Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,476.0 |
5,457.0 |
-19.0 |
-0.3% |
5,593.0 |
High |
5,483.0 |
5,467.0 |
-16.0 |
-0.3% |
5,607.0 |
Low |
5,434.0 |
5,399.0 |
-35.0 |
-0.6% |
5,509.0 |
Close |
5,442.0 |
5,402.0 |
-40.0 |
-0.7% |
5,538.0 |
Range |
49.0 |
68.0 |
19.0 |
38.8% |
98.0 |
ATR |
43.9 |
45.6 |
1.7 |
3.9% |
0.0 |
Volume |
131,333 |
96,170 |
-35,163 |
-26.8% |
129,469 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,626.7 |
5,582.3 |
5,439.4 |
|
R3 |
5,558.7 |
5,514.3 |
5,420.7 |
|
R2 |
5,490.7 |
5,490.7 |
5,414.5 |
|
R1 |
5,446.3 |
5,446.3 |
5,408.2 |
5,434.5 |
PP |
5,422.7 |
5,422.7 |
5,422.7 |
5,416.8 |
S1 |
5,378.3 |
5,378.3 |
5,395.8 |
5,366.5 |
S2 |
5,354.7 |
5,354.7 |
5,389.5 |
|
S3 |
5,286.7 |
5,310.3 |
5,383.3 |
|
S4 |
5,218.7 |
5,242.3 |
5,364.6 |
|
|
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 |
5,399.0 |
204.0 |
3.8% |
52.0 |
1.0% |
1% |
False |
True |
74,388 |
10 |
5,653.0 |
5,399.0 |
254.0 |
4.7% |
45.1 |
0.8% |
1% |
False |
True |
47,355 |
20 |
5,670.0 |
5,399.0 |
271.0 |
5.0% |
38.0 |
0.7% |
1% |
False |
True |
33,278 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.6% |
37.3 |
0.7% |
12% |
False |
False |
28,566 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
39.1 |
0.7% |
22% |
False |
False |
26,948 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
37.2 |
0.7% |
22% |
False |
False |
25,379 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
32.4 |
0.6% |
22% |
False |
False |
20,310 |
120 |
5,670.0 |
5,328.0 |
342.0 |
6.3% |
27.9 |
0.5% |
22% |
False |
False |
16,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,756.0 |
2.618 |
5,645.0 |
1.618 |
5,577.0 |
1.000 |
5,535.0 |
0.618 |
5,509.0 |
HIGH |
5,467.0 |
0.618 |
5,441.0 |
0.500 |
5,433.0 |
0.382 |
5,425.0 |
LOW |
5,399.0 |
0.618 |
5,357.0 |
1.000 |
5,331.0 |
1.618 |
5,289.0 |
2.618 |
5,221.0 |
4.250 |
5,110.0 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,433.0 |
5,453.0 |
PP |
5,422.7 |
5,436.0 |
S1 |
5,412.3 |
5,419.0 |
|