Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,549.0 |
5,507.0 |
-42.0 |
-0.8% |
5,593.0 |
High |
5,550.0 |
5,507.0 |
-43.0 |
-0.8% |
5,607.0 |
Low |
5,509.0 |
5,470.0 |
-39.0 |
-0.7% |
5,509.0 |
Close |
5,538.0 |
5,473.0 |
-65.0 |
-1.2% |
5,538.0 |
Range |
41.0 |
37.0 |
-4.0 |
-9.8% |
98.0 |
ATR |
41.6 |
43.5 |
1.9 |
4.5% |
0.0 |
Volume |
32,105 |
78,863 |
46,758 |
145.6% |
129,469 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,594.3 |
5,570.7 |
5,493.4 |
|
R3 |
5,557.3 |
5,533.7 |
5,483.2 |
|
R2 |
5,520.3 |
5,520.3 |
5,479.8 |
|
R1 |
5,496.7 |
5,496.7 |
5,476.4 |
5,490.0 |
PP |
5,483.3 |
5,483.3 |
5,483.3 |
5,480.0 |
S1 |
5,459.7 |
5,459.7 |
5,469.6 |
5,453.0 |
S2 |
5,446.3 |
5,446.3 |
5,466.2 |
|
S3 |
5,409.3 |
5,422.7 |
5,462.8 |
|
S4 |
5,372.3 |
5,385.7 |
5,452.7 |
|
|
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 |
5,470.0 |
137.0 |
2.5% |
41.2 |
0.8% |
2% |
False |
True |
37,717 |
10 |
5,670.0 |
5,470.0 |
200.0 |
3.7% |
41.4 |
0.8% |
2% |
False |
True |
28,486 |
20 |
5,670.0 |
5,470.0 |
200.0 |
3.7% |
36.2 |
0.7% |
2% |
False |
True |
24,725 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.6% |
35.9 |
0.7% |
35% |
False |
False |
24,135 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.2% |
38.2 |
0.7% |
42% |
False |
False |
23,909 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.2% |
35.9 |
0.7% |
42% |
False |
False |
22,536 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.2% |
31.6 |
0.6% |
42% |
False |
False |
18,035 |
120 |
5,670.0 |
5,302.0 |
368.0 |
6.7% |
26.9 |
0.5% |
46% |
False |
False |
15,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,664.3 |
2.618 |
5,603.9 |
1.618 |
5,566.9 |
1.000 |
5,544.0 |
0.618 |
5,529.9 |
HIGH |
5,507.0 |
0.618 |
5,492.9 |
0.500 |
5,488.5 |
0.382 |
5,484.1 |
LOW |
5,470.0 |
0.618 |
5,447.1 |
1.000 |
5,433.0 |
1.618 |
5,410.1 |
2.618 |
5,373.1 |
4.250 |
5,312.8 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,488.5 |
5,536.5 |
PP |
5,483.3 |
5,515.3 |
S1 |
5,478.2 |
5,494.2 |
|