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 |
5,582.0 |
5,580.0 |
-2.0 |
0.0% |
5,610.0 |
High |
5,607.0 |
5,581.0 |
-26.0 |
-0.5% |
5,670.0 |
Low |
5,567.0 |
5,558.0 |
-9.0 |
-0.2% |
5,585.0 |
Close |
5,603.0 |
5,577.0 |
-26.0 |
-0.5% |
5,594.0 |
Range |
40.0 |
23.0 |
-17.0 |
-42.5% |
85.0 |
ATR |
39.5 |
39.9 |
0.4 |
1.0% |
0.0 |
Volume |
15,673 |
28,476 |
12,803 |
81.7% |
94,264 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,641.0 |
5,632.0 |
5,589.7 |
|
R3 |
5,618.0 |
5,609.0 |
5,583.3 |
|
R2 |
5,595.0 |
5,595.0 |
5,581.2 |
|
R1 |
5,586.0 |
5,586.0 |
5,579.1 |
5,579.0 |
PP |
5,572.0 |
5,572.0 |
5,572.0 |
5,568.5 |
S1 |
5,563.0 |
5,563.0 |
5,574.9 |
5,556.0 |
S2 |
5,549.0 |
5,549.0 |
5,572.8 |
|
S3 |
5,526.0 |
5,540.0 |
5,570.7 |
|
S4 |
5,503.0 |
5,517.0 |
5,564.4 |
|
|
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 |
5,653.0 |
5,558.0 |
95.0 |
1.7% |
38.2 |
0.7% |
20% |
False |
True |
20,322 |
10 |
5,670.0 |
5,558.0 |
112.0 |
2.0% |
35.1 |
0.6% |
17% |
False |
True |
19,622 |
20 |
5,670.0 |
5,462.0 |
208.0 |
3.7% |
33.5 |
0.6% |
55% |
False |
False |
20,597 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.5% |
35.4 |
0.6% |
70% |
False |
False |
22,078 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
38.4 |
0.7% |
73% |
False |
False |
22,787 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
34.7 |
0.6% |
73% |
False |
False |
20,733 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
30.4 |
0.5% |
73% |
False |
False |
16,592 |
120 |
5,670.0 |
5,290.0 |
380.0 |
6.8% |
25.8 |
0.5% |
76% |
False |
False |
13,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,678.8 |
2.618 |
5,641.2 |
1.618 |
5,618.2 |
1.000 |
5,604.0 |
0.618 |
5,595.2 |
HIGH |
5,581.0 |
0.618 |
5,572.2 |
0.500 |
5,569.5 |
0.382 |
5,566.8 |
LOW |
5,558.0 |
0.618 |
5,543.8 |
1.000 |
5,535.0 |
1.618 |
5,520.8 |
2.618 |
5,497.8 |
4.250 |
5,460.3 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,574.5 |
5,582.5 |
PP |
5,572.0 |
5,580.7 |
S1 |
5,569.5 |
5,578.8 |
|