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 |
5,580.0 |
5,599.0 |
19.0 |
0.3% |
5,610.0 |
High |
5,581.0 |
5,603.0 |
22.0 |
0.4% |
5,670.0 |
Low |
5,558.0 |
5,538.0 |
-20.0 |
-0.4% |
5,585.0 |
Close |
5,577.0 |
5,547.0 |
-30.0 |
-0.5% |
5,594.0 |
Range |
23.0 |
65.0 |
42.0 |
182.6% |
85.0 |
ATR |
39.9 |
41.7 |
1.8 |
4.5% |
0.0 |
Volume |
28,476 |
33,469 |
4,993 |
17.5% |
94,264 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,757.7 |
5,717.3 |
5,582.8 |
|
R3 |
5,692.7 |
5,652.3 |
5,564.9 |
|
R2 |
5,627.7 |
5,627.7 |
5,558.9 |
|
R1 |
5,587.3 |
5,587.3 |
5,553.0 |
5,575.0 |
PP |
5,562.7 |
5,562.7 |
5,562.7 |
5,556.5 |
S1 |
5,522.3 |
5,522.3 |
5,541.0 |
5,510.0 |
S2 |
5,497.7 |
5,497.7 |
5,535.1 |
|
S3 |
5,432.7 |
5,457.3 |
5,529.1 |
|
S4 |
5,367.7 |
5,392.3 |
5,511.3 |
|
|
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 |
5,630.0 |
5,538.0 |
92.0 |
1.7% |
42.8 |
0.8% |
10% |
False |
True |
23,636 |
10 |
5,670.0 |
5,538.0 |
132.0 |
2.4% |
39.2 |
0.7% |
7% |
False |
True |
21,194 |
20 |
5,670.0 |
5,499.0 |
171.0 |
3.1% |
34.8 |
0.6% |
28% |
False |
False |
20,880 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.5% |
35.8 |
0.6% |
60% |
False |
False |
22,273 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.2% |
38.4 |
0.7% |
64% |
False |
False |
22,824 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.2% |
35.5 |
0.6% |
64% |
False |
False |
21,151 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.2% |
31.0 |
0.6% |
64% |
False |
False |
16,927 |
120 |
5,670.0 |
5,295.0 |
375.0 |
6.8% |
26.3 |
0.5% |
67% |
False |
False |
14,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,879.3 |
2.618 |
5,773.2 |
1.618 |
5,708.2 |
1.000 |
5,668.0 |
0.618 |
5,643.2 |
HIGH |
5,603.0 |
0.618 |
5,578.2 |
0.500 |
5,570.5 |
0.382 |
5,562.8 |
LOW |
5,538.0 |
0.618 |
5,497.8 |
1.000 |
5,473.0 |
1.618 |
5,432.8 |
2.618 |
5,367.8 |
4.250 |
5,261.8 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,570.5 |
5,572.5 |
PP |
5,562.7 |
5,564.0 |
S1 |
5,554.8 |
5,555.5 |
|