Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,313.0 |
5,298.0 |
-15.0 |
-0.3% |
5,413.0 |
High |
5,327.0 |
5,303.0 |
-24.0 |
-0.5% |
5,432.0 |
Low |
5,297.0 |
5,250.0 |
-47.0 |
-0.9% |
5,297.0 |
Close |
5,304.0 |
5,264.0 |
-40.0 |
-0.8% |
5,304.0 |
Range |
30.0 |
53.0 |
23.0 |
76.7% |
135.0 |
ATR |
50.1 |
50.4 |
0.3 |
0.6% |
0.0 |
Volume |
25,097 |
27,319 |
2,222 |
8.9% |
129,592 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,431.3 |
5,400.7 |
5,293.2 |
|
R3 |
5,378.3 |
5,347.7 |
5,278.6 |
|
R2 |
5,325.3 |
5,325.3 |
5,273.7 |
|
R1 |
5,294.7 |
5,294.7 |
5,268.9 |
5,283.5 |
PP |
5,272.3 |
5,272.3 |
5,272.3 |
5,266.8 |
S1 |
5,241.7 |
5,241.7 |
5,259.1 |
5,230.5 |
S2 |
5,219.3 |
5,219.3 |
5,254.3 |
|
S3 |
5,166.3 |
5,188.7 |
5,249.4 |
|
S4 |
5,113.3 |
5,135.7 |
5,234.9 |
|
|
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 |
5,424.0 |
5,250.0 |
174.0 |
3.3% |
51.6 |
1.0% |
8% |
False |
True |
25,617 |
10 |
5,482.0 |
5,250.0 |
232.0 |
4.4% |
56.6 |
1.1% |
6% |
False |
True |
41,661 |
20 |
5,665.0 |
5,250.0 |
415.0 |
7.9% |
45.1 |
0.9% |
3% |
False |
True |
24,424 |
40 |
5,665.0 |
5,250.0 |
415.0 |
7.9% |
30.8 |
0.6% |
3% |
False |
True |
12,252 |
60 |
5,665.0 |
5,250.0 |
415.0 |
7.9% |
25.6 |
0.5% |
3% |
False |
True |
8,188 |
80 |
5,665.0 |
5,250.0 |
415.0 |
7.9% |
19.9 |
0.4% |
3% |
False |
True |
6,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,528.3 |
2.618 |
5,441.8 |
1.618 |
5,388.8 |
1.000 |
5,356.0 |
0.618 |
5,335.8 |
HIGH |
5,303.0 |
0.618 |
5,282.8 |
0.500 |
5,276.5 |
0.382 |
5,270.2 |
LOW |
5,250.0 |
0.618 |
5,217.2 |
1.000 |
5,197.0 |
1.618 |
5,164.2 |
2.618 |
5,111.2 |
4.250 |
5,024.8 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,276.5 |
5,332.5 |
PP |
5,272.3 |
5,309.7 |
S1 |
5,268.2 |
5,286.8 |
|