Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,400.0 |
5,313.0 |
-87.0 |
-1.6% |
5,413.0 |
High |
5,415.0 |
5,327.0 |
-88.0 |
-1.6% |
5,432.0 |
Low |
5,366.0 |
5,297.0 |
-69.0 |
-1.3% |
5,297.0 |
Close |
5,371.0 |
5,304.0 |
-67.0 |
-1.2% |
5,304.0 |
Range |
49.0 |
30.0 |
-19.0 |
-38.8% |
135.0 |
ATR |
48.3 |
50.1 |
1.8 |
3.8% |
0.0 |
Volume |
21,181 |
25,097 |
3,916 |
18.5% |
129,592 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,399.3 |
5,381.7 |
5,320.5 |
|
R3 |
5,369.3 |
5,351.7 |
5,312.3 |
|
R2 |
5,339.3 |
5,339.3 |
5,309.5 |
|
R1 |
5,321.7 |
5,321.7 |
5,306.8 |
5,315.5 |
PP |
5,309.3 |
5,309.3 |
5,309.3 |
5,306.3 |
S1 |
5,291.7 |
5,291.7 |
5,301.3 |
5,285.5 |
S2 |
5,279.3 |
5,279.3 |
5,298.5 |
|
S3 |
5,249.3 |
5,261.7 |
5,295.8 |
|
S4 |
5,219.3 |
5,231.7 |
5,287.5 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,749.3 |
5,661.7 |
5,378.3 |
|
R3 |
5,614.3 |
5,526.7 |
5,341.1 |
|
R2 |
5,479.3 |
5,479.3 |
5,328.8 |
|
R1 |
5,391.7 |
5,391.7 |
5,316.4 |
5,368.0 |
PP |
5,344.3 |
5,344.3 |
5,344.3 |
5,332.5 |
S1 |
5,256.7 |
5,256.7 |
5,291.6 |
5,233.0 |
S2 |
5,209.3 |
5,209.3 |
5,279.3 |
|
S3 |
5,074.3 |
5,121.7 |
5,266.9 |
|
S4 |
4,939.3 |
4,986.7 |
5,229.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,432.0 |
5,297.0 |
135.0 |
2.5% |
58.8 |
1.1% |
5% |
False |
True |
25,918 |
10 |
5,505.0 |
5,297.0 |
208.0 |
3.9% |
54.8 |
1.0% |
3% |
False |
True |
44,796 |
20 |
5,665.0 |
5,297.0 |
368.0 |
6.9% |
43.5 |
0.8% |
2% |
False |
True |
23,063 |
40 |
5,665.0 |
5,297.0 |
368.0 |
6.9% |
29.7 |
0.6% |
2% |
False |
True |
11,571 |
60 |
5,665.0 |
5,297.0 |
368.0 |
6.9% |
24.7 |
0.5% |
2% |
False |
True |
7,732 |
80 |
5,665.0 |
5,297.0 |
368.0 |
6.9% |
19.2 |
0.4% |
2% |
False |
True |
5,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,454.5 |
2.618 |
5,405.5 |
1.618 |
5,375.5 |
1.000 |
5,357.0 |
0.618 |
5,345.5 |
HIGH |
5,327.0 |
0.618 |
5,315.5 |
0.500 |
5,312.0 |
0.382 |
5,308.5 |
LOW |
5,297.0 |
0.618 |
5,278.5 |
1.000 |
5,267.0 |
1.618 |
5,248.5 |
2.618 |
5,218.5 |
4.250 |
5,169.5 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,312.0 |
5,356.0 |
PP |
5,309.3 |
5,338.7 |
S1 |
5,306.7 |
5,321.3 |
|