Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,098.75 |
4,091.75 |
-7.00 |
-0.2% |
4,051.50 |
High |
4,118.75 |
4,092.00 |
-26.75 |
-0.6% |
4,118.75 |
Low |
4,076.00 |
4,035.75 |
-40.25 |
-1.0% |
4,004.25 |
Close |
4,093.00 |
4,052.75 |
-40.25 |
-1.0% |
4,093.00 |
Range |
42.75 |
56.25 |
13.50 |
31.6% |
114.50 |
ATR |
39.42 |
40.69 |
1.27 |
3.2% |
0.00 |
Volume |
279,619 |
295,630 |
16,011 |
5.7% |
1,583,374 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,229.00 |
4,197.00 |
4,083.75 |
|
R3 |
4,172.75 |
4,140.75 |
4,068.25 |
|
R2 |
4,116.50 |
4,116.50 |
4,063.00 |
|
R1 |
4,084.50 |
4,084.50 |
4,058.00 |
4,072.50 |
PP |
4,060.25 |
4,060.25 |
4,060.25 |
4,054.00 |
S1 |
4,028.25 |
4,028.25 |
4,047.50 |
4,016.00 |
S2 |
4,004.00 |
4,004.00 |
4,042.50 |
|
S3 |
3,947.75 |
3,972.00 |
4,037.25 |
|
S4 |
3,891.50 |
3,915.75 |
4,021.75 |
|
|
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% |
49.00 |
1.2% |
42% |
False |
False |
299,848 |
10 |
4,118.75 |
4,004.25 |
114.50 |
2.8% |
48.00 |
1.2% |
42% |
False |
False |
233,979 |
20 |
4,118.75 |
4,004.25 |
114.50 |
2.8% |
37.50 |
0.9% |
42% |
False |
False |
118,515 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
38.50 |
1.0% |
78% |
False |
False |
59,605 |
60 |
4,118.75 |
3,803.75 |
315.00 |
7.8% |
37.75 |
0.9% |
79% |
False |
False |
39,854 |
80 |
4,118.75 |
3,692.75 |
426.00 |
10.5% |
33.00 |
0.8% |
85% |
False |
False |
29,901 |
100 |
4,118.75 |
3,511.75 |
607.00 |
15.0% |
29.75 |
0.7% |
89% |
False |
False |
23,922 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.5% |
29.00 |
0.7% |
91% |
False |
False |
19,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,331.00 |
2.618 |
4,239.25 |
1.618 |
4,183.00 |
1.000 |
4,148.25 |
0.618 |
4,126.75 |
HIGH |
4,092.00 |
0.618 |
4,070.50 |
0.500 |
4,064.00 |
0.382 |
4,057.25 |
LOW |
4,035.75 |
0.618 |
4,001.00 |
1.000 |
3,979.50 |
1.618 |
3,944.75 |
2.618 |
3,888.50 |
4.250 |
3,796.75 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,064.00 |
4,077.25 |
PP |
4,060.25 |
4,069.00 |
S1 |
4,056.50 |
4,061.00 |
|