Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,248.0 |
3,243.0 |
-5.0 |
-0.2% |
3,209.0 |
High |
3,263.0 |
3,247.0 |
-16.0 |
-0.5% |
3,293.0 |
Low |
3,231.0 |
3,189.0 |
-42.0 |
-1.3% |
3,190.0 |
Close |
3,244.0 |
3,194.0 |
-50.0 |
-1.5% |
3,264.0 |
Range |
32.0 |
58.0 |
26.0 |
81.3% |
103.0 |
ATR |
39.6 |
40.9 |
1.3 |
3.3% |
0.0 |
Volume |
1,106,238 |
886,600 |
-219,638 |
-19.9% |
4,816,182 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,384.0 |
3,347.0 |
3,225.9 |
|
R3 |
3,326.0 |
3,289.0 |
3,210.0 |
|
R2 |
3,268.0 |
3,268.0 |
3,204.6 |
|
R1 |
3,231.0 |
3,231.0 |
3,199.3 |
3,220.5 |
PP |
3,210.0 |
3,210.0 |
3,210.0 |
3,204.8 |
S1 |
3,173.0 |
3,173.0 |
3,188.7 |
3,162.5 |
S2 |
3,152.0 |
3,152.0 |
3,183.4 |
|
S3 |
3,094.0 |
3,115.0 |
3,178.1 |
|
S4 |
3,036.0 |
3,057.0 |
3,162.1 |
|
|
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 |
3,189.0 |
104.0 |
3.3% |
39.2 |
1.2% |
5% |
False |
True |
903,178 |
10 |
3,293.0 |
3,189.0 |
104.0 |
3.3% |
35.3 |
1.1% |
5% |
False |
True |
860,303 |
20 |
3,293.0 |
3,125.0 |
168.0 |
5.3% |
38.3 |
1.2% |
41% |
False |
False |
475,038 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.4% |
41.2 |
1.3% |
70% |
False |
False |
243,292 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.4% |
40.0 |
1.3% |
70% |
False |
False |
162,463 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
36.6 |
1.1% |
68% |
False |
False |
122,072 |
100 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
33.6 |
1.1% |
68% |
False |
False |
97,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,493.5 |
2.618 |
3,398.8 |
1.618 |
3,340.8 |
1.000 |
3,305.0 |
0.618 |
3,282.8 |
HIGH |
3,247.0 |
0.618 |
3,224.8 |
0.500 |
3,218.0 |
0.382 |
3,211.2 |
LOW |
3,189.0 |
0.618 |
3,153.2 |
1.000 |
3,131.0 |
1.618 |
3,095.2 |
2.618 |
3,037.2 |
4.250 |
2,942.5 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,218.0 |
3,241.0 |
PP |
3,210.0 |
3,225.3 |
S1 |
3,202.0 |
3,209.7 |
|