Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,193.0 |
3,215.0 |
22.0 |
0.7% |
3,248.0 |
High |
3,231.0 |
3,215.0 |
-16.0 |
-0.5% |
3,263.0 |
Low |
3,177.0 |
3,156.0 |
-21.0 |
-0.7% |
3,177.0 |
Close |
3,208.0 |
3,178.0 |
-30.0 |
-0.9% |
3,208.0 |
Range |
54.0 |
59.0 |
5.0 |
9.3% |
86.0 |
ATR |
45.1 |
46.1 |
1.0 |
2.2% |
0.0 |
Volume |
886,768 |
1,198,307 |
311,539 |
35.1% |
4,952,940 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,360.0 |
3,328.0 |
3,210.5 |
|
R3 |
3,301.0 |
3,269.0 |
3,194.2 |
|
R2 |
3,242.0 |
3,242.0 |
3,188.8 |
|
R1 |
3,210.0 |
3,210.0 |
3,183.4 |
3,196.5 |
PP |
3,183.0 |
3,183.0 |
3,183.0 |
3,176.3 |
S1 |
3,151.0 |
3,151.0 |
3,172.6 |
3,137.5 |
S2 |
3,124.0 |
3,124.0 |
3,167.2 |
|
S3 |
3,065.0 |
3,092.0 |
3,161.8 |
|
S4 |
3,006.0 |
3,033.0 |
3,145.6 |
|
|
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 |
3,249.0 |
3,156.0 |
93.0 |
2.9% |
60.6 |
1.9% |
24% |
False |
True |
1,009,001 |
10 |
3,293.0 |
3,156.0 |
137.0 |
4.3% |
47.7 |
1.5% |
16% |
False |
True |
980,870 |
20 |
3,293.0 |
3,153.0 |
140.0 |
4.4% |
43.1 |
1.4% |
18% |
False |
False |
676,750 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.5% |
41.6 |
1.3% |
65% |
False |
False |
346,938 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.5% |
42.4 |
1.3% |
65% |
False |
False |
231,758 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
38.3 |
1.2% |
63% |
False |
False |
174,041 |
100 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
35.1 |
1.1% |
63% |
False |
False |
139,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,465.8 |
2.618 |
3,369.5 |
1.618 |
3,310.5 |
1.000 |
3,274.0 |
0.618 |
3,251.5 |
HIGH |
3,215.0 |
0.618 |
3,192.5 |
0.500 |
3,185.5 |
0.382 |
3,178.5 |
LOW |
3,156.0 |
0.618 |
3,119.5 |
1.000 |
3,097.0 |
1.618 |
3,060.5 |
2.618 |
3,001.5 |
4.250 |
2,905.3 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,185.5 |
3,202.5 |
PP |
3,183.0 |
3,194.3 |
S1 |
3,180.5 |
3,186.2 |
|