Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,218.0 |
1,226.7 |
8.7 |
0.7% |
1,230.1 |
High |
1,229.0 |
1,228.9 |
-0.1 |
0.0% |
1,243.7 |
Low |
1,218.0 |
1,215.4 |
-2.6 |
-0.2% |
1,215.4 |
Close |
1,227.8 |
1,217.5 |
-10.3 |
-0.8% |
1,217.5 |
Range |
11.0 |
13.5 |
2.5 |
22.7% |
28.3 |
ATR |
13.0 |
13.0 |
0.0 |
0.3% |
0.0 |
Volume |
1,086 |
1,291 |
205 |
18.9% |
7,757 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.1 |
1,252.8 |
1,224.9 |
|
R3 |
1,247.6 |
1,239.3 |
1,221.2 |
|
R2 |
1,234.1 |
1,234.1 |
1,220.0 |
|
R1 |
1,225.8 |
1,225.8 |
1,218.7 |
1,223.2 |
PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,219.3 |
S1 |
1,212.3 |
1,212.3 |
1,216.3 |
1,209.7 |
S2 |
1,207.1 |
1,207.1 |
1,215.0 |
|
S3 |
1,193.6 |
1,198.8 |
1,213.8 |
|
S4 |
1,180.1 |
1,185.3 |
1,210.1 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.4 |
1,292.3 |
1,233.1 |
|
R3 |
1,282.1 |
1,264.0 |
1,225.3 |
|
R2 |
1,253.8 |
1,253.8 |
1,222.7 |
|
R1 |
1,235.7 |
1,235.7 |
1,220.1 |
1,230.6 |
PP |
1,225.5 |
1,225.5 |
1,225.5 |
1,223.0 |
S1 |
1,207.4 |
1,207.4 |
1,214.9 |
1,202.3 |
S2 |
1,197.2 |
1,197.2 |
1,212.3 |
|
S3 |
1,168.9 |
1,179.1 |
1,209.7 |
|
S4 |
1,140.6 |
1,150.8 |
1,201.9 |
|
|
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 |
1,215.4 |
28.3 |
2.3% |
12.0 |
1.0% |
7% |
False |
True |
1,551 |
10 |
1,272.9 |
1,215.4 |
57.5 |
4.7% |
12.9 |
1.1% |
4% |
False |
True |
2,367 |
20 |
1,298.4 |
1,215.4 |
83.0 |
6.8% |
12.2 |
1.0% |
3% |
False |
True |
2,025 |
40 |
1,323.0 |
1,215.4 |
107.6 |
8.8% |
11.9 |
1.0% |
2% |
False |
True |
1,650 |
60 |
1,347.3 |
1,215.4 |
131.9 |
10.8% |
12.0 |
1.0% |
2% |
False |
True |
1,332 |
80 |
1,347.3 |
1,215.4 |
131.9 |
10.8% |
11.2 |
0.9% |
2% |
False |
True |
1,049 |
100 |
1,347.3 |
1,215.4 |
131.9 |
10.8% |
9.8 |
0.8% |
2% |
False |
True |
888 |
120 |
1,347.3 |
1,215.4 |
131.9 |
10.8% |
9.0 |
0.7% |
2% |
False |
True |
763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.3 |
2.618 |
1,264.2 |
1.618 |
1,250.7 |
1.000 |
1,242.4 |
0.618 |
1,237.2 |
HIGH |
1,228.9 |
0.618 |
1,223.7 |
0.500 |
1,222.2 |
0.382 |
1,220.6 |
LOW |
1,215.4 |
0.618 |
1,207.1 |
1.000 |
1,201.9 |
1.618 |
1,193.6 |
2.618 |
1,180.1 |
4.250 |
1,158.0 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,222.2 |
1,227.9 |
PP |
1,220.6 |
1,224.4 |
S1 |
1,219.1 |
1,221.0 |
|