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 |
1,974.75 |
1,968.75 |
-6.00 |
-0.3% |
2,002.00 |
High |
1,977.00 |
1,978.25 |
1.25 |
0.1% |
2,006.50 |
Low |
1,955.50 |
1,960.50 |
5.00 |
0.3% |
1,956.50 |
Close |
1,969.50 |
1,965.50 |
-4.00 |
-0.2% |
1,976.00 |
Range |
21.50 |
17.75 |
-3.75 |
-17.4% |
50.00 |
ATR |
19.00 |
18.91 |
-0.09 |
-0.5% |
0.00 |
Volume |
1,786,769 |
1,991,628 |
204,859 |
11.5% |
8,776,859 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.25 |
2,011.25 |
1,975.25 |
|
R3 |
2,003.50 |
1,993.50 |
1,970.50 |
|
R2 |
1,985.75 |
1,985.75 |
1,968.75 |
|
R1 |
1,975.75 |
1,975.75 |
1,967.25 |
1,972.00 |
PP |
1,968.00 |
1,968.00 |
1,968.00 |
1,966.25 |
S1 |
1,958.00 |
1,958.00 |
1,963.75 |
1,954.00 |
S2 |
1,950.25 |
1,950.25 |
1,962.25 |
|
S3 |
1,932.50 |
1,940.25 |
1,960.50 |
|
S4 |
1,914.75 |
1,922.50 |
1,955.75 |
|
|
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% |
23.75 |
1.2% |
27% |
False |
False |
1,868,981 |
10 |
2,014.50 |
1,955.50 |
59.00 |
3.0% |
21.25 |
1.1% |
17% |
False |
False |
1,766,838 |
20 |
2,014.50 |
1,955.50 |
59.00 |
3.0% |
19.00 |
1.0% |
17% |
False |
False |
1,235,318 |
40 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
17.25 |
0.9% |
63% |
False |
False |
620,692 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
17.50 |
0.9% |
63% |
False |
False |
414,920 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
16.00 |
0.8% |
63% |
False |
False |
311,502 |
100 |
2,014.50 |
1,846.00 |
168.50 |
8.6% |
15.25 |
0.8% |
71% |
False |
False |
249,241 |
120 |
2,014.50 |
1,790.00 |
224.50 |
11.4% |
15.50 |
0.8% |
78% |
False |
False |
207,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,053.75 |
2.618 |
2,024.75 |
1.618 |
2,007.00 |
1.000 |
1,996.00 |
0.618 |
1,989.25 |
HIGH |
1,978.25 |
0.618 |
1,971.50 |
0.500 |
1,969.50 |
0.382 |
1,967.25 |
LOW |
1,960.50 |
0.618 |
1,949.50 |
1.000 |
1,942.75 |
1.618 |
1,931.75 |
2.618 |
1,914.00 |
4.250 |
1,885.00 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,969.50 |
1,967.50 |
PP |
1,968.00 |
1,966.75 |
S1 |
1,966.75 |
1,966.00 |
|