Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,413.0 |
5,343.0 |
-70.0 |
-1.3% |
5,503.0 |
High |
5,432.0 |
5,424.0 |
-8.0 |
-0.1% |
5,505.0 |
Low |
5,343.0 |
5,333.0 |
-10.0 |
-0.2% |
5,367.0 |
Close |
5,360.0 |
5,406.0 |
46.0 |
0.9% |
5,426.0 |
Range |
89.0 |
91.0 |
2.0 |
2.2% |
138.0 |
ATR |
44.3 |
47.6 |
3.3 |
7.5% |
0.0 |
Volume |
28,824 |
30,346 |
1,522 |
5.3% |
318,371 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,660.7 |
5,624.3 |
5,456.1 |
|
R3 |
5,569.7 |
5,533.3 |
5,431.0 |
|
R2 |
5,478.7 |
5,478.7 |
5,422.7 |
|
R1 |
5,442.3 |
5,442.3 |
5,414.3 |
5,460.5 |
PP |
5,387.7 |
5,387.7 |
5,387.7 |
5,396.8 |
S1 |
5,351.3 |
5,351.3 |
5,397.7 |
5,369.5 |
S2 |
5,296.7 |
5,296.7 |
5,389.3 |
|
S3 |
5,205.7 |
5,260.3 |
5,381.0 |
|
S4 |
5,114.7 |
5,169.3 |
5,356.0 |
|
|
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 |
5,466.0 |
5,333.0 |
133.0 |
2.5% |
70.0 |
1.3% |
55% |
False |
True |
41,157 |
10 |
5,601.0 |
5,333.0 |
268.0 |
5.0% |
55.4 |
1.0% |
27% |
False |
True |
38,983 |
20 |
5,665.0 |
5,333.0 |
332.0 |
6.1% |
40.1 |
0.7% |
22% |
False |
True |
19,551 |
40 |
5,665.0 |
5,333.0 |
332.0 |
6.1% |
29.1 |
0.5% |
22% |
False |
True |
9,817 |
60 |
5,665.0 |
5,333.0 |
332.0 |
6.1% |
23.1 |
0.4% |
22% |
False |
True |
6,560 |
80 |
5,665.0 |
5,333.0 |
332.0 |
6.1% |
18.6 |
0.3% |
22% |
False |
True |
4,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,810.8 |
2.618 |
5,662.2 |
1.618 |
5,571.2 |
1.000 |
5,515.0 |
0.618 |
5,480.2 |
HIGH |
5,424.0 |
0.618 |
5,389.2 |
0.500 |
5,378.5 |
0.382 |
5,367.8 |
LOW |
5,333.0 |
0.618 |
5,276.8 |
1.000 |
5,242.0 |
1.618 |
5,185.8 |
2.618 |
5,094.8 |
4.250 |
4,946.3 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,396.8 |
5,400.5 |
PP |
5,387.7 |
5,395.0 |
S1 |
5,378.5 |
5,389.5 |
|