Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,190.0 |
3,235.0 |
45.0 |
1.4% |
3,209.0 |
High |
3,242.0 |
3,249.0 |
7.0 |
0.2% |
3,293.0 |
Low |
3,179.0 |
3,180.0 |
1.0 |
0.0% |
3,190.0 |
Close |
3,234.0 |
3,190.0 |
-44.0 |
-1.4% |
3,264.0 |
Range |
63.0 |
69.0 |
6.0 |
9.5% |
103.0 |
ATR |
42.5 |
44.4 |
1.9 |
4.4% |
0.0 |
Volume |
1,158,052 |
915,282 |
-242,770 |
-21.0% |
4,816,182 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,413.3 |
3,370.7 |
3,228.0 |
|
R3 |
3,344.3 |
3,301.7 |
3,209.0 |
|
R2 |
3,275.3 |
3,275.3 |
3,202.7 |
|
R1 |
3,232.7 |
3,232.7 |
3,196.3 |
3,219.5 |
PP |
3,206.3 |
3,206.3 |
3,206.3 |
3,199.8 |
S1 |
3,163.7 |
3,163.7 |
3,183.7 |
3,150.5 |
S2 |
3,137.3 |
3,137.3 |
3,177.4 |
|
S3 |
3,068.3 |
3,094.7 |
3,171.0 |
|
S4 |
2,999.3 |
3,025.7 |
3,152.1 |
|
|
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 |
3,179.0 |
114.0 |
3.6% |
53.0 |
1.7% |
10% |
False |
False |
938,377 |
10 |
3,293.0 |
3,179.0 |
114.0 |
3.6% |
41.2 |
1.3% |
10% |
False |
False |
984,332 |
20 |
3,293.0 |
3,125.0 |
168.0 |
5.3% |
41.6 |
1.3% |
39% |
False |
False |
574,580 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.4% |
42.3 |
1.3% |
69% |
False |
False |
295,053 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.4% |
41.5 |
1.3% |
69% |
False |
False |
197,011 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
37.8 |
1.2% |
66% |
False |
False |
147,987 |
100 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
34.5 |
1.1% |
66% |
False |
False |
118,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,542.3 |
2.618 |
3,429.6 |
1.618 |
3,360.6 |
1.000 |
3,318.0 |
0.618 |
3,291.6 |
HIGH |
3,249.0 |
0.618 |
3,222.6 |
0.500 |
3,214.5 |
0.382 |
3,206.4 |
LOW |
3,180.0 |
0.618 |
3,137.4 |
1.000 |
3,111.0 |
1.618 |
3,068.4 |
2.618 |
2,999.4 |
4.250 |
2,886.8 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,214.5 |
3,214.0 |
PP |
3,206.3 |
3,206.0 |
S1 |
3,198.2 |
3,198.0 |
|