Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,085.25 |
4,005.00 |
-80.25 |
-2.0% |
4,091.75 |
High |
4,088.50 |
4,050.50 |
-38.00 |
-0.9% |
4,092.00 |
Low |
3,998.25 |
4,001.75 |
3.50 |
0.1% |
3,998.25 |
Close |
4,007.50 |
4,045.75 |
38.25 |
1.0% |
4,045.75 |
Range |
90.25 |
48.75 |
-41.50 |
-46.0% |
93.75 |
ATR |
44.99 |
45.26 |
0.27 |
0.6% |
0.00 |
Volume |
442,898 |
309,995 |
-132,903 |
-30.0% |
1,603,809 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,179.00 |
4,161.00 |
4,072.50 |
|
R3 |
4,130.25 |
4,112.25 |
4,059.25 |
|
R2 |
4,081.50 |
4,081.50 |
4,054.75 |
|
R1 |
4,063.50 |
4,063.50 |
4,050.25 |
4,072.50 |
PP |
4,032.75 |
4,032.75 |
4,032.75 |
4,037.00 |
S1 |
4,014.75 |
4,014.75 |
4,041.25 |
4,023.75 |
S2 |
3,984.00 |
3,984.00 |
4,036.75 |
|
S3 |
3,935.25 |
3,966.00 |
4,032.25 |
|
S4 |
3,886.50 |
3,917.25 |
4,019.00 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,326.50 |
4,280.00 |
4,097.25 |
|
R3 |
4,232.75 |
4,186.25 |
4,071.50 |
|
R2 |
4,139.00 |
4,139.00 |
4,063.00 |
|
R1 |
4,092.50 |
4,092.50 |
4,054.25 |
4,069.00 |
PP |
4,045.25 |
4,045.25 |
4,045.25 |
4,033.50 |
S1 |
3,998.75 |
3,998.75 |
4,037.25 |
3,975.00 |
S2 |
3,951.50 |
3,951.50 |
4,028.50 |
|
S3 |
3,857.75 |
3,905.00 |
4,020.00 |
|
S4 |
3,764.00 |
3,811.25 |
3,994.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,092.00 |
3,998.25 |
93.75 |
2.3% |
57.50 |
1.4% |
51% |
False |
False |
320,761 |
10 |
4,118.75 |
3,998.25 |
120.50 |
3.0% |
53.50 |
1.3% |
39% |
False |
False |
318,718 |
20 |
4,118.75 |
3,998.25 |
120.50 |
3.0% |
45.75 |
1.1% |
39% |
False |
False |
183,713 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
39.75 |
1.0% |
76% |
False |
False |
92,263 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
39.75 |
1.0% |
76% |
False |
False |
61,637 |
80 |
4,118.75 |
3,730.25 |
388.50 |
9.6% |
35.50 |
0.9% |
81% |
False |
False |
46,253 |
100 |
4,118.75 |
3,511.75 |
607.00 |
15.0% |
31.00 |
0.8% |
88% |
False |
False |
37,003 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.5% |
30.00 |
0.7% |
90% |
False |
False |
30,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,257.75 |
2.618 |
4,178.25 |
1.618 |
4,129.50 |
1.000 |
4,099.25 |
0.618 |
4,080.75 |
HIGH |
4,050.50 |
0.618 |
4,032.00 |
0.500 |
4,026.00 |
0.382 |
4,020.25 |
LOW |
4,001.75 |
0.618 |
3,971.50 |
1.000 |
3,953.00 |
1.618 |
3,922.75 |
2.618 |
3,874.00 |
4.250 |
3,794.50 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,039.25 |
4,045.25 |
PP |
4,032.75 |
4,044.75 |
S1 |
4,026.00 |
4,044.00 |
|