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 |
1,111.5 |
1,124.2 |
12.7 |
1.1% |
1,151.8 |
High |
1,124.7 |
1,124.6 |
-0.1 |
0.0% |
1,161.5 |
Low |
1,108.9 |
1,100.2 |
-8.7 |
-0.8% |
1,134.3 |
Close |
1,124.2 |
1,106.6 |
-17.6 |
-1.6% |
1,140.4 |
Range |
15.8 |
24.4 |
8.6 |
54.4% |
27.2 |
ATR |
15.2 |
15.8 |
0.7 |
4.3% |
0.0 |
Volume |
125,948 |
180,669 |
54,721 |
43.4% |
863,140 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.8 |
1,169.5 |
1,120.0 |
|
R3 |
1,159.3 |
1,145.3 |
1,113.3 |
|
R2 |
1,134.8 |
1,134.8 |
1,111.0 |
|
R1 |
1,120.8 |
1,120.8 |
1,108.8 |
1,115.5 |
PP |
1,110.5 |
1,110.5 |
1,110.5 |
1,108.0 |
S1 |
1,096.3 |
1,096.3 |
1,104.3 |
1,091.3 |
S2 |
1,086.0 |
1,086.0 |
1,102.3 |
|
S3 |
1,061.8 |
1,072.0 |
1,100.0 |
|
S4 |
1,037.3 |
1,047.5 |
1,093.3 |
|
|
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 |
1,100.2 |
61.3 |
5.5% |
20.5 |
1.9% |
10% |
False |
True |
153,435 |
10 |
1,169.8 |
1,100.2 |
69.6 |
6.3% |
17.8 |
1.6% |
9% |
False |
True |
167,371 |
20 |
1,182.2 |
1,100.2 |
82.0 |
7.4% |
15.5 |
1.4% |
8% |
False |
True |
90,591 |
40 |
1,182.2 |
1,099.7 |
82.5 |
7.5% |
14.3 |
1.3% |
8% |
False |
False |
45,348 |
60 |
1,200.0 |
1,099.7 |
100.3 |
9.1% |
13.5 |
1.2% |
7% |
False |
False |
30,248 |
80 |
1,205.4 |
1,099.7 |
105.7 |
9.6% |
11.3 |
1.0% |
7% |
False |
False |
22,691 |
100 |
1,205.4 |
1,080.9 |
124.5 |
11.3% |
9.0 |
0.8% |
21% |
False |
False |
18,153 |
120 |
1,205.4 |
1,080.9 |
124.5 |
11.3% |
7.5 |
0.7% |
21% |
False |
False |
15,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.3 |
2.618 |
1,188.5 |
1.618 |
1,164.0 |
1.000 |
1,149.0 |
0.618 |
1,139.8 |
HIGH |
1,124.5 |
0.618 |
1,115.3 |
0.500 |
1,112.5 |
0.382 |
1,109.5 |
LOW |
1,100.3 |
0.618 |
1,085.0 |
1.000 |
1,075.8 |
1.618 |
1,060.8 |
2.618 |
1,036.3 |
4.250 |
996.5 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,112.5 |
1,113.3 |
PP |
1,110.5 |
1,111.0 |
S1 |
1,108.5 |
1,108.8 |
|