Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,990.75 |
1,961.00 |
-29.75 |
-1.5% |
2,002.00 |
High |
1,991.50 |
1,979.25 |
-12.25 |
-0.6% |
2,006.50 |
Low |
1,957.75 |
1,956.50 |
-1.25 |
-0.1% |
1,956.50 |
Close |
1,961.50 |
1,976.00 |
14.50 |
0.7% |
1,976.00 |
Range |
33.75 |
22.75 |
-11.00 |
-32.6% |
50.00 |
ATR |
18.51 |
18.81 |
0.30 |
1.6% |
0.00 |
Volume |
2,318,873 |
1,680,945 |
-637,928 |
-27.5% |
8,776,859 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.75 |
2,030.25 |
1,988.50 |
|
R3 |
2,016.00 |
2,007.50 |
1,982.25 |
|
R2 |
1,993.25 |
1,993.25 |
1,980.25 |
|
R1 |
1,984.75 |
1,984.75 |
1,978.00 |
1,989.00 |
PP |
1,970.50 |
1,970.50 |
1,970.50 |
1,972.75 |
S1 |
1,962.00 |
1,962.00 |
1,974.00 |
1,966.25 |
S2 |
1,947.75 |
1,947.75 |
1,971.75 |
|
S3 |
1,925.00 |
1,939.25 |
1,969.75 |
|
S4 |
1,902.25 |
1,916.50 |
1,963.50 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,129.75 |
2,102.75 |
2,003.50 |
|
R3 |
2,079.75 |
2,052.75 |
1,989.75 |
|
R2 |
2,029.75 |
2,029.75 |
1,985.25 |
|
R1 |
2,002.75 |
2,002.75 |
1,980.50 |
1,991.25 |
PP |
1,979.75 |
1,979.75 |
1,979.75 |
1,974.00 |
S1 |
1,952.75 |
1,952.75 |
1,971.50 |
1,941.25 |
S2 |
1,929.75 |
1,929.75 |
1,966.75 |
|
S3 |
1,879.75 |
1,902.75 |
1,962.25 |
|
S4 |
1,829.75 |
1,852.75 |
1,948.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,006.50 |
1,956.50 |
50.00 |
2.5% |
24.75 |
1.3% |
39% |
False |
True |
1,755,371 |
10 |
2,014.50 |
1,956.50 |
58.00 |
2.9% |
21.00 |
1.1% |
34% |
False |
True |
1,771,386 |
20 |
2,014.50 |
1,956.50 |
58.00 |
2.9% |
18.25 |
0.9% |
34% |
False |
True |
1,047,725 |
40 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
17.50 |
0.9% |
71% |
False |
False |
526,634 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
17.00 |
0.9% |
71% |
False |
False |
352,001 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
16.00 |
0.8% |
71% |
False |
False |
264,279 |
100 |
2,014.50 |
1,840.00 |
174.50 |
8.8% |
15.25 |
0.8% |
78% |
False |
False |
211,458 |
120 |
2,014.50 |
1,790.00 |
224.50 |
11.4% |
15.25 |
0.8% |
83% |
False |
False |
176,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,076.00 |
2.618 |
2,038.75 |
1.618 |
2,016.00 |
1.000 |
2,002.00 |
0.618 |
1,993.25 |
HIGH |
1,979.25 |
0.618 |
1,970.50 |
0.500 |
1,968.00 |
0.382 |
1,965.25 |
LOW |
1,956.50 |
0.618 |
1,942.50 |
1.000 |
1,933.75 |
1.618 |
1,919.75 |
2.618 |
1,897.00 |
4.250 |
1,859.75 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,973.25 |
1,975.50 |
PP |
1,970.50 |
1,975.00 |
S1 |
1,968.00 |
1,974.50 |
|