Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,455.0 |
5,406.0 |
-49.0 |
-0.9% |
5,599.0 |
High |
5,466.0 |
5,431.0 |
-35.0 |
-0.6% |
5,605.0 |
Low |
5,398.0 |
5,367.0 |
-31.0 |
-0.6% |
5,508.0 |
Close |
5,401.0 |
5,403.0 |
2.0 |
0.0% |
5,536.0 |
Range |
68.0 |
64.0 |
-4.0 |
-5.9% |
97.0 |
ATR |
38.9 |
40.7 |
1.8 |
4.6% |
0.0 |
Volume |
86,605 |
35,992 |
-50,613 |
-58.4% |
12,535 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,592.3 |
5,561.7 |
5,438.2 |
|
R3 |
5,528.3 |
5,497.7 |
5,420.6 |
|
R2 |
5,464.3 |
5,464.3 |
5,414.7 |
|
R1 |
5,433.7 |
5,433.7 |
5,408.9 |
5,417.0 |
PP |
5,400.3 |
5,400.3 |
5,400.3 |
5,392.0 |
S1 |
5,369.7 |
5,369.7 |
5,397.1 |
5,353.0 |
S2 |
5,336.3 |
5,336.3 |
5,391.3 |
|
S3 |
5,272.3 |
5,305.7 |
5,385.4 |
|
S4 |
5,208.3 |
5,241.7 |
5,367.8 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,840.7 |
5,785.3 |
5,589.4 |
|
R3 |
5,743.7 |
5,688.3 |
5,562.7 |
|
R2 |
5,646.7 |
5,646.7 |
5,553.8 |
|
R1 |
5,591.3 |
5,591.3 |
5,544.9 |
5,570.5 |
PP |
5,549.7 |
5,549.7 |
5,549.7 |
5,539.3 |
S1 |
5,494.3 |
5,494.3 |
5,527.1 |
5,473.5 |
S2 |
5,452.7 |
5,452.7 |
5,518.2 |
|
S3 |
5,355.7 |
5,397.3 |
5,509.3 |
|
S4 |
5,258.7 |
5,300.3 |
5,482.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,545.0 |
5,367.0 |
178.0 |
3.3% |
50.6 |
0.9% |
20% |
False |
True |
60,503 |
10 |
5,626.0 |
5,367.0 |
259.0 |
4.8% |
43.7 |
0.8% |
14% |
False |
True |
30,701 |
20 |
5,665.0 |
5,367.0 |
298.0 |
5.5% |
30.7 |
0.6% |
12% |
False |
True |
15,403 |
40 |
5,665.0 |
5,367.0 |
298.0 |
5.5% |
25.1 |
0.5% |
12% |
False |
True |
7,738 |
60 |
5,665.0 |
5,338.0 |
327.0 |
6.1% |
19.5 |
0.4% |
20% |
False |
False |
5,174 |
80 |
5,665.0 |
5,337.0 |
328.0 |
6.1% |
16.1 |
0.3% |
20% |
False |
False |
3,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,703.0 |
2.618 |
5,598.6 |
1.618 |
5,534.6 |
1.000 |
5,495.0 |
0.618 |
5,470.6 |
HIGH |
5,431.0 |
0.618 |
5,406.6 |
0.500 |
5,399.0 |
0.382 |
5,391.4 |
LOW |
5,367.0 |
0.618 |
5,327.4 |
1.000 |
5,303.0 |
1.618 |
5,263.4 |
2.618 |
5,199.4 |
4.250 |
5,095.0 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,401.7 |
5,424.5 |
PP |
5,400.3 |
5,417.3 |
S1 |
5,399.0 |
5,410.2 |
|