Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,215.0 |
3,183.0 |
-32.0 |
-1.0% |
3,248.0 |
High |
3,215.0 |
3,228.0 |
13.0 |
0.4% |
3,263.0 |
Low |
3,156.0 |
3,180.0 |
24.0 |
0.8% |
3,177.0 |
Close |
3,178.0 |
3,223.0 |
45.0 |
1.4% |
3,208.0 |
Range |
59.0 |
48.0 |
-11.0 |
-18.6% |
86.0 |
ATR |
46.1 |
46.4 |
0.3 |
0.6% |
0.0 |
Volume |
1,198,307 |
1,048,956 |
-149,351 |
-12.5% |
4,952,940 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,354.3 |
3,336.7 |
3,249.4 |
|
R3 |
3,306.3 |
3,288.7 |
3,236.2 |
|
R2 |
3,258.3 |
3,258.3 |
3,231.8 |
|
R1 |
3,240.7 |
3,240.7 |
3,227.4 |
3,249.5 |
PP |
3,210.3 |
3,210.3 |
3,210.3 |
3,214.8 |
S1 |
3,192.7 |
3,192.7 |
3,218.6 |
3,201.5 |
S2 |
3,162.3 |
3,162.3 |
3,214.2 |
|
S3 |
3,114.3 |
3,144.7 |
3,209.8 |
|
S4 |
3,066.3 |
3,096.7 |
3,196.6 |
|
|
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% |
58.6 |
1.8% |
72% |
False |
False |
1,041,473 |
10 |
3,293.0 |
3,156.0 |
137.0 |
4.3% |
48.9 |
1.5% |
49% |
False |
False |
972,325 |
20 |
3,293.0 |
3,156.0 |
137.0 |
4.3% |
44.0 |
1.4% |
49% |
False |
False |
714,028 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.3% |
41.9 |
1.3% |
79% |
False |
False |
372,964 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.3% |
42.6 |
1.3% |
79% |
False |
False |
249,232 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
38.6 |
1.2% |
76% |
False |
False |
187,153 |
100 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
35.3 |
1.1% |
76% |
False |
False |
149,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,432.0 |
2.618 |
3,353.7 |
1.618 |
3,305.7 |
1.000 |
3,276.0 |
0.618 |
3,257.7 |
HIGH |
3,228.0 |
0.618 |
3,209.7 |
0.500 |
3,204.0 |
0.382 |
3,198.3 |
LOW |
3,180.0 |
0.618 |
3,150.3 |
1.000 |
3,132.0 |
1.618 |
3,102.3 |
2.618 |
3,054.3 |
4.250 |
2,976.0 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,216.7 |
3,213.2 |
PP |
3,210.3 |
3,203.3 |
S1 |
3,204.0 |
3,193.5 |
|