Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,254.0 |
3,236.0 |
-18.0 |
-0.6% |
3,183.0 |
High |
3,269.0 |
3,260.0 |
-9.0 |
-0.3% |
3,290.0 |
Low |
3,232.0 |
3,225.0 |
-7.0 |
-0.2% |
3,167.0 |
Close |
3,245.0 |
3,245.0 |
0.0 |
0.0% |
3,277.0 |
Range |
37.0 |
35.0 |
-2.0 |
-5.4% |
123.0 |
ATR |
47.4 |
46.5 |
-0.9 |
-1.9% |
0.0 |
Volume |
878,335 |
1,269,569 |
391,234 |
44.5% |
5,540,008 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,348.3 |
3,331.7 |
3,264.3 |
|
R3 |
3,313.3 |
3,296.7 |
3,254.6 |
|
R2 |
3,278.3 |
3,278.3 |
3,251.4 |
|
R1 |
3,261.7 |
3,261.7 |
3,248.2 |
3,270.0 |
PP |
3,243.3 |
3,243.3 |
3,243.3 |
3,247.5 |
S1 |
3,226.7 |
3,226.7 |
3,241.8 |
3,235.0 |
S2 |
3,208.3 |
3,208.3 |
3,238.6 |
|
S3 |
3,173.3 |
3,191.7 |
3,235.4 |
|
S4 |
3,138.3 |
3,156.7 |
3,225.8 |
|
|
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 |
3,201.0 |
89.0 |
2.7% |
45.2 |
1.4% |
49% |
False |
False |
1,019,073 |
10 |
3,290.0 |
3,137.0 |
153.0 |
4.7% |
42.3 |
1.3% |
71% |
False |
False |
1,099,642 |
20 |
3,290.0 |
3,009.0 |
281.0 |
8.7% |
43.0 |
1.3% |
84% |
False |
False |
938,298 |
40 |
3,290.0 |
2,973.0 |
317.0 |
9.8% |
47.1 |
1.5% |
86% |
False |
False |
1,007,626 |
60 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
44.0 |
1.4% |
78% |
False |
False |
948,435 |
80 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
40.1 |
1.2% |
78% |
False |
False |
753,232 |
100 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
39.5 |
1.2% |
78% |
False |
False |
603,000 |
120 |
3,322.0 |
2,967.0 |
355.0 |
10.9% |
39.4 |
1.2% |
78% |
False |
False |
502,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,408.8 |
2.618 |
3,351.6 |
1.618 |
3,316.6 |
1.000 |
3,295.0 |
0.618 |
3,281.6 |
HIGH |
3,260.0 |
0.618 |
3,246.6 |
0.500 |
3,242.5 |
0.382 |
3,238.4 |
LOW |
3,225.0 |
0.618 |
3,203.4 |
1.000 |
3,190.0 |
1.618 |
3,168.4 |
2.618 |
3,133.4 |
4.250 |
3,076.3 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,244.2 |
3,255.0 |
PP |
3,243.3 |
3,251.7 |
S1 |
3,242.5 |
3,248.3 |
|