Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,984.00 |
1,969.75 |
-14.25 |
-0.7% |
1,973.75 |
High |
1,988.00 |
1,992.50 |
4.50 |
0.2% |
2,014.50 |
Low |
1,968.25 |
1,969.50 |
1.25 |
0.1% |
1,968.00 |
Close |
1,972.25 |
1,991.00 |
18.75 |
1.0% |
2,003.75 |
Range |
19.75 |
23.00 |
3.25 |
16.5% |
46.50 |
ATR |
16.90 |
17.33 |
0.44 |
2.6% |
0.00 |
Volume |
1,631,355 |
1,566,690 |
-64,665 |
-4.0% |
8,937,007 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,053.25 |
2,045.25 |
2,003.75 |
|
R3 |
2,030.25 |
2,022.25 |
1,997.25 |
|
R2 |
2,007.25 |
2,007.25 |
1,995.25 |
|
R1 |
1,999.25 |
1,999.25 |
1,993.00 |
2,003.25 |
PP |
1,984.25 |
1,984.25 |
1,984.25 |
1,986.50 |
S1 |
1,976.25 |
1,976.25 |
1,989.00 |
1,980.25 |
S2 |
1,961.25 |
1,961.25 |
1,986.75 |
|
S3 |
1,938.25 |
1,953.25 |
1,984.75 |
|
S4 |
1,915.25 |
1,930.25 |
1,978.25 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.00 |
2,115.75 |
2,029.25 |
|
R3 |
2,088.50 |
2,069.25 |
2,016.50 |
|
R2 |
2,042.00 |
2,042.00 |
2,012.25 |
|
R1 |
2,022.75 |
2,022.75 |
2,008.00 |
2,032.50 |
PP |
1,995.50 |
1,995.50 |
1,995.50 |
2,000.25 |
S1 |
1,976.25 |
1,976.25 |
1,999.50 |
1,986.00 |
S2 |
1,949.00 |
1,949.00 |
1,995.25 |
|
S3 |
1,902.50 |
1,929.75 |
1,991.00 |
|
S4 |
1,856.00 |
1,883.25 |
1,978.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,014.50 |
1,968.25 |
46.25 |
2.3% |
19.50 |
1.0% |
49% |
False |
False |
1,570,091 |
10 |
2,014.50 |
1,968.00 |
46.50 |
2.3% |
18.75 |
0.9% |
49% |
False |
False |
1,637,922 |
20 |
2,014.50 |
1,968.00 |
46.50 |
2.3% |
16.50 |
0.8% |
49% |
False |
False |
848,586 |
40 |
2,014.50 |
1,882.75 |
131.75 |
6.6% |
17.50 |
0.9% |
82% |
False |
False |
426,805 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.6% |
16.50 |
0.8% |
82% |
False |
False |
285,378 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.6% |
15.50 |
0.8% |
82% |
False |
False |
214,290 |
100 |
2,014.50 |
1,840.00 |
174.50 |
8.8% |
15.00 |
0.8% |
87% |
False |
False |
171,463 |
120 |
2,014.50 |
1,790.00 |
224.50 |
11.3% |
15.50 |
0.8% |
90% |
False |
False |
142,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,090.25 |
2.618 |
2,052.75 |
1.618 |
2,029.75 |
1.000 |
2,015.50 |
0.618 |
2,006.75 |
HIGH |
1,992.50 |
0.618 |
1,983.75 |
0.500 |
1,981.00 |
0.382 |
1,978.25 |
LOW |
1,969.50 |
0.618 |
1,955.25 |
1.000 |
1,946.50 |
1.618 |
1,932.25 |
2.618 |
1,909.25 |
4.250 |
1,871.75 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,987.75 |
1,989.75 |
PP |
1,984.25 |
1,988.50 |
S1 |
1,981.00 |
1,987.50 |
|