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 |
1,983.25 |
1,954.00 |
-29.25 |
-1.5% |
1,994.50 |
High |
1,983.25 |
1,971.00 |
-12.25 |
-0.6% |
1,995.00 |
Low |
1,949.75 |
1,949.50 |
-0.25 |
0.0% |
1,949.50 |
Close |
1,953.50 |
1,968.00 |
14.50 |
0.7% |
1,968.00 |
Range |
33.50 |
21.50 |
-12.00 |
-35.8% |
45.50 |
ATR |
16.84 |
17.17 |
0.33 |
2.0% |
0.00 |
Volume |
1,090 |
1,740 |
650 |
59.6% |
7,108 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.25 |
2,019.25 |
1,979.75 |
|
R3 |
2,005.75 |
1,997.75 |
1,974.00 |
|
R2 |
1,984.25 |
1,984.25 |
1,972.00 |
|
R1 |
1,976.25 |
1,976.25 |
1,970.00 |
1,980.25 |
PP |
1,962.75 |
1,962.75 |
1,962.75 |
1,965.00 |
S1 |
1,954.75 |
1,954.75 |
1,966.00 |
1,958.75 |
S2 |
1,941.25 |
1,941.25 |
1,964.00 |
|
S3 |
1,919.75 |
1,933.25 |
1,962.00 |
|
S4 |
1,898.25 |
1,911.75 |
1,956.25 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,107.25 |
2,083.25 |
1,993.00 |
|
R3 |
2,061.75 |
2,037.75 |
1,980.50 |
|
R2 |
2,016.25 |
2,016.25 |
1,976.25 |
|
R1 |
1,992.25 |
1,992.25 |
1,972.25 |
1,981.50 |
PP |
1,970.75 |
1,970.75 |
1,970.75 |
1,965.50 |
S1 |
1,946.75 |
1,946.75 |
1,963.75 |
1,936.00 |
S2 |
1,925.25 |
1,925.25 |
1,959.75 |
|
S3 |
1,879.75 |
1,901.25 |
1,955.50 |
|
S4 |
1,834.25 |
1,855.75 |
1,943.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,995.00 |
1,949.50 |
45.50 |
2.3% |
23.50 |
1.2% |
41% |
False |
True |
1,421 |
10 |
2,006.50 |
1,949.50 |
57.00 |
2.9% |
19.50 |
1.0% |
32% |
False |
True |
919 |
20 |
2,006.50 |
1,949.50 |
57.00 |
2.9% |
17.00 |
0.9% |
32% |
False |
True |
606 |
40 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
15.00 |
0.8% |
70% |
False |
False |
322 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
14.50 |
0.7% |
70% |
False |
False |
228 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
12.75 |
0.6% |
70% |
False |
False |
177 |
100 |
2,006.50 |
1,842.25 |
164.25 |
8.3% |
11.00 |
0.6% |
77% |
False |
False |
142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,062.50 |
2.618 |
2,027.25 |
1.618 |
2,005.75 |
1.000 |
1,992.50 |
0.618 |
1,984.25 |
HIGH |
1,971.00 |
0.618 |
1,962.75 |
0.500 |
1,960.25 |
0.382 |
1,957.75 |
LOW |
1,949.50 |
0.618 |
1,936.25 |
1.000 |
1,928.00 |
1.618 |
1,914.75 |
2.618 |
1,893.25 |
4.250 |
1,858.00 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,965.50 |
1,967.75 |
PP |
1,962.75 |
1,967.50 |
S1 |
1,960.25 |
1,967.00 |
|