
138,051 |
153,197 |
15,146 |
11.0% |
680,009 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.5 |
1,279.0 |
1,234.3 |
|
R3 |
1,269.2 |
1,256.7 |
1,228.1 |
|
R2 |
1,246.9 |
1,246.9 |
1,226.1 |
|
R1 |
1,234.4 |
1,234.4 |
1,224.0 |
1,240.7 |
PP |
1,224.6 |
1,224.6 |
1,224.6 |
1,227.7 |
S1 |
1,212.1 |
1,212.1 |
1,220.0 |
1,218.4 |
S2 |
1,202.3 |
1,202.3 |
1,217.9 |
|
S3 |
1,180.0 |
1,189.8 |
1,215.9 |
|
S4 |
1,157.7 |
1,167.5 |
1,209.7 |
|
|
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 |
1,240.1 |
1,208.8 |
31.3 |
2.6% |
16.0 |
1.3% |
42% |
False |
False |
149,587 |
10 |
1,258.5 |
1,208.8 |
49.7 |
4.1% |
14.8 |
1.2% |
27% |
False |
False |
141,345 |
20 |
1,297.6 |
1,208.8 |
88.8 |
7.3% |
14.9 |
1.2% |
15% |
False |
False |
128,413 |
40 |
1,324.3 |
1,208.8 |
115.5 |
9.5% |
14.1 |
1.2% |
11% |
False |
False |
120,667 |
60 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.5 |
1.2% |
10% |
False |
False |
87,845 |
80 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.0 |
1.1% |
10% |
False |
False |
66,571 |
100 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.1 |
1.2% |
10% |
False |
False |
53,875 |
120 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.2 |
1.2% |
10% |
False |
False |
45,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.8 |
2.618 |
1,295.4 |
1.618 |
1,273.1 |
1.000 |
1,259.3 |
0.618 |
1,250.8 |
HIGH |
1,237.0 |
0.618 |
1,228.5 |
0.500 |
1,225.9 |
0.382 |
1,223.2 |
LOW |
1,214.7 |
0.618 |
1,200.9 |
1.000 |
1,192.4 |
1.618 |
1,178.6 |
2.618 |
1,156.3 |
4.250 |
1,119.9 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,225.9 |
1,222.9 |
PP |
1,224.6 |
1,222.6 |
S1 |
1,223.3 |
1,222.3 |
|