Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,954.00 |
1,967.00 |
13.00 |
0.7% |
1,994.50 |
High |
1,971.00 |
1,969.00 |
-2.00 |
-0.1% |
1,995.00 |
Low |
1,949.50 |
1,947.75 |
-1.75 |
-0.1% |
1,949.50 |
Close |
1,968.00 |
1,961.50 |
-6.50 |
-0.3% |
1,968.00 |
Range |
21.50 |
21.25 |
-0.25 |
-1.2% |
45.50 |
ATR |
17.17 |
17.46 |
0.29 |
1.7% |
0.00 |
Volume |
1,740 |
1,645 |
-95 |
-5.5% |
7,108 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.25 |
2,013.50 |
1,973.25 |
|
R3 |
2,002.00 |
1,992.25 |
1,967.25 |
|
R2 |
1,980.75 |
1,980.75 |
1,965.50 |
|
R1 |
1,971.00 |
1,971.00 |
1,963.50 |
1,965.25 |
PP |
1,959.50 |
1,959.50 |
1,959.50 |
1,956.50 |
S1 |
1,949.75 |
1,949.75 |
1,959.50 |
1,944.00 |
S2 |
1,938.25 |
1,938.25 |
1,957.50 |
|
S3 |
1,917.00 |
1,928.50 |
1,955.75 |
|
S4 |
1,895.75 |
1,907.25 |
1,949.75 |
|
|
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 |
1,984.75 |
1,947.75 |
37.00 |
1.9% |
23.50 |
1.2% |
37% |
False |
True |
1,449 |
10 |
2,006.50 |
1,947.75 |
58.75 |
3.0% |
20.75 |
1.1% |
23% |
False |
True |
1,024 |
20 |
2,006.50 |
1,947.75 |
58.75 |
3.0% |
17.50 |
0.9% |
23% |
False |
True |
687 |
40 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
15.25 |
0.8% |
65% |
False |
False |
362 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
14.50 |
0.7% |
65% |
False |
False |
255 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
12.75 |
0.7% |
65% |
False |
False |
197 |
100 |
2,006.50 |
1,842.25 |
164.25 |
8.4% |
11.25 |
0.6% |
73% |
False |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,059.25 |
2.618 |
2,024.75 |
1.618 |
2,003.50 |
1.000 |
1,990.25 |
0.618 |
1,982.25 |
HIGH |
1,969.00 |
0.618 |
1,961.00 |
0.500 |
1,958.50 |
0.382 |
1,955.75 |
LOW |
1,947.75 |
0.618 |
1,934.50 |
1.000 |
1,926.50 |
1.618 |
1,913.25 |
2.618 |
1,892.00 |
4.250 |
1,857.50 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,960.50 |
1,965.50 |
PP |
1,959.50 |
1,964.25 |
S1 |
1,958.50 |
1,962.75 |
|