Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,091.75 |
4,044.50 |
-47.25 |
-1.2% |
4,051.50 |
High |
4,092.00 |
4,061.00 |
-31.00 |
-0.8% |
4,118.75 |
Low |
4,035.75 |
4,027.75 |
-8.00 |
-0.2% |
4,004.25 |
Close |
4,052.75 |
4,037.00 |
-15.75 |
-0.4% |
4,093.00 |
Range |
56.25 |
33.25 |
-23.00 |
-40.9% |
114.50 |
ATR |
40.69 |
40.16 |
-0.53 |
-1.3% |
0.00 |
Volume |
295,630 |
276,929 |
-18,701 |
-6.3% |
1,583,374 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,141.75 |
4,122.50 |
4,055.25 |
|
R3 |
4,108.50 |
4,089.25 |
4,046.25 |
|
R2 |
4,075.25 |
4,075.25 |
4,043.00 |
|
R1 |
4,056.00 |
4,056.00 |
4,040.00 |
4,049.00 |
PP |
4,042.00 |
4,042.00 |
4,042.00 |
4,038.50 |
S1 |
4,022.75 |
4,022.75 |
4,034.00 |
4,015.75 |
S2 |
4,008.75 |
4,008.75 |
4,031.00 |
|
S3 |
3,975.50 |
3,989.50 |
4,027.75 |
|
S4 |
3,942.25 |
3,956.25 |
4,018.75 |
|
|
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 |
4,027.75 |
91.00 |
2.3% |
43.25 |
1.1% |
10% |
False |
True |
279,767 |
10 |
4,118.75 |
4,004.25 |
114.50 |
2.8% |
45.50 |
1.1% |
29% |
False |
False |
259,760 |
20 |
4,118.75 |
4,004.25 |
114.50 |
2.8% |
38.25 |
0.9% |
29% |
False |
False |
132,287 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
38.25 |
1.0% |
73% |
False |
False |
66,516 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
38.00 |
0.9% |
73% |
False |
False |
44,463 |
80 |
4,118.75 |
3,692.75 |
426.00 |
10.6% |
33.25 |
0.8% |
81% |
False |
False |
33,363 |
100 |
4,118.75 |
3,511.75 |
607.00 |
15.0% |
30.00 |
0.7% |
87% |
False |
False |
26,691 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.6% |
29.25 |
0.7% |
88% |
False |
False |
22,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,202.25 |
2.618 |
4,148.00 |
1.618 |
4,114.75 |
1.000 |
4,094.25 |
0.618 |
4,081.50 |
HIGH |
4,061.00 |
0.618 |
4,048.25 |
0.500 |
4,044.50 |
0.382 |
4,040.50 |
LOW |
4,027.75 |
0.618 |
4,007.25 |
1.000 |
3,994.50 |
1.618 |
3,974.00 |
2.618 |
3,940.75 |
4.250 |
3,886.50 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,044.50 |
4,073.25 |
PP |
4,042.00 |
4,061.25 |
S1 |
4,039.50 |
4,049.00 |
|