Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,005.00 |
4,045.75 |
40.75 |
1.0% |
4,091.75 |
High |
4,050.50 |
4,051.25 |
0.75 |
0.0% |
4,092.00 |
Low |
4,001.75 |
3,998.00 |
-3.75 |
-0.1% |
3,998.25 |
Close |
4,045.75 |
4,035.50 |
-10.25 |
-0.3% |
4,045.75 |
Range |
48.75 |
53.25 |
4.50 |
9.2% |
93.75 |
ATR |
45.26 |
45.83 |
0.57 |
1.3% |
0.00 |
Volume |
309,995 |
350,305 |
40,310 |
13.0% |
1,603,809 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,188.00 |
4,165.00 |
4,064.75 |
|
R3 |
4,134.75 |
4,111.75 |
4,050.25 |
|
R2 |
4,081.50 |
4,081.50 |
4,045.25 |
|
R1 |
4,058.50 |
4,058.50 |
4,040.50 |
4,043.50 |
PP |
4,028.25 |
4,028.25 |
4,028.25 |
4,020.75 |
S1 |
4,005.25 |
4,005.25 |
4,030.50 |
3,990.00 |
S2 |
3,975.00 |
3,975.00 |
4,025.75 |
|
S3 |
3,921.75 |
3,952.00 |
4,020.75 |
|
S4 |
3,868.50 |
3,898.75 |
4,006.25 |
|
|
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 |
4,090.00 |
3,998.00 |
92.00 |
2.3% |
57.00 |
1.4% |
41% |
False |
True |
331,696 |
10 |
4,118.75 |
3,998.00 |
120.75 |
3.0% |
53.00 |
1.3% |
31% |
False |
True |
315,772 |
20 |
4,118.75 |
3,998.00 |
120.75 |
3.0% |
47.25 |
1.2% |
31% |
False |
True |
201,157 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
39.75 |
1.0% |
72% |
False |
False |
101,002 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
40.25 |
1.0% |
72% |
False |
False |
67,470 |
80 |
4,118.75 |
3,741.50 |
377.25 |
9.3% |
35.75 |
0.9% |
78% |
False |
False |
50,632 |
100 |
4,118.75 |
3,511.75 |
607.00 |
15.0% |
31.25 |
0.8% |
86% |
False |
False |
40,506 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.6% |
30.50 |
0.8% |
88% |
False |
False |
33,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,277.50 |
2.618 |
4,190.75 |
1.618 |
4,137.50 |
1.000 |
4,104.50 |
0.618 |
4,084.25 |
HIGH |
4,051.25 |
0.618 |
4,031.00 |
0.500 |
4,024.50 |
0.382 |
4,018.25 |
LOW |
3,998.00 |
0.618 |
3,965.00 |
1.000 |
3,944.75 |
1.618 |
3,911.75 |
2.618 |
3,858.50 |
4.250 |
3,771.75 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,032.00 |
4,043.25 |
PP |
4,028.25 |
4,040.75 |
S1 |
4,024.50 |
4,038.00 |
|