Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,031.75 |
4,085.25 |
53.50 |
1.3% |
4,051.50 |
High |
4,090.00 |
4,088.50 |
-1.50 |
0.0% |
4,118.75 |
Low |
4,031.00 |
3,998.25 |
-32.75 |
-0.8% |
4,004.25 |
Close |
4,087.75 |
4,007.50 |
-80.25 |
-2.0% |
4,093.00 |
Range |
59.00 |
90.25 |
31.25 |
53.0% |
114.50 |
ATR |
41.50 |
44.99 |
3.48 |
8.4% |
0.00 |
Volume |
278,357 |
442,898 |
164,541 |
59.1% |
1,583,374 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,302.25 |
4,245.00 |
4,057.25 |
|
R3 |
4,212.00 |
4,154.75 |
4,032.25 |
|
R2 |
4,121.75 |
4,121.75 |
4,024.00 |
|
R1 |
4,064.50 |
4,064.50 |
4,015.75 |
4,048.00 |
PP |
4,031.50 |
4,031.50 |
4,031.50 |
4,023.00 |
S1 |
3,974.25 |
3,974.25 |
3,999.25 |
3,957.75 |
S2 |
3,941.25 |
3,941.25 |
3,991.00 |
|
S3 |
3,851.00 |
3,884.00 |
3,982.75 |
|
S4 |
3,760.75 |
3,793.75 |
3,957.75 |
|
|
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 |
3,998.25 |
120.50 |
3.0% |
56.25 |
1.4% |
8% |
False |
True |
314,686 |
10 |
4,118.75 |
3,998.25 |
120.50 |
3.0% |
52.50 |
1.3% |
8% |
False |
True |
318,243 |
20 |
4,118.75 |
3,998.25 |
120.50 |
3.0% |
44.25 |
1.1% |
8% |
False |
True |
168,264 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.5% |
40.75 |
1.0% |
63% |
False |
False |
84,528 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.5% |
39.25 |
1.0% |
63% |
False |
False |
56,475 |
80 |
4,118.75 |
3,729.50 |
389.25 |
9.7% |
35.00 |
0.9% |
71% |
False |
False |
42,378 |
100 |
4,118.75 |
3,511.75 |
607.00 |
15.1% |
31.00 |
0.8% |
82% |
False |
False |
33,903 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.7% |
29.50 |
0.7% |
84% |
False |
False |
28,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,472.00 |
2.618 |
4,324.75 |
1.618 |
4,234.50 |
1.000 |
4,178.75 |
0.618 |
4,144.25 |
HIGH |
4,088.50 |
0.618 |
4,054.00 |
0.500 |
4,043.50 |
0.382 |
4,032.75 |
LOW |
3,998.25 |
0.618 |
3,942.50 |
1.000 |
3,908.00 |
1.618 |
3,852.25 |
2.618 |
3,762.00 |
4.250 |
3,614.75 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,043.50 |
4,044.00 |
PP |
4,031.50 |
4,032.00 |
S1 |
4,019.50 |
4,019.75 |
|