Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,156.1 |
1,137.1 |
-19.0 |
-1.6% |
1,151.8 |
High |
1,161.5 |
1,139.3 |
-22.2 |
-1.9% |
1,161.5 |
Low |
1,136.2 |
1,119.1 |
-17.1 |
-1.5% |
1,134.3 |
Close |
1,140.4 |
1,122.3 |
-18.1 |
-1.6% |
1,140.4 |
Range |
25.3 |
20.2 |
-5.1 |
-20.2% |
27.2 |
ATR |
14.5 |
15.0 |
0.5 |
3.3% |
0.0 |
Volume |
159,315 |
142,657 |
-16,658 |
-10.5% |
863,140 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.5 |
1,175.0 |
1,133.5 |
|
R3 |
1,167.3 |
1,155.0 |
1,127.8 |
|
R2 |
1,147.0 |
1,147.0 |
1,126.0 |
|
R1 |
1,134.8 |
1,134.8 |
1,124.3 |
1,130.8 |
PP |
1,127.0 |
1,127.0 |
1,127.0 |
1,125.0 |
S1 |
1,114.5 |
1,114.5 |
1,120.5 |
1,110.5 |
S2 |
1,106.8 |
1,106.8 |
1,118.5 |
|
S3 |
1,086.5 |
1,094.3 |
1,116.8 |
|
S4 |
1,066.3 |
1,074.0 |
1,111.3 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.0 |
1,211.0 |
1,155.3 |
|
R3 |
1,199.8 |
1,183.8 |
1,148.0 |
|
R2 |
1,172.5 |
1,172.5 |
1,145.5 |
|
R1 |
1,156.5 |
1,156.5 |
1,143.0 |
1,151.0 |
PP |
1,145.5 |
1,145.5 |
1,145.5 |
1,142.5 |
S1 |
1,129.3 |
1,129.3 |
1,138.0 |
1,123.8 |
S2 |
1,118.3 |
1,118.3 |
1,135.5 |
|
S3 |
1,091.0 |
1,102.0 |
1,133.0 |
|
S4 |
1,063.8 |
1,075.0 |
1,125.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,161.5 |
1,119.1 |
42.4 |
3.8% |
16.5 |
1.5% |
8% |
False |
True |
161,385 |
10 |
1,169.8 |
1,119.1 |
50.7 |
4.5% |
16.8 |
1.5% |
6% |
False |
True |
134,134 |
20 |
1,182.2 |
1,119.1 |
63.1 |
5.6% |
14.3 |
1.3% |
5% |
False |
True |
67,383 |
40 |
1,182.2 |
1,099.7 |
82.5 |
7.4% |
13.8 |
1.2% |
27% |
False |
False |
33,720 |
60 |
1,205.4 |
1,099.7 |
105.7 |
9.4% |
13.3 |
1.2% |
21% |
False |
False |
22,497 |
80 |
1,205.4 |
1,099.7 |
105.7 |
9.4% |
10.5 |
0.9% |
21% |
False |
False |
16,876 |
100 |
1,205.4 |
1,080.9 |
124.5 |
11.1% |
8.5 |
0.8% |
33% |
False |
False |
13,501 |
120 |
1,205.4 |
1,080.9 |
124.5 |
11.1% |
7.0 |
0.6% |
33% |
False |
False |
11,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.3 |
2.618 |
1,192.3 |
1.618 |
1,172.0 |
1.000 |
1,159.5 |
0.618 |
1,151.8 |
HIGH |
1,139.3 |
0.618 |
1,131.5 |
0.500 |
1,129.3 |
0.382 |
1,126.8 |
LOW |
1,119.0 |
0.618 |
1,106.5 |
1.000 |
1,099.0 |
1.618 |
1,086.5 |
2.618 |
1,066.3 |
4.250 |
1,033.3 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,129.3 |
1,140.3 |
PP |
1,127.0 |
1,134.3 |
S1 |
1,124.5 |
1,128.3 |
|