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 |
5,593.0 |
5,582.0 |
-11.0 |
-0.2% |
5,610.0 |
High |
5,606.0 |
5,607.0 |
1.0 |
0.0% |
5,670.0 |
Low |
5,565.0 |
5,567.0 |
2.0 |
0.0% |
5,585.0 |
Close |
5,581.0 |
5,603.0 |
22.0 |
0.4% |
5,594.0 |
Range |
41.0 |
40.0 |
-1.0 |
-2.4% |
85.0 |
ATR |
39.4 |
39.5 |
0.0 |
0.1% |
0.0 |
Volume |
19,746 |
15,673 |
-4,073 |
-20.6% |
94,264 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,712.3 |
5,697.7 |
5,625.0 |
|
R3 |
5,672.3 |
5,657.7 |
5,614.0 |
|
R2 |
5,632.3 |
5,632.3 |
5,610.3 |
|
R1 |
5,617.7 |
5,617.7 |
5,606.7 |
5,625.0 |
PP |
5,592.3 |
5,592.3 |
5,592.3 |
5,596.0 |
S1 |
5,577.7 |
5,577.7 |
5,599.3 |
5,585.0 |
S2 |
5,552.3 |
5,552.3 |
5,595.7 |
|
S3 |
5,512.3 |
5,537.7 |
5,592.0 |
|
S4 |
5,472.3 |
5,497.7 |
5,581.0 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,871.3 |
5,817.7 |
5,640.8 |
|
R3 |
5,786.3 |
5,732.7 |
5,617.4 |
|
R2 |
5,701.3 |
5,701.3 |
5,609.6 |
|
R1 |
5,647.7 |
5,647.7 |
5,601.8 |
5,632.0 |
PP |
5,616.3 |
5,616.3 |
5,616.3 |
5,608.5 |
S1 |
5,562.7 |
5,562.7 |
5,586.2 |
5,547.0 |
S2 |
5,531.3 |
5,531.3 |
5,578.4 |
|
S3 |
5,446.3 |
5,477.7 |
5,570.6 |
|
S4 |
5,361.3 |
5,392.7 |
5,547.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,670.0 |
5,565.0 |
105.0 |
1.9% |
40.0 |
0.7% |
36% |
False |
False |
18,530 |
10 |
5,670.0 |
5,565.0 |
105.0 |
1.9% |
35.4 |
0.6% |
36% |
False |
False |
18,795 |
20 |
5,670.0 |
5,443.0 |
227.0 |
4.1% |
33.8 |
0.6% |
70% |
False |
False |
20,180 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.4% |
35.6 |
0.6% |
78% |
False |
False |
21,883 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
38.5 |
0.7% |
80% |
False |
False |
23,332 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
34.8 |
0.6% |
80% |
False |
False |
20,378 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
30.1 |
0.5% |
80% |
False |
False |
16,307 |
120 |
5,670.0 |
5,284.0 |
386.0 |
6.9% |
25.6 |
0.5% |
83% |
False |
False |
13,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,777.0 |
2.618 |
5,711.7 |
1.618 |
5,671.7 |
1.000 |
5,647.0 |
0.618 |
5,631.7 |
HIGH |
5,607.0 |
0.618 |
5,591.7 |
0.500 |
5,587.0 |
0.382 |
5,582.3 |
LOW |
5,567.0 |
0.618 |
5,542.3 |
1.000 |
5,527.0 |
1.618 |
5,502.3 |
2.618 |
5,462.3 |
4.250 |
5,397.0 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,597.7 |
5,601.2 |
PP |
5,592.3 |
5,599.3 |
S1 |
5,587.0 |
5,597.5 |
|