Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,217.4 |
1,224.2 |
6.8 |
0.6% |
1,230.1 |
High |
1,236.9 |
1,227.0 |
-9.9 |
-0.8% |
1,243.7 |
Low |
1,217.0 |
1,217.0 |
0.0 |
0.0% |
1,215.4 |
Close |
1,222.7 |
1,220.2 |
-2.5 |
-0.2% |
1,217.5 |
Range |
19.9 |
10.0 |
-9.9 |
-49.7% |
28.3 |
ATR |
13.2 |
13.0 |
-0.2 |
-1.7% |
0.0 |
Volume |
5,747 |
2,872 |
-2,875 |
-50.0% |
7,757 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.4 |
1,245.8 |
1,225.7 |
|
R3 |
1,241.4 |
1,235.8 |
1,223.0 |
|
R2 |
1,231.4 |
1,231.4 |
1,222.0 |
|
R1 |
1,225.8 |
1,225.8 |
1,221.1 |
1,223.6 |
PP |
1,221.4 |
1,221.4 |
1,221.4 |
1,220.3 |
S1 |
1,215.8 |
1,215.8 |
1,219.3 |
1,213.6 |
S2 |
1,211.4 |
1,211.4 |
1,218.4 |
|
S3 |
1,201.4 |
1,205.8 |
1,217.5 |
|
S4 |
1,191.4 |
1,195.8 |
1,214.7 |
|
|
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 |
1,236.9 |
1,213.0 |
23.9 |
2.0% |
12.6 |
1.0% |
30% |
False |
False |
2,567 |
10 |
1,251.6 |
1,213.0 |
38.6 |
3.2% |
12.5 |
1.0% |
19% |
False |
False |
2,604 |
20 |
1,298.4 |
1,213.0 |
85.4 |
7.0% |
12.9 |
1.1% |
8% |
False |
False |
2,434 |
40 |
1,323.0 |
1,213.0 |
110.0 |
9.0% |
12.0 |
1.0% |
7% |
False |
False |
1,809 |
60 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
12.1 |
1.0% |
5% |
False |
False |
1,491 |
80 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
11.3 |
0.9% |
5% |
False |
False |
1,175 |
100 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
10.1 |
0.8% |
5% |
False |
False |
991 |
120 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
9.2 |
0.8% |
5% |
False |
False |
849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.5 |
2.618 |
1,253.2 |
1.618 |
1,243.2 |
1.000 |
1,237.0 |
0.618 |
1,233.2 |
HIGH |
1,227.0 |
0.618 |
1,223.2 |
0.500 |
1,222.0 |
0.382 |
1,220.8 |
LOW |
1,217.0 |
0.618 |
1,210.8 |
1.000 |
1,207.0 |
1.618 |
1,200.8 |
2.618 |
1,190.8 |
4.250 |
1,174.5 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,222.0 |
1,225.0 |
PP |
1,221.4 |
1,223.4 |
S1 |
1,220.8 |
1,221.8 |
|