Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,236.0 |
3,251.0 |
15.0 |
0.5% |
3,183.0 |
High |
3,260.0 |
3,256.0 |
-4.0 |
-0.1% |
3,290.0 |
Low |
3,225.0 |
3,216.0 |
-9.0 |
-0.3% |
3,167.0 |
Close |
3,245.0 |
3,234.0 |
-11.0 |
-0.3% |
3,277.0 |
Range |
35.0 |
40.0 |
5.0 |
14.3% |
123.0 |
ATR |
46.5 |
46.1 |
-0.5 |
-1.0% |
0.0 |
Volume |
1,269,569 |
1,259,223 |
-10,346 |
-0.8% |
5,540,008 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,355.3 |
3,334.7 |
3,256.0 |
|
R3 |
3,315.3 |
3,294.7 |
3,245.0 |
|
R2 |
3,275.3 |
3,275.3 |
3,241.3 |
|
R1 |
3,254.7 |
3,254.7 |
3,237.7 |
3,245.0 |
PP |
3,235.3 |
3,235.3 |
3,235.3 |
3,230.5 |
S1 |
3,214.7 |
3,214.7 |
3,230.3 |
3,205.0 |
S2 |
3,195.3 |
3,195.3 |
3,226.7 |
|
S3 |
3,155.3 |
3,174.7 |
3,223.0 |
|
S4 |
3,115.3 |
3,134.7 |
3,212.0 |
|
|
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 |
3,216.0 |
74.0 |
2.3% |
35.8 |
1.1% |
24% |
False |
True |
1,024,531 |
10 |
3,290.0 |
3,137.0 |
153.0 |
4.7% |
44.1 |
1.4% |
63% |
False |
False |
1,121,771 |
20 |
3,290.0 |
3,009.0 |
281.0 |
8.7% |
43.4 |
1.3% |
80% |
False |
False |
958,646 |
40 |
3,290.0 |
2,973.0 |
317.0 |
9.8% |
47.0 |
1.5% |
82% |
False |
False |
1,009,640 |
60 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
44.2 |
1.4% |
75% |
False |
False |
943,996 |
80 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
40.2 |
1.2% |
75% |
False |
False |
768,964 |
100 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
39.3 |
1.2% |
75% |
False |
False |
615,589 |
120 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
39.3 |
1.2% |
75% |
False |
False |
513,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,426.0 |
2.618 |
3,360.7 |
1.618 |
3,320.7 |
1.000 |
3,296.0 |
0.618 |
3,280.7 |
HIGH |
3,256.0 |
0.618 |
3,240.7 |
0.500 |
3,236.0 |
0.382 |
3,231.3 |
LOW |
3,216.0 |
0.618 |
3,191.3 |
1.000 |
3,176.0 |
1.618 |
3,151.3 |
2.618 |
3,111.3 |
4.250 |
3,046.0 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,236.0 |
3,242.5 |
PP |
3,235.3 |
3,239.7 |
S1 |
3,234.7 |
3,236.8 |
|