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 |
9,514.5 |
9,435.0 |
-79.5 |
-0.8% |
9,762.5 |
High |
9,515.0 |
9,499.5 |
-15.5 |
-0.2% |
9,817.0 |
Low |
9,371.0 |
9,405.5 |
34.5 |
0.4% |
9,456.0 |
Close |
9,432.0 |
9,490.5 |
58.5 |
0.6% |
9,493.0 |
Range |
144.0 |
94.0 |
-50.0 |
-34.7% |
361.0 |
ATR |
131.9 |
129.2 |
-2.7 |
-2.1% |
0.0 |
Volume |
128,339 |
135,511 |
7,172 |
5.6% |
617,594 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,747.2 |
9,712.8 |
9,542.2 |
|
R3 |
9,653.2 |
9,618.8 |
9,516.4 |
|
R2 |
9,559.2 |
9,559.2 |
9,507.7 |
|
R1 |
9,524.8 |
9,524.8 |
9,499.1 |
9,542.0 |
PP |
9,465.2 |
9,465.2 |
9,465.2 |
9,473.8 |
S1 |
9,430.8 |
9,430.8 |
9,481.9 |
9,448.0 |
S2 |
9,371.2 |
9,371.2 |
9,473.3 |
|
S3 |
9,277.2 |
9,336.8 |
9,464.7 |
|
S4 |
9,183.2 |
9,242.8 |
9,438.8 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,671.7 |
10,443.3 |
9,691.6 |
|
R3 |
10,310.7 |
10,082.3 |
9,592.3 |
|
R2 |
9,949.7 |
9,949.7 |
9,559.2 |
|
R1 |
9,721.3 |
9,721.3 |
9,526.1 |
9,655.0 |
PP |
9,588.7 |
9,588.7 |
9,588.7 |
9,555.5 |
S1 |
9,360.3 |
9,360.3 |
9,459.9 |
9,294.0 |
S2 |
9,227.7 |
9,227.7 |
9,426.8 |
|
S3 |
8,866.7 |
8,999.3 |
9,393.7 |
|
S4 |
8,505.7 |
8,638.3 |
9,294.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,725.0 |
9,371.0 |
354.0 |
3.7% |
147.8 |
1.6% |
34% |
False |
False |
128,686 |
10 |
9,896.0 |
9,371.0 |
525.0 |
5.5% |
130.8 |
1.4% |
23% |
False |
False |
115,826 |
20 |
9,896.0 |
9,371.0 |
525.0 |
5.5% |
120.5 |
1.3% |
23% |
False |
False |
68,369 |
40 |
9,896.0 |
8,913.0 |
983.0 |
10.4% |
123.0 |
1.3% |
59% |
False |
False |
34,623 |
60 |
9,935.0 |
8,913.0 |
1,022.0 |
10.8% |
126.4 |
1.3% |
57% |
False |
False |
23,177 |
80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.1% |
112.7 |
1.2% |
50% |
False |
False |
17,421 |
100 |
10,057.5 |
8,913.0 |
1,144.5 |
12.1% |
101.3 |
1.1% |
50% |
False |
False |
13,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,899.0 |
2.618 |
9,745.6 |
1.618 |
9,651.6 |
1.000 |
9,593.5 |
0.618 |
9,557.6 |
HIGH |
9,499.5 |
0.618 |
9,463.6 |
0.500 |
9,452.5 |
0.382 |
9,441.4 |
LOW |
9,405.5 |
0.618 |
9,347.4 |
1.000 |
9,311.5 |
1.618 |
9,253.4 |
2.618 |
9,159.4 |
4.250 |
9,006.0 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,477.8 |
9,480.8 |
PP |
9,465.2 |
9,471.0 |
S1 |
9,452.5 |
9,461.3 |
|