Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,273.0 |
3,248.0 |
-25.0 |
-0.8% |
3,209.0 |
High |
3,293.0 |
3,263.0 |
-30.0 |
-0.9% |
3,293.0 |
Low |
3,250.0 |
3,231.0 |
-19.0 |
-0.6% |
3,190.0 |
Close |
3,264.0 |
3,244.0 |
-20.0 |
-0.6% |
3,264.0 |
Range |
43.0 |
32.0 |
-11.0 |
-25.6% |
103.0 |
ATR |
40.1 |
39.6 |
-0.5 |
-1.3% |
0.0 |
Volume |
625,713 |
1,106,238 |
480,525 |
76.8% |
4,816,182 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,342.0 |
3,325.0 |
3,261.6 |
|
R3 |
3,310.0 |
3,293.0 |
3,252.8 |
|
R2 |
3,278.0 |
3,278.0 |
3,249.9 |
|
R1 |
3,261.0 |
3,261.0 |
3,246.9 |
3,253.5 |
PP |
3,246.0 |
3,246.0 |
3,246.0 |
3,242.3 |
S1 |
3,229.0 |
3,229.0 |
3,241.1 |
3,221.5 |
S2 |
3,214.0 |
3,214.0 |
3,238.1 |
|
S3 |
3,182.0 |
3,197.0 |
3,235.2 |
|
S4 |
3,150.0 |
3,165.0 |
3,226.4 |
|
|
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% |
34.8 |
1.1% |
52% |
False |
False |
952,738 |
10 |
3,293.0 |
3,190.0 |
103.0 |
3.2% |
33.0 |
1.0% |
52% |
False |
False |
779,691 |
20 |
3,293.0 |
3,111.0 |
182.0 |
5.6% |
37.5 |
1.2% |
73% |
False |
False |
430,763 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.3% |
40.8 |
1.3% |
85% |
False |
False |
221,140 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.3% |
39.6 |
1.2% |
85% |
False |
False |
147,688 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
36.1 |
1.1% |
82% |
False |
False |
110,989 |
100 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
33.4 |
1.0% |
82% |
False |
False |
88,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,399.0 |
2.618 |
3,346.8 |
1.618 |
3,314.8 |
1.000 |
3,295.0 |
0.618 |
3,282.8 |
HIGH |
3,263.0 |
0.618 |
3,250.8 |
0.500 |
3,247.0 |
0.382 |
3,243.2 |
LOW |
3,231.0 |
0.618 |
3,211.2 |
1.000 |
3,199.0 |
1.618 |
3,179.2 |
2.618 |
3,147.2 |
4.250 |
3,095.0 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,247.0 |
3,260.0 |
PP |
3,246.0 |
3,254.7 |
S1 |
3,245.0 |
3,249.3 |
|