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 |
1,969.75 |
1,990.75 |
21.00 |
1.1% |
1,973.75 |
High |
1,992.50 |
1,991.50 |
-1.00 |
-0.1% |
2,014.50 |
Low |
1,969.50 |
1,957.75 |
-11.75 |
-0.6% |
1,968.00 |
Close |
1,991.00 |
1,961.50 |
-29.50 |
-1.5% |
2,003.75 |
Range |
23.00 |
33.75 |
10.75 |
46.7% |
46.50 |
ATR |
17.33 |
18.51 |
1.17 |
6.8% |
0.00 |
Volume |
1,566,690 |
2,318,873 |
752,183 |
48.0% |
8,937,007 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,071.50 |
2,050.25 |
1,980.00 |
|
R3 |
2,037.75 |
2,016.50 |
1,970.75 |
|
R2 |
2,004.00 |
2,004.00 |
1,967.75 |
|
R1 |
1,982.75 |
1,982.75 |
1,964.50 |
1,976.50 |
PP |
1,970.25 |
1,970.25 |
1,970.25 |
1,967.00 |
S1 |
1,949.00 |
1,949.00 |
1,958.50 |
1,942.75 |
S2 |
1,936.50 |
1,936.50 |
1,955.25 |
|
S3 |
1,902.75 |
1,915.25 |
1,952.25 |
|
S4 |
1,869.00 |
1,881.50 |
1,943.00 |
|
|
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 |
1,957.75 |
56.75 |
2.9% |
23.50 |
1.2% |
7% |
False |
True |
1,753,273 |
10 |
2,014.50 |
1,957.75 |
56.75 |
2.9% |
20.75 |
1.1% |
7% |
False |
True |
1,789,421 |
20 |
2,014.50 |
1,957.75 |
56.75 |
2.9% |
17.75 |
0.9% |
7% |
False |
True |
964,330 |
40 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
18.00 |
0.9% |
60% |
False |
False |
484,719 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
16.75 |
0.9% |
60% |
False |
False |
324,008 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
15.75 |
0.8% |
60% |
False |
False |
243,268 |
100 |
2,014.50 |
1,840.00 |
174.50 |
8.9% |
15.00 |
0.8% |
70% |
False |
False |
194,650 |
120 |
2,014.50 |
1,790.00 |
224.50 |
11.4% |
15.50 |
0.8% |
76% |
False |
False |
162,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,135.00 |
2.618 |
2,079.75 |
1.618 |
2,046.00 |
1.000 |
2,025.25 |
0.618 |
2,012.25 |
HIGH |
1,991.50 |
0.618 |
1,978.50 |
0.500 |
1,974.50 |
0.382 |
1,970.75 |
LOW |
1,957.75 |
0.618 |
1,937.00 |
1.000 |
1,924.00 |
1.618 |
1,903.25 |
2.618 |
1,869.50 |
4.250 |
1,814.25 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,974.50 |
1,975.00 |
PP |
1,970.25 |
1,970.50 |
S1 |
1,966.00 |
1,966.00 |
|