Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,961.00 |
1,974.75 |
13.75 |
0.7% |
2,002.00 |
High |
1,979.25 |
1,977.00 |
-2.25 |
-0.1% |
2,006.50 |
Low |
1,956.50 |
1,955.50 |
-1.00 |
-0.1% |
1,956.50 |
Close |
1,976.00 |
1,969.50 |
-6.50 |
-0.3% |
1,976.00 |
Range |
22.75 |
21.50 |
-1.25 |
-5.5% |
50.00 |
ATR |
18.81 |
19.00 |
0.19 |
1.0% |
0.00 |
Volume |
1,680,945 |
1,786,769 |
105,824 |
6.3% |
8,776,859 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.75 |
2,022.25 |
1,981.25 |
|
R3 |
2,010.25 |
2,000.75 |
1,975.50 |
|
R2 |
1,988.75 |
1,988.75 |
1,973.50 |
|
R1 |
1,979.25 |
1,979.25 |
1,971.50 |
1,973.25 |
PP |
1,967.25 |
1,967.25 |
1,967.25 |
1,964.50 |
S1 |
1,957.75 |
1,957.75 |
1,967.50 |
1,951.75 |
S2 |
1,945.75 |
1,945.75 |
1,965.50 |
|
S3 |
1,924.25 |
1,936.25 |
1,963.50 |
|
S4 |
1,902.75 |
1,914.75 |
1,957.75 |
|
|
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 |
1,992.50 |
1,955.50 |
37.00 |
1.9% |
24.25 |
1.2% |
38% |
False |
True |
1,796,926 |
10 |
2,014.50 |
1,955.50 |
59.00 |
3.0% |
22.00 |
1.1% |
24% |
False |
True |
1,775,840 |
20 |
2,014.50 |
1,955.50 |
59.00 |
3.0% |
19.00 |
1.0% |
24% |
False |
True |
1,136,855 |
40 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
17.50 |
0.9% |
66% |
False |
False |
571,112 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
17.25 |
0.9% |
66% |
False |
False |
381,755 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
16.00 |
0.8% |
66% |
False |
False |
286,613 |
100 |
2,014.50 |
1,846.00 |
168.50 |
8.6% |
15.25 |
0.8% |
73% |
False |
False |
229,325 |
120 |
2,014.50 |
1,790.00 |
224.50 |
11.4% |
15.50 |
0.8% |
80% |
False |
False |
191,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.50 |
2.618 |
2,033.25 |
1.618 |
2,011.75 |
1.000 |
1,998.50 |
0.618 |
1,990.25 |
HIGH |
1,977.00 |
0.618 |
1,968.75 |
0.500 |
1,966.25 |
0.382 |
1,963.75 |
LOW |
1,955.50 |
0.618 |
1,942.25 |
1.000 |
1,934.00 |
1.618 |
1,920.75 |
2.618 |
1,899.25 |
4.250 |
1,864.00 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,968.50 |
1,973.50 |
PP |
1,967.25 |
1,972.25 |
S1 |
1,966.25 |
1,970.75 |
|