Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,370.0 |
5,400.0 |
30.0 |
0.6% |
5,503.0 |
High |
5,385.0 |
5,415.0 |
30.0 |
0.6% |
5,505.0 |
Low |
5,350.0 |
5,366.0 |
16.0 |
0.3% |
5,367.0 |
Close |
5,379.0 |
5,371.0 |
-8.0 |
-0.1% |
5,426.0 |
Range |
35.0 |
49.0 |
14.0 |
40.0% |
138.0 |
ATR |
48.2 |
48.3 |
0.1 |
0.1% |
0.0 |
Volume |
24,144 |
21,181 |
-2,963 |
-12.3% |
318,371 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,531.0 |
5,500.0 |
5,398.0 |
|
R3 |
5,482.0 |
5,451.0 |
5,384.5 |
|
R2 |
5,433.0 |
5,433.0 |
5,380.0 |
|
R1 |
5,402.0 |
5,402.0 |
5,375.5 |
5,393.0 |
PP |
5,384.0 |
5,384.0 |
5,384.0 |
5,379.5 |
S1 |
5,353.0 |
5,353.0 |
5,366.5 |
5,344.0 |
S2 |
5,335.0 |
5,335.0 |
5,362.0 |
|
S3 |
5,286.0 |
5,304.0 |
5,357.5 |
|
S4 |
5,237.0 |
5,255.0 |
5,344.1 |
|
|
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 |
5,446.0 |
5,333.0 |
113.0 |
2.1% |
60.4 |
1.1% |
34% |
False |
False |
25,703 |
10 |
5,545.0 |
5,333.0 |
212.0 |
3.9% |
55.5 |
1.0% |
18% |
False |
False |
43,103 |
20 |
5,665.0 |
5,333.0 |
332.0 |
6.2% |
42.8 |
0.8% |
11% |
False |
False |
21,810 |
40 |
5,665.0 |
5,333.0 |
332.0 |
6.2% |
29.6 |
0.6% |
11% |
False |
False |
10,944 |
60 |
5,665.0 |
5,333.0 |
332.0 |
6.2% |
24.2 |
0.5% |
11% |
False |
False |
7,315 |
80 |
5,665.0 |
5,333.0 |
332.0 |
6.2% |
19.2 |
0.4% |
11% |
False |
False |
5,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,623.3 |
2.618 |
5,543.3 |
1.618 |
5,494.3 |
1.000 |
5,464.0 |
0.618 |
5,445.3 |
HIGH |
5,415.0 |
0.618 |
5,396.3 |
0.500 |
5,390.5 |
0.382 |
5,384.7 |
LOW |
5,366.0 |
0.618 |
5,335.7 |
1.000 |
5,317.0 |
1.618 |
5,286.7 |
2.618 |
5,237.7 |
4.250 |
5,157.8 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,390.5 |
5,378.5 |
PP |
5,384.0 |
5,376.0 |
S1 |
5,377.5 |
5,373.5 |
|