Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,219.1 |
1,215.7 |
-3.4 |
-0.3% |
1,216.4 |
High |
1,223.9 |
1,220.7 |
-3.2 |
-0.3% |
1,237.0 |
Low |
1,215.3 |
1,204.3 |
-11.0 |
-0.9% |
1,206.6 |
Close |
1,218.8 |
1,211.6 |
-7.2 |
-0.6% |
1,215.4 |
Range |
8.6 |
16.4 |
7.8 |
90.7% |
30.4 |
ATR |
15.0 |
15.1 |
0.1 |
0.7% |
0.0 |
Volume |
105,757 |
182,523 |
76,766 |
72.6% |
758,472 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.4 |
1,252.9 |
1,220.6 |
|
R3 |
1,245.0 |
1,236.5 |
1,216.1 |
|
R2 |
1,228.6 |
1,228.6 |
1,214.6 |
|
R1 |
1,220.1 |
1,220.1 |
1,213.1 |
1,216.2 |
PP |
1,212.2 |
1,212.2 |
1,212.2 |
1,210.2 |
S1 |
1,203.7 |
1,203.7 |
1,210.1 |
1,199.8 |
S2 |
1,195.8 |
1,195.8 |
1,208.6 |
|
S3 |
1,179.4 |
1,187.3 |
1,207.1 |
|
S4 |
1,163.0 |
1,170.9 |
1,202.6 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.9 |
1,293.5 |
1,232.1 |
|
R3 |
1,280.5 |
1,263.1 |
1,223.8 |
|
R2 |
1,250.1 |
1,250.1 |
1,221.0 |
|
R1 |
1,232.7 |
1,232.7 |
1,218.2 |
1,226.2 |
PP |
1,219.7 |
1,219.7 |
1,219.7 |
1,216.4 |
S1 |
1,202.3 |
1,202.3 |
1,212.6 |
1,195.8 |
S2 |
1,189.3 |
1,189.3 |
1,209.8 |
|
S3 |
1,158.9 |
1,171.9 |
1,207.0 |
|
S4 |
1,128.5 |
1,141.5 |
1,198.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,232.7 |
1,204.3 |
28.4 |
2.3% |
14.8 |
1.2% |
26% |
False |
True |
151,100 |
10 |
1,240.1 |
1,204.3 |
35.8 |
3.0% |
15.4 |
1.3% |
20% |
False |
True |
150,344 |
20 |
1,279.2 |
1,204.3 |
74.9 |
6.2% |
14.9 |
1.2% |
10% |
False |
True |
138,777 |
40 |
1,324.3 |
1,204.3 |
120.0 |
9.9% |
14.1 |
1.2% |
6% |
False |
True |
123,606 |
60 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.6 |
1.2% |
5% |
False |
True |
99,986 |
80 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.3 |
1.2% |
5% |
False |
True |
75,923 |
100 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
13.9 |
1.2% |
5% |
False |
True |
61,267 |
120 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.2 |
1.2% |
5% |
False |
True |
51,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.4 |
2.618 |
1,263.6 |
1.618 |
1,247.2 |
1.000 |
1,237.1 |
0.618 |
1,230.8 |
HIGH |
1,220.7 |
0.618 |
1,214.4 |
0.500 |
1,212.5 |
0.382 |
1,210.6 |
LOW |
1,204.3 |
0.618 |
1,194.2 |
1.000 |
1,187.9 |
1.618 |
1,177.8 |
2.618 |
1,161.4 |
4.250 |
1,134.6 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,212.5 |
1,218.5 |
PP |
1,212.2 |
1,216.2 |
S1 |
1,211.9 |
1,213.9 |
|