Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,243.0 |
3,190.0 |
-53.0 |
-1.6% |
3,209.0 |
High |
3,247.0 |
3,242.0 |
-5.0 |
-0.2% |
3,293.0 |
Low |
3,189.0 |
3,179.0 |
-10.0 |
-0.3% |
3,190.0 |
Close |
3,194.0 |
3,234.0 |
40.0 |
1.3% |
3,264.0 |
Range |
58.0 |
63.0 |
5.0 |
8.6% |
103.0 |
ATR |
40.9 |
42.5 |
1.6 |
3.8% |
0.0 |
Volume |
886,600 |
1,158,052 |
271,452 |
30.6% |
4,816,182 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,407.3 |
3,383.7 |
3,268.7 |
|
R3 |
3,344.3 |
3,320.7 |
3,251.3 |
|
R2 |
3,281.3 |
3,281.3 |
3,245.6 |
|
R1 |
3,257.7 |
3,257.7 |
3,239.8 |
3,269.5 |
PP |
3,218.3 |
3,218.3 |
3,218.3 |
3,224.3 |
S1 |
3,194.7 |
3,194.7 |
3,228.2 |
3,206.5 |
S2 |
3,155.3 |
3,155.3 |
3,222.5 |
|
S3 |
3,092.3 |
3,131.7 |
3,216.7 |
|
S4 |
3,029.3 |
3,068.7 |
3,199.4 |
|
|
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 |
3,179.0 |
114.0 |
3.5% |
45.6 |
1.4% |
48% |
False |
True |
982,213 |
10 |
3,293.0 |
3,179.0 |
114.0 |
3.5% |
38.2 |
1.2% |
48% |
False |
True |
939,114 |
20 |
3,293.0 |
3,125.0 |
168.0 |
5.2% |
39.2 |
1.2% |
65% |
False |
False |
530,261 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.3% |
41.7 |
1.3% |
82% |
False |
False |
272,232 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.3% |
40.7 |
1.3% |
82% |
False |
False |
181,758 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
37.3 |
1.2% |
79% |
False |
False |
136,546 |
100 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
34.0 |
1.1% |
79% |
False |
False |
109,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,509.8 |
2.618 |
3,406.9 |
1.618 |
3,343.9 |
1.000 |
3,305.0 |
0.618 |
3,280.9 |
HIGH |
3,242.0 |
0.618 |
3,217.9 |
0.500 |
3,210.5 |
0.382 |
3,203.1 |
LOW |
3,179.0 |
0.618 |
3,140.1 |
1.000 |
3,116.0 |
1.618 |
3,077.1 |
2.618 |
3,014.1 |
4.250 |
2,911.3 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,226.2 |
3,229.7 |
PP |
3,218.3 |
3,225.3 |
S1 |
3,210.5 |
3,221.0 |
|