Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,221.0 |
3,232.0 |
11.0 |
0.3% |
3,267.0 |
High |
3,244.0 |
3,259.0 |
15.0 |
0.5% |
3,267.0 |
Low |
3,213.0 |
3,227.0 |
14.0 |
0.4% |
3,201.0 |
Close |
3,223.0 |
3,251.0 |
28.0 |
0.9% |
3,219.0 |
Range |
31.0 |
32.0 |
1.0 |
3.2% |
66.0 |
ATR |
40.2 |
39.9 |
-0.3 |
-0.7% |
0.0 |
Volume |
762,877 |
1,134,465 |
371,588 |
48.7% |
1,944,589 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,341.7 |
3,328.3 |
3,268.6 |
|
R3 |
3,309.7 |
3,296.3 |
3,259.8 |
|
R2 |
3,277.7 |
3,277.7 |
3,256.9 |
|
R1 |
3,264.3 |
3,264.3 |
3,253.9 |
3,271.0 |
PP |
3,245.7 |
3,245.7 |
3,245.7 |
3,249.0 |
S1 |
3,232.3 |
3,232.3 |
3,248.1 |
3,239.0 |
S2 |
3,213.7 |
3,213.7 |
3,245.1 |
|
S3 |
3,181.7 |
3,200.3 |
3,242.2 |
|
S4 |
3,149.7 |
3,168.3 |
3,233.4 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,427.0 |
3,389.0 |
3,255.3 |
|
R3 |
3,361.0 |
3,323.0 |
3,237.2 |
|
R2 |
3,295.0 |
3,295.0 |
3,231.1 |
|
R1 |
3,257.0 |
3,257.0 |
3,225.1 |
3,243.0 |
PP |
3,229.0 |
3,229.0 |
3,229.0 |
3,222.0 |
S1 |
3,191.0 |
3,191.0 |
3,213.0 |
3,177.0 |
S2 |
3,163.0 |
3,163.0 |
3,206.9 |
|
S3 |
3,097.0 |
3,125.0 |
3,200.9 |
|
S4 |
3,031.0 |
3,059.0 |
3,182.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,259.0 |
3,190.0 |
69.0 |
2.1% |
29.4 |
0.9% |
88% |
True |
False |
1,030,287 |
10 |
3,275.0 |
3,190.0 |
85.0 |
2.6% |
31.8 |
1.0% |
72% |
False |
False |
621,418 |
20 |
3,275.0 |
3,067.0 |
208.0 |
6.4% |
38.0 |
1.2% |
88% |
False |
False |
344,571 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.7% |
41.6 |
1.3% |
92% |
False |
False |
178,103 |
60 |
3,277.0 |
2,960.0 |
317.0 |
9.8% |
39.6 |
1.2% |
92% |
False |
False |
118,833 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.6% |
35.4 |
1.1% |
84% |
False |
False |
89,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,395.0 |
2.618 |
3,342.8 |
1.618 |
3,310.8 |
1.000 |
3,291.0 |
0.618 |
3,278.8 |
HIGH |
3,259.0 |
0.618 |
3,246.8 |
0.500 |
3,243.0 |
0.382 |
3,239.2 |
LOW |
3,227.0 |
0.618 |
3,207.2 |
1.000 |
3,195.0 |
1.618 |
3,175.2 |
2.618 |
3,143.2 |
4.250 |
3,091.0 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,248.3 |
3,242.2 |
PP |
3,245.7 |
3,233.3 |
S1 |
3,243.0 |
3,224.5 |
|