Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,214.9 |
1,223.2 |
8.3 |
0.7% |
1,228.3 |
High |
1,237.0 |
1,226.7 |
-10.3 |
-0.8% |
1,243.2 |
Low |
1,214.7 |
1,216.2 |
1.5 |
0.1% |
1,214.2 |
Close |
1,222.0 |
1,219.5 |
-2.5 |
-0.2% |
1,216.6 |
Range |
22.3 |
10.5 |
-11.8 |
-52.9% |
29.0 |
ATR |
15.2 |
14.8 |
-0.3 |
-2.2% |
0.0 |
Volume |
153,197 |
131,418 |
-21,779 |
-14.2% |
680,009 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.3 |
1,246.4 |
1,225.3 |
|
R3 |
1,241.8 |
1,235.9 |
1,222.4 |
|
R2 |
1,231.3 |
1,231.3 |
1,221.4 |
|
R1 |
1,225.4 |
1,225.4 |
1,220.5 |
1,223.1 |
PP |
1,220.8 |
1,220.8 |
1,220.8 |
1,219.7 |
S1 |
1,214.9 |
1,214.9 |
1,218.5 |
1,212.6 |
S2 |
1,210.3 |
1,210.3 |
1,217.6 |
|
S3 |
1,199.8 |
1,204.4 |
1,216.6 |
|
S4 |
1,189.3 |
1,193.9 |
1,213.7 |
|
|
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 |
1,237.0 |
1,208.8 |
28.2 |
2.3% |
14.5 |
1.2% |
38% |
False |
False |
149,454 |
10 |
1,251.0 |
1,208.8 |
42.2 |
3.5% |
14.4 |
1.2% |
25% |
False |
False |
140,415 |
20 |
1,297.6 |
1,208.8 |
88.8 |
7.3% |
14.6 |
1.2% |
12% |
False |
False |
129,791 |
40 |
1,324.3 |
1,208.8 |
115.5 |
9.5% |
14.0 |
1.1% |
9% |
False |
False |
120,181 |
60 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.4 |
1.2% |
8% |
False |
False |
89,985 |
80 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.0 |
1.2% |
8% |
False |
False |
68,178 |
100 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
13.9 |
1.1% |
8% |
False |
False |
55,179 |
120 |
1,347.5 |
1,208.8 |
138.7 |
11.4% |
14.2 |
1.2% |
8% |
False |
False |
46,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,271.3 |
2.618 |
1,254.2 |
1.618 |
1,243.7 |
1.000 |
1,237.2 |
0.618 |
1,233.2 |
HIGH |
1,226.7 |
0.618 |
1,222.7 |
0.500 |
1,221.5 |
0.382 |
1,220.2 |
LOW |
1,216.2 |
0.618 |
1,209.7 |
1.000 |
1,205.7 |
1.618 |
1,199.2 |
2.618 |
1,188.7 |
4.250 |
1,171.6 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,221.5 |
1,222.9 |
PP |
1,220.8 |
1,221.8 |
S1 |
1,220.2 |
1,220.6 |
|