Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,434.0 |
5,413.0 |
-21.0 |
-0.4% |
5,503.0 |
High |
5,446.0 |
5,432.0 |
-14.0 |
-0.3% |
5,505.0 |
Low |
5,408.0 |
5,343.0 |
-65.0 |
-1.2% |
5,367.0 |
Close |
5,426.0 |
5,360.0 |
-66.0 |
-1.2% |
5,426.0 |
Range |
38.0 |
89.0 |
51.0 |
134.2% |
138.0 |
ATR |
40.9 |
44.3 |
3.4 |
8.4% |
0.0 |
Volume |
24,020 |
28,824 |
4,804 |
20.0% |
318,371 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,645.3 |
5,591.7 |
5,409.0 |
|
R3 |
5,556.3 |
5,502.7 |
5,384.5 |
|
R2 |
5,467.3 |
5,467.3 |
5,376.3 |
|
R1 |
5,413.7 |
5,413.7 |
5,368.2 |
5,396.0 |
PP |
5,378.3 |
5,378.3 |
5,378.3 |
5,369.5 |
S1 |
5,324.7 |
5,324.7 |
5,351.8 |
5,307.0 |
S2 |
5,289.3 |
5,289.3 |
5,343.7 |
|
S3 |
5,200.3 |
5,235.7 |
5,335.5 |
|
S4 |
5,111.3 |
5,146.7 |
5,311.1 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,846.7 |
5,774.3 |
5,501.9 |
|
R3 |
5,708.7 |
5,636.3 |
5,464.0 |
|
R2 |
5,570.7 |
5,570.7 |
5,451.3 |
|
R1 |
5,498.3 |
5,498.3 |
5,438.7 |
5,465.5 |
PP |
5,432.7 |
5,432.7 |
5,432.7 |
5,416.3 |
S1 |
5,360.3 |
5,360.3 |
5,413.4 |
5,327.5 |
S2 |
5,294.7 |
5,294.7 |
5,400.7 |
|
S3 |
5,156.7 |
5,222.3 |
5,388.1 |
|
S4 |
5,018.7 |
5,084.3 |
5,350.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,482.0 |
5,343.0 |
139.0 |
2.6% |
61.6 |
1.1% |
12% |
False |
True |
57,704 |
10 |
5,605.0 |
5,343.0 |
262.0 |
4.9% |
49.0 |
0.9% |
6% |
False |
True |
35,966 |
20 |
5,665.0 |
5,343.0 |
322.0 |
6.0% |
35.6 |
0.7% |
5% |
False |
True |
18,036 |
40 |
5,665.0 |
5,343.0 |
322.0 |
6.0% |
27.5 |
0.5% |
5% |
False |
True |
9,059 |
60 |
5,665.0 |
5,338.0 |
327.0 |
6.1% |
21.6 |
0.4% |
7% |
False |
False |
6,055 |
80 |
5,665.0 |
5,337.0 |
328.0 |
6.1% |
17.5 |
0.3% |
7% |
False |
False |
4,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,810.3 |
2.618 |
5,665.0 |
1.618 |
5,576.0 |
1.000 |
5,521.0 |
0.618 |
5,487.0 |
HIGH |
5,432.0 |
0.618 |
5,398.0 |
0.500 |
5,387.5 |
0.382 |
5,377.0 |
LOW |
5,343.0 |
0.618 |
5,288.0 |
1.000 |
5,254.0 |
1.618 |
5,199.0 |
2.618 |
5,110.0 |
4.250 |
4,964.8 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,387.5 |
5,394.5 |
PP |
5,378.3 |
5,383.0 |
S1 |
5,369.2 |
5,371.5 |
|