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 |
9,590.5 |
9,678.0 |
87.5 |
0.9% |
9,603.0 |
High |
9,687.5 |
9,725.0 |
37.5 |
0.4% |
9,896.0 |
Low |
9,536.5 |
9,470.5 |
-66.0 |
-0.7% |
9,590.5 |
Close |
9,672.5 |
9,511.5 |
-161.0 |
-1.7% |
9,822.5 |
Range |
151.0 |
254.5 |
103.5 |
68.5% |
305.5 |
ATR |
124.4 |
133.7 |
9.3 |
7.5% |
0.0 |
Volume |
142,794 |
116,709 |
-26,085 |
-18.3% |
409,311 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,332.5 |
10,176.5 |
9,651.5 |
|
R3 |
10,078.0 |
9,922.0 |
9,581.5 |
|
R2 |
9,823.5 |
9,823.5 |
9,558.2 |
|
R1 |
9,667.5 |
9,667.5 |
9,534.8 |
9,618.3 |
PP |
9,569.0 |
9,569.0 |
9,569.0 |
9,544.4 |
S1 |
9,413.0 |
9,413.0 |
9,488.2 |
9,363.8 |
S2 |
9,314.5 |
9,314.5 |
9,464.8 |
|
S3 |
9,060.0 |
9,158.5 |
9,441.5 |
|
S4 |
8,805.5 |
8,904.0 |
9,371.5 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,686.2 |
10,559.8 |
9,990.5 |
|
R3 |
10,380.7 |
10,254.3 |
9,906.5 |
|
R2 |
10,075.2 |
10,075.2 |
9,878.5 |
|
R1 |
9,948.8 |
9,948.8 |
9,850.5 |
10,012.0 |
PP |
9,769.7 |
9,769.7 |
9,769.7 |
9,801.3 |
S1 |
9,643.3 |
9,643.3 |
9,794.5 |
9,706.5 |
S2 |
9,464.2 |
9,464.2 |
9,766.5 |
|
S3 |
9,158.7 |
9,337.8 |
9,738.5 |
|
S4 |
8,853.2 |
9,032.3 |
9,654.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,896.0 |
9,470.5 |
425.5 |
4.5% |
158.2 |
1.7% |
10% |
False |
True |
116,145 |
10 |
9,896.0 |
9,470.5 |
425.5 |
4.5% |
126.3 |
1.3% |
10% |
False |
True |
93,990 |
20 |
9,896.0 |
9,377.0 |
519.0 |
5.5% |
123.2 |
1.3% |
26% |
False |
False |
49,498 |
40 |
9,896.0 |
8,913.0 |
983.0 |
10.3% |
129.8 |
1.4% |
61% |
False |
False |
25,065 |
60 |
10,051.0 |
8,913.0 |
1,138.0 |
12.0% |
125.3 |
1.3% |
53% |
False |
False |
16,790 |
80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.0% |
110.6 |
1.2% |
52% |
False |
False |
12,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,806.6 |
2.618 |
10,391.3 |
1.618 |
10,136.8 |
1.000 |
9,979.5 |
0.618 |
9,882.3 |
HIGH |
9,725.0 |
0.618 |
9,627.8 |
0.500 |
9,597.8 |
0.382 |
9,567.7 |
LOW |
9,470.5 |
0.618 |
9,313.2 |
1.000 |
9,216.0 |
1.618 |
9,058.7 |
2.618 |
8,804.2 |
4.250 |
8,388.9 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,597.8 |
9,610.3 |
PP |
9,569.0 |
9,577.3 |
S1 |
9,540.3 |
9,544.4 |
|