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 |
1,963.50 |
1,983.25 |
19.75 |
1.0% |
1,961.50 |
High |
1,984.75 |
1,983.25 |
-1.50 |
-0.1% |
2,006.50 |
Low |
1,962.75 |
1,949.75 |
-13.00 |
-0.7% |
1,961.50 |
Close |
1,983.25 |
1,953.50 |
-29.75 |
-1.5% |
1,996.00 |
Range |
22.00 |
33.50 |
11.50 |
52.3% |
45.00 |
ATR |
15.56 |
16.84 |
1.28 |
8.2% |
0.00 |
Volume |
1,714 |
1,090 |
-624 |
-36.4% |
2,085 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,062.75 |
2,041.50 |
1,972.00 |
|
R3 |
2,029.25 |
2,008.00 |
1,962.75 |
|
R2 |
1,995.75 |
1,995.75 |
1,959.75 |
|
R1 |
1,974.50 |
1,974.50 |
1,956.50 |
1,968.50 |
PP |
1,962.25 |
1,962.25 |
1,962.25 |
1,959.00 |
S1 |
1,941.00 |
1,941.00 |
1,950.50 |
1,935.00 |
S2 |
1,928.75 |
1,928.75 |
1,947.25 |
|
S3 |
1,895.25 |
1,907.50 |
1,944.25 |
|
S4 |
1,861.75 |
1,874.00 |
1,935.00 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,123.00 |
2,104.50 |
2,020.75 |
|
R3 |
2,078.00 |
2,059.50 |
2,008.50 |
|
R2 |
2,033.00 |
2,033.00 |
2,004.25 |
|
R1 |
2,014.50 |
2,014.50 |
2,000.00 |
2,023.75 |
PP |
1,988.00 |
1,988.00 |
1,988.00 |
1,992.50 |
S1 |
1,969.50 |
1,969.50 |
1,992.00 |
1,978.75 |
S2 |
1,943.00 |
1,943.00 |
1,987.75 |
|
S3 |
1,898.00 |
1,924.50 |
1,983.50 |
|
S4 |
1,853.00 |
1,879.50 |
1,971.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,006.50 |
1,949.75 |
56.75 |
2.9% |
22.25 |
1.1% |
7% |
False |
True |
1,137 |
10 |
2,006.50 |
1,949.75 |
56.75 |
2.9% |
19.25 |
1.0% |
7% |
False |
True |
774 |
20 |
2,006.50 |
1,949.75 |
56.75 |
2.9% |
16.25 |
0.8% |
7% |
False |
True |
520 |
40 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
15.50 |
0.8% |
59% |
False |
False |
279 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
14.00 |
0.7% |
59% |
False |
False |
200 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
12.50 |
0.6% |
59% |
False |
False |
155 |
100 |
2,006.50 |
1,841.00 |
165.50 |
8.5% |
10.75 |
0.6% |
68% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,125.50 |
2.618 |
2,071.00 |
1.618 |
2,037.50 |
1.000 |
2,016.75 |
0.618 |
2,004.00 |
HIGH |
1,983.25 |
0.618 |
1,970.50 |
0.500 |
1,966.50 |
0.382 |
1,962.50 |
LOW |
1,949.75 |
0.618 |
1,929.00 |
1.000 |
1,916.25 |
1.618 |
1,895.50 |
2.618 |
1,862.00 |
4.250 |
1,807.50 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,966.50 |
1,967.25 |
PP |
1,962.25 |
1,962.75 |
S1 |
1,957.75 |
1,958.00 |
|