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 |
1,224.2 |
1,217.7 |
-6.5 |
-0.5% |
1,230.1 |
High |
1,227.0 |
1,225.4 |
-1.6 |
-0.1% |
1,243.7 |
Low |
1,217.0 |
1,208.8 |
-8.2 |
-0.7% |
1,215.4 |
Close |
1,220.2 |
1,222.6 |
2.4 |
0.2% |
1,217.5 |
Range |
10.0 |
16.6 |
6.6 |
66.0% |
28.3 |
ATR |
13.0 |
13.3 |
0.3 |
2.0% |
0.0 |
Volume |
2,872 |
1,723 |
-1,149 |
-40.0% |
7,757 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.7 |
1,262.3 |
1,231.7 |
|
R3 |
1,252.1 |
1,245.7 |
1,227.2 |
|
R2 |
1,235.5 |
1,235.5 |
1,225.6 |
|
R1 |
1,229.1 |
1,229.1 |
1,224.1 |
1,232.3 |
PP |
1,218.9 |
1,218.9 |
1,218.9 |
1,220.6 |
S1 |
1,212.5 |
1,212.5 |
1,221.1 |
1,215.7 |
S2 |
1,202.3 |
1,202.3 |
1,219.6 |
|
S3 |
1,185.7 |
1,195.9 |
1,218.0 |
|
S4 |
1,169.1 |
1,179.3 |
1,213.5 |
|
|
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 |
1,208.8 |
28.1 |
2.3% |
13.7 |
1.1% |
49% |
False |
True |
2,695 |
10 |
1,243.7 |
1,208.8 |
34.9 |
2.9% |
12.8 |
1.0% |
40% |
False |
True |
2,450 |
20 |
1,298.4 |
1,208.8 |
89.6 |
7.3% |
13.4 |
1.1% |
15% |
False |
True |
2,478 |
40 |
1,323.0 |
1,208.8 |
114.2 |
9.3% |
12.2 |
1.0% |
12% |
False |
True |
1,766 |
60 |
1,347.3 |
1,208.8 |
138.5 |
11.3% |
12.2 |
1.0% |
10% |
False |
True |
1,516 |
80 |
1,347.3 |
1,208.8 |
138.5 |
11.3% |
11.5 |
0.9% |
10% |
False |
True |
1,195 |
100 |
1,347.3 |
1,208.8 |
138.5 |
11.3% |
10.3 |
0.8% |
10% |
False |
True |
1,009 |
120 |
1,347.3 |
1,208.8 |
138.5 |
11.3% |
9.3 |
0.8% |
10% |
False |
True |
860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.0 |
2.618 |
1,268.9 |
1.618 |
1,252.3 |
1.000 |
1,242.0 |
0.618 |
1,235.7 |
HIGH |
1,225.4 |
0.618 |
1,219.1 |
0.500 |
1,217.1 |
0.382 |
1,215.1 |
LOW |
1,208.8 |
0.618 |
1,198.5 |
1.000 |
1,192.2 |
1.618 |
1,181.9 |
2.618 |
1,165.3 |
4.250 |
1,138.3 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,220.8 |
1,222.9 |
PP |
1,218.9 |
1,222.8 |
S1 |
1,217.1 |
1,222.7 |
|