Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,045.75 |
4,033.75 |
-12.00 |
-0.3% |
4,091.75 |
High |
4,051.25 |
4,064.75 |
13.50 |
0.3% |
4,092.00 |
Low |
3,998.00 |
4,024.25 |
26.25 |
0.7% |
3,998.25 |
Close |
4,035.50 |
4,044.75 |
9.25 |
0.2% |
4,045.75 |
Range |
53.25 |
40.50 |
-12.75 |
-23.9% |
93.75 |
ATR |
45.83 |
45.45 |
-0.38 |
-0.8% |
0.00 |
Volume |
350,305 |
334,467 |
-15,838 |
-4.5% |
1,603,809 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,166.00 |
4,146.00 |
4,067.00 |
|
R3 |
4,125.50 |
4,105.50 |
4,056.00 |
|
R2 |
4,085.00 |
4,085.00 |
4,052.25 |
|
R1 |
4,065.00 |
4,065.00 |
4,048.50 |
4,075.00 |
PP |
4,044.50 |
4,044.50 |
4,044.50 |
4,049.50 |
S1 |
4,024.50 |
4,024.50 |
4,041.00 |
4,034.50 |
S2 |
4,004.00 |
4,004.00 |
4,037.25 |
|
S3 |
3,963.50 |
3,984.00 |
4,033.50 |
|
S4 |
3,923.00 |
3,943.50 |
4,022.50 |
|
|
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% |
58.25 |
1.4% |
51% |
False |
False |
343,204 |
10 |
4,118.75 |
3,998.00 |
120.75 |
3.0% |
50.75 |
1.3% |
39% |
False |
False |
311,485 |
20 |
4,118.75 |
3,998.00 |
120.75 |
3.0% |
48.25 |
1.2% |
39% |
False |
False |
217,781 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
39.50 |
1.0% |
75% |
False |
False |
109,347 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
40.50 |
1.0% |
75% |
False |
False |
73,039 |
80 |
4,118.75 |
3,741.50 |
377.25 |
9.3% |
36.00 |
0.9% |
80% |
False |
False |
54,812 |
100 |
4,118.75 |
3,511.75 |
607.00 |
15.0% |
31.50 |
0.8% |
88% |
False |
False |
43,851 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.5% |
30.75 |
0.8% |
90% |
False |
False |
36,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,237.00 |
2.618 |
4,170.75 |
1.618 |
4,130.25 |
1.000 |
4,105.25 |
0.618 |
4,089.75 |
HIGH |
4,064.75 |
0.618 |
4,049.25 |
0.500 |
4,044.50 |
0.382 |
4,039.75 |
LOW |
4,024.25 |
0.618 |
3,999.25 |
1.000 |
3,983.75 |
1.618 |
3,958.75 |
2.618 |
3,918.25 |
4.250 |
3,852.00 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,044.75 |
4,040.25 |
PP |
4,044.50 |
4,035.75 |
S1 |
4,044.50 |
4,031.50 |
|