Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,217.7 |
1,224.5 |
6.8 |
0.6% |
1,216.7 |
High |
1,225.4 |
1,229.9 |
4.5 |
0.4% |
1,236.9 |
Low |
1,208.8 |
1,214.0 |
5.2 |
0.4% |
1,208.8 |
Close |
1,222.6 |
1,216.1 |
-6.5 |
-0.5% |
1,216.1 |
Range |
16.6 |
15.9 |
-0.7 |
-4.2% |
28.1 |
ATR |
13.3 |
13.5 |
0.2 |
1.4% |
0.0 |
Volume |
1,723 |
2,682 |
959 |
55.7% |
14,867 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.7 |
1,257.8 |
1,224.8 |
|
R3 |
1,251.8 |
1,241.9 |
1,220.5 |
|
R2 |
1,235.9 |
1,235.9 |
1,219.0 |
|
R1 |
1,226.0 |
1,226.0 |
1,217.6 |
1,223.0 |
PP |
1,220.0 |
1,220.0 |
1,220.0 |
1,218.5 |
S1 |
1,210.1 |
1,210.1 |
1,214.6 |
1,207.1 |
S2 |
1,204.1 |
1,204.1 |
1,213.2 |
|
S3 |
1,188.2 |
1,194.2 |
1,211.7 |
|
S4 |
1,172.3 |
1,178.3 |
1,207.4 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.9 |
1,288.6 |
1,231.6 |
|
R3 |
1,276.8 |
1,260.5 |
1,223.8 |
|
R2 |
1,248.7 |
1,248.7 |
1,221.3 |
|
R1 |
1,232.4 |
1,232.4 |
1,218.7 |
1,226.5 |
PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,217.7 |
S1 |
1,204.3 |
1,204.3 |
1,213.5 |
1,198.4 |
S2 |
1,192.5 |
1,192.5 |
1,210.9 |
|
S3 |
1,164.4 |
1,176.2 |
1,208.4 |
|
S4 |
1,136.3 |
1,148.1 |
1,200.6 |
|
|
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% |
14.2 |
1.2% |
26% |
False |
False |
2,973 |
10 |
1,243.7 |
1,208.8 |
34.9 |
2.9% |
13.1 |
1.1% |
21% |
False |
False |
2,262 |
20 |
1,292.5 |
1,208.8 |
83.7 |
6.9% |
13.6 |
1.1% |
9% |
False |
False |
2,519 |
40 |
1,323.0 |
1,208.8 |
114.2 |
9.4% |
12.2 |
1.0% |
6% |
False |
False |
1,798 |
60 |
1,347.3 |
1,208.8 |
138.5 |
11.4% |
12.3 |
1.0% |
5% |
False |
False |
1,553 |
80 |
1,347.3 |
1,208.8 |
138.5 |
11.4% |
11.7 |
1.0% |
5% |
False |
False |
1,227 |
100 |
1,347.3 |
1,208.8 |
138.5 |
11.4% |
10.4 |
0.9% |
5% |
False |
False |
1,035 |
120 |
1,347.3 |
1,208.8 |
138.5 |
11.4% |
9.4 |
0.8% |
5% |
False |
False |
882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.5 |
2.618 |
1,271.5 |
1.618 |
1,255.6 |
1.000 |
1,245.8 |
0.618 |
1,239.7 |
HIGH |
1,229.9 |
0.618 |
1,223.8 |
0.500 |
1,222.0 |
0.382 |
1,220.1 |
LOW |
1,214.0 |
0.618 |
1,204.2 |
1.000 |
1,198.1 |
1.618 |
1,188.3 |
2.618 |
1,172.4 |
4.250 |
1,146.4 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,222.0 |
1,219.4 |
PP |
1,220.0 |
1,218.3 |
S1 |
1,218.1 |
1,217.2 |
|