Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,284.0 |
3,254.0 |
-30.0 |
-0.9% |
3,183.0 |
High |
3,285.0 |
3,269.0 |
-16.0 |
-0.5% |
3,290.0 |
Low |
3,250.0 |
3,232.0 |
-18.0 |
-0.6% |
3,167.0 |
Close |
3,267.0 |
3,245.0 |
-22.0 |
-0.7% |
3,277.0 |
Range |
35.0 |
37.0 |
2.0 |
5.7% |
123.0 |
ATR |
48.2 |
47.4 |
-0.8 |
-1.7% |
0.0 |
Volume |
889,231 |
878,335 |
-10,896 |
-1.2% |
5,540,008 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,359.7 |
3,339.3 |
3,265.4 |
|
R3 |
3,322.7 |
3,302.3 |
3,255.2 |
|
R2 |
3,285.7 |
3,285.7 |
3,251.8 |
|
R1 |
3,265.3 |
3,265.3 |
3,248.4 |
3,257.0 |
PP |
3,248.7 |
3,248.7 |
3,248.7 |
3,244.5 |
S1 |
3,228.3 |
3,228.3 |
3,241.6 |
3,220.0 |
S2 |
3,211.7 |
3,211.7 |
3,238.2 |
|
S3 |
3,174.7 |
3,191.3 |
3,234.8 |
|
S4 |
3,137.7 |
3,154.3 |
3,224.7 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,613.7 |
3,568.3 |
3,344.7 |
|
R3 |
3,490.7 |
3,445.3 |
3,310.8 |
|
R2 |
3,367.7 |
3,367.7 |
3,299.6 |
|
R1 |
3,322.3 |
3,322.3 |
3,288.3 |
3,345.0 |
PP |
3,244.7 |
3,244.7 |
3,244.7 |
3,256.0 |
S1 |
3,199.3 |
3,199.3 |
3,265.7 |
3,222.0 |
S2 |
3,121.7 |
3,121.7 |
3,254.5 |
|
S3 |
2,998.7 |
3,076.3 |
3,243.2 |
|
S4 |
2,875.7 |
2,953.3 |
3,209.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,290.0 |
3,183.0 |
107.0 |
3.3% |
48.8 |
1.5% |
58% |
False |
False |
1,144,594 |
10 |
3,290.0 |
3,137.0 |
153.0 |
4.7% |
43.6 |
1.3% |
71% |
False |
False |
1,041,671 |
20 |
3,290.0 |
3,009.0 |
281.0 |
8.7% |
43.1 |
1.3% |
84% |
False |
False |
914,314 |
40 |
3,290.0 |
2,973.0 |
317.0 |
9.8% |
47.3 |
1.5% |
86% |
False |
False |
998,574 |
60 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
43.8 |
1.3% |
78% |
False |
False |
947,077 |
80 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
40.1 |
1.2% |
78% |
False |
False |
737,402 |
100 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
39.5 |
1.2% |
78% |
False |
False |
590,307 |
120 |
3,322.0 |
2,967.0 |
355.0 |
10.9% |
39.4 |
1.2% |
78% |
False |
False |
491,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,426.3 |
2.618 |
3,365.9 |
1.618 |
3,328.9 |
1.000 |
3,306.0 |
0.618 |
3,291.9 |
HIGH |
3,269.0 |
0.618 |
3,254.9 |
0.500 |
3,250.5 |
0.382 |
3,246.1 |
LOW |
3,232.0 |
0.618 |
3,209.1 |
1.000 |
3,195.0 |
1.618 |
3,172.1 |
2.618 |
3,135.1 |
4.250 |
3,074.8 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,250.5 |
3,261.0 |
PP |
3,248.7 |
3,255.7 |
S1 |
3,246.8 |
3,250.3 |
|