Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,298.0 |
5,248.0 |
-50.0 |
-0.9% |
5,413.0 |
High |
5,303.0 |
5,289.0 |
-14.0 |
-0.3% |
5,432.0 |
Low |
5,250.0 |
5,243.0 |
-7.0 |
-0.1% |
5,297.0 |
Close |
5,264.0 |
5,283.0 |
19.0 |
0.4% |
5,304.0 |
Range |
53.0 |
46.0 |
-7.0 |
-13.2% |
135.0 |
ATR |
50.4 |
50.1 |
-0.3 |
-0.6% |
0.0 |
Volume |
27,319 |
31,953 |
4,634 |
17.0% |
129,592 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,409.7 |
5,392.3 |
5,308.3 |
|
R3 |
5,363.7 |
5,346.3 |
5,295.7 |
|
R2 |
5,317.7 |
5,317.7 |
5,291.4 |
|
R1 |
5,300.3 |
5,300.3 |
5,287.2 |
5,309.0 |
PP |
5,271.7 |
5,271.7 |
5,271.7 |
5,276.0 |
S1 |
5,254.3 |
5,254.3 |
5,278.8 |
5,263.0 |
S2 |
5,225.7 |
5,225.7 |
5,274.6 |
|
S3 |
5,179.7 |
5,208.3 |
5,270.4 |
|
S4 |
5,133.7 |
5,162.3 |
5,257.7 |
|
|
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 |
5,415.0 |
5,243.0 |
172.0 |
3.3% |
42.6 |
0.8% |
23% |
False |
True |
25,938 |
10 |
5,466.0 |
5,243.0 |
223.0 |
4.2% |
56.3 |
1.1% |
18% |
False |
True |
33,548 |
20 |
5,665.0 |
5,243.0 |
422.0 |
8.0% |
45.7 |
0.9% |
9% |
False |
True |
26,018 |
40 |
5,665.0 |
5,243.0 |
422.0 |
8.0% |
31.2 |
0.6% |
9% |
False |
True |
13,050 |
60 |
5,665.0 |
5,243.0 |
422.0 |
8.0% |
26.3 |
0.5% |
9% |
False |
True |
8,720 |
80 |
5,665.0 |
5,243.0 |
422.0 |
8.0% |
20.3 |
0.4% |
9% |
False |
True |
6,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,484.5 |
2.618 |
5,409.4 |
1.618 |
5,363.4 |
1.000 |
5,335.0 |
0.618 |
5,317.4 |
HIGH |
5,289.0 |
0.618 |
5,271.4 |
0.500 |
5,266.0 |
0.382 |
5,260.6 |
LOW |
5,243.0 |
0.618 |
5,214.6 |
1.000 |
5,197.0 |
1.618 |
5,168.6 |
2.618 |
5,122.6 |
4.250 |
5,047.5 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,277.3 |
5,285.0 |
PP |
5,271.7 |
5,284.3 |
S1 |
5,266.0 |
5,283.7 |
|