Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,599.0 |
5,549.0 |
-50.0 |
-0.9% |
5,593.0 |
High |
5,603.0 |
5,550.0 |
-53.0 |
-0.9% |
5,607.0 |
Low |
5,538.0 |
5,509.0 |
-29.0 |
-0.5% |
5,509.0 |
Close |
5,547.0 |
5,538.0 |
-9.0 |
-0.2% |
5,538.0 |
Range |
65.0 |
41.0 |
-24.0 |
-36.9% |
98.0 |
ATR |
41.7 |
41.6 |
0.0 |
-0.1% |
0.0 |
Volume |
33,469 |
32,105 |
-1,364 |
-4.1% |
129,469 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,655.3 |
5,637.7 |
5,560.6 |
|
R3 |
5,614.3 |
5,596.7 |
5,549.3 |
|
R2 |
5,573.3 |
5,573.3 |
5,545.5 |
|
R1 |
5,555.7 |
5,555.7 |
5,541.8 |
5,544.0 |
PP |
5,532.3 |
5,532.3 |
5,532.3 |
5,526.5 |
S1 |
5,514.7 |
5,514.7 |
5,534.2 |
5,503.0 |
S2 |
5,491.3 |
5,491.3 |
5,530.5 |
|
S3 |
5,450.3 |
5,473.7 |
5,526.7 |
|
S4 |
5,409.3 |
5,432.7 |
5,515.5 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,845.3 |
5,789.7 |
5,591.9 |
|
R3 |
5,747.3 |
5,691.7 |
5,565.0 |
|
R2 |
5,649.3 |
5,649.3 |
5,556.0 |
|
R1 |
5,593.7 |
5,593.7 |
5,547.0 |
5,572.5 |
PP |
5,551.3 |
5,551.3 |
5,551.3 |
5,540.8 |
S1 |
5,495.7 |
5,495.7 |
5,529.0 |
5,474.5 |
S2 |
5,453.3 |
5,453.3 |
5,520.0 |
|
S3 |
5,355.3 |
5,397.7 |
5,511.1 |
|
S4 |
5,257.3 |
5,299.7 |
5,484.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,607.0 |
5,509.0 |
98.0 |
1.8% |
42.0 |
0.8% |
30% |
False |
True |
25,893 |
10 |
5,670.0 |
5,509.0 |
161.0 |
2.9% |
40.9 |
0.7% |
18% |
False |
True |
22,373 |
20 |
5,670.0 |
5,509.0 |
161.0 |
2.9% |
35.6 |
0.6% |
18% |
False |
True |
21,558 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.5% |
35.4 |
0.6% |
57% |
False |
False |
22,497 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.2% |
38.2 |
0.7% |
61% |
False |
False |
22,944 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.2% |
35.6 |
0.6% |
61% |
False |
False |
21,551 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.2% |
31.3 |
0.6% |
61% |
False |
False |
17,248 |
120 |
5,670.0 |
5,302.0 |
368.0 |
6.6% |
26.7 |
0.5% |
64% |
False |
False |
14,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,724.3 |
2.618 |
5,657.3 |
1.618 |
5,616.3 |
1.000 |
5,591.0 |
0.618 |
5,575.3 |
HIGH |
5,550.0 |
0.618 |
5,534.3 |
0.500 |
5,529.5 |
0.382 |
5,524.7 |
LOW |
5,509.0 |
0.618 |
5,483.7 |
1.000 |
5,468.0 |
1.618 |
5,442.7 |
2.618 |
5,401.7 |
4.250 |
5,334.8 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,535.2 |
5,556.0 |
PP |
5,532.3 |
5,550.0 |
S1 |
5,529.5 |
5,544.0 |
|