Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,232.0 |
3,273.0 |
41.0 |
1.3% |
3,209.0 |
High |
3,259.0 |
3,293.0 |
34.0 |
1.0% |
3,293.0 |
Low |
3,227.0 |
3,250.0 |
23.0 |
0.7% |
3,190.0 |
Close |
3,251.0 |
3,264.0 |
13.0 |
0.4% |
3,264.0 |
Range |
32.0 |
43.0 |
11.0 |
34.4% |
103.0 |
ATR |
39.9 |
40.1 |
0.2 |
0.6% |
0.0 |
Volume |
1,134,465 |
625,713 |
-508,752 |
-44.8% |
4,816,182 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,398.0 |
3,374.0 |
3,287.7 |
|
R3 |
3,355.0 |
3,331.0 |
3,275.8 |
|
R2 |
3,312.0 |
3,312.0 |
3,271.9 |
|
R1 |
3,288.0 |
3,288.0 |
3,267.9 |
3,278.5 |
PP |
3,269.0 |
3,269.0 |
3,269.0 |
3,264.3 |
S1 |
3,245.0 |
3,245.0 |
3,260.1 |
3,235.5 |
S2 |
3,226.0 |
3,226.0 |
3,256.1 |
|
S3 |
3,183.0 |
3,202.0 |
3,252.2 |
|
S4 |
3,140.0 |
3,159.0 |
3,240.4 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,558.0 |
3,514.0 |
3,320.7 |
|
R3 |
3,455.0 |
3,411.0 |
3,292.3 |
|
R2 |
3,352.0 |
3,352.0 |
3,282.9 |
|
R1 |
3,308.0 |
3,308.0 |
3,273.4 |
3,330.0 |
PP |
3,249.0 |
3,249.0 |
3,249.0 |
3,260.0 |
S1 |
3,205.0 |
3,205.0 |
3,254.6 |
3,227.0 |
S2 |
3,146.0 |
3,146.0 |
3,245.1 |
|
S3 |
3,043.0 |
3,102.0 |
3,235.7 |
|
S4 |
2,940.0 |
2,999.0 |
3,207.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,293.0 |
3,190.0 |
103.0 |
3.2% |
32.6 |
1.0% |
72% |
True |
False |
963,236 |
10 |
3,293.0 |
3,190.0 |
103.0 |
3.2% |
33.0 |
1.0% |
72% |
True |
False |
676,077 |
20 |
3,293.0 |
3,070.0 |
223.0 |
6.8% |
37.9 |
1.2% |
87% |
True |
False |
375,576 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.2% |
41.3 |
1.3% |
91% |
True |
False |
193,491 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.2% |
39.4 |
1.2% |
91% |
True |
False |
129,252 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.6% |
35.8 |
1.1% |
88% |
False |
False |
97,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,475.8 |
2.618 |
3,405.6 |
1.618 |
3,362.6 |
1.000 |
3,336.0 |
0.618 |
3,319.6 |
HIGH |
3,293.0 |
0.618 |
3,276.6 |
0.500 |
3,271.5 |
0.382 |
3,266.4 |
LOW |
3,250.0 |
0.618 |
3,223.4 |
1.000 |
3,207.0 |
1.618 |
3,180.4 |
2.618 |
3,137.4 |
4.250 |
3,067.3 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,271.5 |
3,260.3 |
PP |
3,269.0 |
3,256.7 |
S1 |
3,266.5 |
3,253.0 |
|