Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,071.00 |
4,098.75 |
27.75 |
0.7% |
4,051.50 |
High |
4,099.75 |
4,118.75 |
19.00 |
0.5% |
4,118.75 |
Low |
4,061.00 |
4,076.00 |
15.00 |
0.4% |
4,004.25 |
Close |
4,096.50 |
4,093.00 |
-3.50 |
-0.1% |
4,093.00 |
Range |
38.75 |
42.75 |
4.00 |
10.3% |
114.50 |
ATR |
39.16 |
39.42 |
0.26 |
0.7% |
0.00 |
Volume |
225,943 |
279,619 |
53,676 |
23.8% |
1,583,374 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,224.25 |
4,201.25 |
4,116.50 |
|
R3 |
4,181.50 |
4,158.50 |
4,104.75 |
|
R2 |
4,138.75 |
4,138.75 |
4,100.75 |
|
R1 |
4,115.75 |
4,115.75 |
4,097.00 |
4,106.00 |
PP |
4,096.00 |
4,096.00 |
4,096.00 |
4,091.00 |
S1 |
4,073.00 |
4,073.00 |
4,089.00 |
4,063.00 |
S2 |
4,053.25 |
4,053.25 |
4,085.25 |
|
S3 |
4,010.50 |
4,030.25 |
4,081.25 |
|
S4 |
3,967.75 |
3,987.50 |
4,069.50 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,415.50 |
4,368.75 |
4,156.00 |
|
R3 |
4,301.00 |
4,254.25 |
4,124.50 |
|
R2 |
4,186.50 |
4,186.50 |
4,114.00 |
|
R1 |
4,139.75 |
4,139.75 |
4,103.50 |
4,163.00 |
PP |
4,072.00 |
4,072.00 |
4,072.00 |
4,083.75 |
S1 |
4,025.25 |
4,025.25 |
4,082.50 |
4,048.50 |
S2 |
3,957.50 |
3,957.50 |
4,072.00 |
|
S3 |
3,843.00 |
3,910.75 |
4,061.50 |
|
S4 |
3,728.50 |
3,796.25 |
4,030.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,118.75 |
4,004.25 |
114.50 |
2.8% |
49.25 |
1.2% |
78% |
True |
False |
316,674 |
10 |
4,118.75 |
4,004.25 |
114.50 |
2.8% |
45.25 |
1.1% |
78% |
True |
False |
204,982 |
20 |
4,118.75 |
4,004.25 |
114.50 |
2.8% |
36.00 |
0.9% |
78% |
True |
False |
103,760 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.3% |
37.75 |
0.9% |
91% |
True |
False |
52,223 |
60 |
4,118.75 |
3,783.50 |
335.25 |
8.2% |
37.25 |
0.9% |
92% |
True |
False |
34,930 |
80 |
4,118.75 |
3,692.75 |
426.00 |
10.4% |
32.25 |
0.8% |
94% |
True |
False |
26,206 |
100 |
4,118.75 |
3,511.75 |
607.00 |
14.8% |
29.00 |
0.7% |
96% |
True |
False |
20,965 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.3% |
28.75 |
0.7% |
96% |
True |
False |
17,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,300.50 |
2.618 |
4,230.75 |
1.618 |
4,188.00 |
1.000 |
4,161.50 |
0.618 |
4,145.25 |
HIGH |
4,118.75 |
0.618 |
4,102.50 |
0.500 |
4,097.50 |
0.382 |
4,092.25 |
LOW |
4,076.00 |
0.618 |
4,049.50 |
1.000 |
4,033.25 |
1.618 |
4,006.75 |
2.618 |
3,964.00 |
4.250 |
3,894.25 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,097.50 |
4,088.25 |
PP |
4,096.00 |
4,083.75 |
S1 |
4,094.50 |
4,079.00 |
|