Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,235.0 |
3,193.0 |
-42.0 |
-1.3% |
3,248.0 |
High |
3,249.0 |
3,231.0 |
-18.0 |
-0.6% |
3,263.0 |
Low |
3,180.0 |
3,177.0 |
-3.0 |
-0.1% |
3,177.0 |
Close |
3,190.0 |
3,208.0 |
18.0 |
0.6% |
3,208.0 |
Range |
69.0 |
54.0 |
-15.0 |
-21.7% |
86.0 |
ATR |
44.4 |
45.1 |
0.7 |
1.5% |
0.0 |
Volume |
915,282 |
886,768 |
-28,514 |
-3.1% |
4,952,940 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,367.3 |
3,341.7 |
3,237.7 |
|
R3 |
3,313.3 |
3,287.7 |
3,222.9 |
|
R2 |
3,259.3 |
3,259.3 |
3,217.9 |
|
R1 |
3,233.7 |
3,233.7 |
3,213.0 |
3,246.5 |
PP |
3,205.3 |
3,205.3 |
3,205.3 |
3,211.8 |
S1 |
3,179.7 |
3,179.7 |
3,203.1 |
3,192.5 |
S2 |
3,151.3 |
3,151.3 |
3,198.1 |
|
S3 |
3,097.3 |
3,125.7 |
3,193.2 |
|
S4 |
3,043.3 |
3,071.7 |
3,178.3 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,474.0 |
3,427.0 |
3,255.3 |
|
R3 |
3,388.0 |
3,341.0 |
3,231.7 |
|
R2 |
3,302.0 |
3,302.0 |
3,223.8 |
|
R1 |
3,255.0 |
3,255.0 |
3,215.9 |
3,235.5 |
PP |
3,216.0 |
3,216.0 |
3,216.0 |
3,206.3 |
S1 |
3,169.0 |
3,169.0 |
3,200.1 |
3,149.5 |
S2 |
3,130.0 |
3,130.0 |
3,192.2 |
|
S3 |
3,044.0 |
3,083.0 |
3,184.4 |
|
S4 |
2,958.0 |
2,997.0 |
3,160.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,263.0 |
3,177.0 |
86.0 |
2.7% |
55.2 |
1.7% |
36% |
False |
True |
990,588 |
10 |
3,293.0 |
3,177.0 |
116.0 |
3.6% |
43.9 |
1.4% |
27% |
False |
True |
976,912 |
20 |
3,293.0 |
3,125.0 |
168.0 |
5.2% |
42.5 |
1.3% |
49% |
False |
False |
617,200 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.4% |
41.7 |
1.3% |
74% |
False |
False |
317,090 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.4% |
41.6 |
1.3% |
74% |
False |
False |
211,788 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
37.9 |
1.2% |
72% |
False |
False |
159,064 |
100 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
34.6 |
1.1% |
72% |
False |
False |
127,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,460.5 |
2.618 |
3,372.4 |
1.618 |
3,318.4 |
1.000 |
3,285.0 |
0.618 |
3,264.4 |
HIGH |
3,231.0 |
0.618 |
3,210.4 |
0.500 |
3,204.0 |
0.382 |
3,197.6 |
LOW |
3,177.0 |
0.618 |
3,143.6 |
1.000 |
3,123.0 |
1.618 |
3,089.6 |
2.618 |
3,035.6 |
4.250 |
2,947.5 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,206.7 |
3,213.0 |
PP |
3,205.3 |
3,211.3 |
S1 |
3,204.0 |
3,209.7 |
|