Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,218.2 |
1,216.4 |
-1.8 |
-0.1% |
1,216.7 |
High |
1,224.0 |
1,221.2 |
-2.8 |
-0.2% |
1,236.9 |
Low |
1,217.0 |
1,205.0 |
-12.0 |
-1.0% |
1,208.8 |
Close |
1,219.5 |
1,212.3 |
-7.2 |
-0.6% |
1,216.1 |
Range |
7.0 |
16.2 |
9.2 |
131.4% |
28.1 |
ATR |
13.1 |
13.3 |
0.2 |
1.7% |
0.0 |
Volume |
1,848 |
1,507 |
-341 |
-18.5% |
14,867 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.4 |
1,253.1 |
1,221.2 |
|
R3 |
1,245.2 |
1,236.9 |
1,216.8 |
|
R2 |
1,229.0 |
1,229.0 |
1,215.3 |
|
R1 |
1,220.7 |
1,220.7 |
1,213.8 |
1,216.8 |
PP |
1,212.8 |
1,212.8 |
1,212.8 |
1,210.9 |
S1 |
1,204.5 |
1,204.5 |
1,210.8 |
1,200.6 |
S2 |
1,196.6 |
1,196.6 |
1,209.3 |
|
S3 |
1,180.4 |
1,188.3 |
1,207.8 |
|
S4 |
1,164.2 |
1,172.1 |
1,203.4 |
|
|
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 |
1,229.9 |
1,205.0 |
24.9 |
2.1% |
13.1 |
1.1% |
29% |
False |
True |
2,126 |
10 |
1,240.4 |
1,205.0 |
35.4 |
2.9% |
13.5 |
1.1% |
21% |
False |
True |
2,231 |
20 |
1,277.0 |
1,205.0 |
72.0 |
5.9% |
13.1 |
1.1% |
10% |
False |
True |
2,512 |
40 |
1,323.0 |
1,205.0 |
118.0 |
9.7% |
12.2 |
1.0% |
6% |
False |
True |
1,856 |
60 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
12.4 |
1.0% |
5% |
False |
True |
1,563 |
80 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
11.8 |
1.0% |
5% |
False |
True |
1,268 |
100 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
10.5 |
0.9% |
5% |
False |
True |
1,068 |
120 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
9.5 |
0.8% |
5% |
False |
True |
900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.1 |
2.618 |
1,263.6 |
1.618 |
1,247.4 |
1.000 |
1,237.4 |
0.618 |
1,231.2 |
HIGH |
1,221.2 |
0.618 |
1,215.0 |
0.500 |
1,213.1 |
0.382 |
1,211.2 |
LOW |
1,205.0 |
0.618 |
1,195.0 |
1.000 |
1,188.8 |
1.618 |
1,178.8 |
2.618 |
1,162.6 |
4.250 |
1,136.2 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,213.1 |
1,217.5 |
PP |
1,212.8 |
1,215.7 |
S1 |
1,212.6 |
1,214.0 |
|