Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,239.4 |
1,218.0 |
-21.4 |
-1.7% |
1,268.8 |
High |
1,240.4 |
1,229.0 |
-11.4 |
-0.9% |
1,272.9 |
Low |
1,224.2 |
1,218.0 |
-6.2 |
-0.5% |
1,229.7 |
Close |
1,236.8 |
1,227.8 |
-9.0 |
-0.7% |
1,232.4 |
Range |
16.2 |
11.0 |
-5.2 |
-32.1% |
43.2 |
ATR |
12.6 |
13.0 |
0.4 |
3.5% |
0.0 |
Volume |
1,720 |
1,086 |
-634 |
-36.9% |
15,913 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.9 |
1,253.9 |
1,233.9 |
|
R3 |
1,246.9 |
1,242.9 |
1,230.8 |
|
R2 |
1,235.9 |
1,235.9 |
1,229.8 |
|
R1 |
1,231.9 |
1,231.9 |
1,228.8 |
1,233.9 |
PP |
1,224.9 |
1,224.9 |
1,224.9 |
1,226.0 |
S1 |
1,220.9 |
1,220.9 |
1,226.8 |
1,222.9 |
S2 |
1,213.9 |
1,213.9 |
1,225.8 |
|
S3 |
1,202.9 |
1,209.9 |
1,224.8 |
|
S4 |
1,191.9 |
1,198.9 |
1,221.8 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.6 |
1,346.7 |
1,256.2 |
|
R3 |
1,331.4 |
1,303.5 |
1,244.3 |
|
R2 |
1,288.2 |
1,288.2 |
1,240.3 |
|
R1 |
1,260.3 |
1,260.3 |
1,236.4 |
1,252.7 |
PP |
1,245.0 |
1,245.0 |
1,245.0 |
1,241.2 |
S1 |
1,217.1 |
1,217.1 |
1,228.4 |
1,209.5 |
S2 |
1,201.8 |
1,201.8 |
1,224.5 |
|
S3 |
1,158.6 |
1,173.9 |
1,220.5 |
|
S4 |
1,115.4 |
1,130.7 |
1,208.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,243.7 |
1,218.0 |
25.7 |
2.1% |
11.8 |
1.0% |
38% |
False |
True |
2,206 |
10 |
1,275.1 |
1,218.0 |
57.1 |
4.7% |
13.0 |
1.1% |
17% |
False |
True |
2,610 |
20 |
1,298.4 |
1,218.0 |
80.4 |
6.5% |
12.4 |
1.0% |
12% |
False |
True |
1,999 |
40 |
1,323.0 |
1,218.0 |
105.0 |
8.6% |
12.0 |
1.0% |
9% |
False |
True |
1,627 |
60 |
1,347.3 |
1,218.0 |
129.3 |
10.5% |
11.9 |
1.0% |
8% |
False |
True |
1,316 |
80 |
1,347.3 |
1,218.0 |
129.3 |
10.5% |
11.1 |
0.9% |
8% |
False |
True |
1,034 |
100 |
1,347.3 |
1,218.0 |
129.3 |
10.5% |
9.6 |
0.8% |
8% |
False |
True |
876 |
120 |
1,347.3 |
1,218.0 |
129.3 |
10.5% |
9.0 |
0.7% |
8% |
False |
True |
754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.8 |
2.618 |
1,257.8 |
1.618 |
1,246.8 |
1.000 |
1,240.0 |
0.618 |
1,235.8 |
HIGH |
1,229.0 |
0.618 |
1,224.8 |
0.500 |
1,223.5 |
0.382 |
1,222.2 |
LOW |
1,218.0 |
0.618 |
1,211.2 |
1.000 |
1,207.0 |
1.618 |
1,200.2 |
2.618 |
1,189.2 |
4.250 |
1,171.3 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,226.4 |
1,230.9 |
PP |
1,224.9 |
1,229.8 |
S1 |
1,223.5 |
1,228.8 |
|