Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,044.50 |
4,031.75 |
-12.75 |
-0.3% |
4,051.50 |
High |
4,061.00 |
4,090.00 |
29.00 |
0.7% |
4,118.75 |
Low |
4,027.75 |
4,031.00 |
3.25 |
0.1% |
4,004.25 |
Close |
4,037.00 |
4,087.75 |
50.75 |
1.3% |
4,093.00 |
Range |
33.25 |
59.00 |
25.75 |
77.4% |
114.50 |
ATR |
40.16 |
41.50 |
1.35 |
3.4% |
0.00 |
Volume |
276,929 |
278,357 |
1,428 |
0.5% |
1,583,374 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,246.50 |
4,226.25 |
4,120.25 |
|
R3 |
4,187.50 |
4,167.25 |
4,104.00 |
|
R2 |
4,128.50 |
4,128.50 |
4,098.50 |
|
R1 |
4,108.25 |
4,108.25 |
4,093.25 |
4,118.50 |
PP |
4,069.50 |
4,069.50 |
4,069.50 |
4,074.75 |
S1 |
4,049.25 |
4,049.25 |
4,082.25 |
4,059.50 |
S2 |
4,010.50 |
4,010.50 |
4,077.00 |
|
S3 |
3,951.50 |
3,990.25 |
4,071.50 |
|
S4 |
3,892.50 |
3,931.25 |
4,055.25 |
|
|
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 |
2.2% |
46.00 |
1.1% |
66% |
False |
False |
271,295 |
10 |
4,118.75 |
4,004.25 |
114.50 |
2.8% |
47.25 |
1.2% |
73% |
False |
False |
284,863 |
20 |
4,118.75 |
4,004.25 |
114.50 |
2.8% |
40.50 |
1.0% |
73% |
False |
False |
146,166 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.3% |
39.25 |
1.0% |
90% |
False |
False |
73,465 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.3% |
38.50 |
0.9% |
90% |
False |
False |
49,097 |
80 |
4,118.75 |
3,717.25 |
401.50 |
9.8% |
33.75 |
0.8% |
92% |
False |
False |
36,842 |
100 |
4,118.75 |
3,511.75 |
607.00 |
14.8% |
30.50 |
0.7% |
95% |
False |
False |
29,475 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.3% |
29.75 |
0.7% |
96% |
False |
False |
24,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,340.75 |
2.618 |
4,244.50 |
1.618 |
4,185.50 |
1.000 |
4,149.00 |
0.618 |
4,126.50 |
HIGH |
4,090.00 |
0.618 |
4,067.50 |
0.500 |
4,060.50 |
0.382 |
4,053.50 |
LOW |
4,031.00 |
0.618 |
3,994.50 |
1.000 |
3,972.00 |
1.618 |
3,935.50 |
2.618 |
3,876.50 |
4.250 |
3,780.25 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,078.75 |
4,078.50 |
PP |
4,069.50 |
4,069.25 |
S1 |
4,060.50 |
4,060.00 |
|