Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,507.0 |
5,476.0 |
-31.0 |
-0.6% |
5,593.0 |
High |
5,507.0 |
5,483.0 |
-24.0 |
-0.4% |
5,607.0 |
Low |
5,470.0 |
5,434.0 |
-36.0 |
-0.7% |
5,509.0 |
Close |
5,473.0 |
5,442.0 |
-31.0 |
-0.6% |
5,538.0 |
Range |
37.0 |
49.0 |
12.0 |
32.4% |
98.0 |
ATR |
43.5 |
43.9 |
0.4 |
0.9% |
0.0 |
Volume |
78,863 |
131,333 |
52,470 |
66.5% |
129,469 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,600.0 |
5,570.0 |
5,469.0 |
|
R3 |
5,551.0 |
5,521.0 |
5,455.5 |
|
R2 |
5,502.0 |
5,502.0 |
5,451.0 |
|
R1 |
5,472.0 |
5,472.0 |
5,446.5 |
5,462.5 |
PP |
5,453.0 |
5,453.0 |
5,453.0 |
5,448.3 |
S1 |
5,423.0 |
5,423.0 |
5,437.5 |
5,413.5 |
S2 |
5,404.0 |
5,404.0 |
5,433.0 |
|
S3 |
5,355.0 |
5,374.0 |
5,428.5 |
|
S4 |
5,306.0 |
5,325.0 |
5,415.1 |
|
|
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 |
5,603.0 |
5,434.0 |
169.0 |
3.1% |
43.0 |
0.8% |
5% |
False |
True |
60,849 |
10 |
5,670.0 |
5,434.0 |
236.0 |
4.3% |
41.5 |
0.8% |
3% |
False |
True |
39,689 |
20 |
5,670.0 |
5,434.0 |
236.0 |
4.3% |
36.4 |
0.7% |
3% |
False |
True |
29,799 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.6% |
36.6 |
0.7% |
25% |
False |
False |
26,914 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
38.6 |
0.7% |
33% |
False |
False |
25,828 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
36.4 |
0.7% |
33% |
False |
False |
24,177 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
32.0 |
0.6% |
33% |
False |
False |
19,349 |
120 |
5,670.0 |
5,313.0 |
357.0 |
6.6% |
27.3 |
0.5% |
36% |
False |
False |
16,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,691.3 |
2.618 |
5,611.3 |
1.618 |
5,562.3 |
1.000 |
5,532.0 |
0.618 |
5,513.3 |
HIGH |
5,483.0 |
0.618 |
5,464.3 |
0.500 |
5,458.5 |
0.382 |
5,452.7 |
LOW |
5,434.0 |
0.618 |
5,403.7 |
1.000 |
5,385.0 |
1.618 |
5,354.7 |
2.618 |
5,305.7 |
4.250 |
5,225.8 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,458.5 |
5,492.0 |
PP |
5,453.0 |
5,475.3 |
S1 |
5,447.5 |
5,458.7 |
|