Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
9,784.5 |
9,726.0 |
-58.5 |
-0.6% |
9,496.0 |
High |
9,784.5 |
9,771.0 |
-13.5 |
-0.1% |
9,790.0 |
Low |
9,713.5 |
9,675.0 |
-38.5 |
-0.4% |
9,467.0 |
Close |
9,752.0 |
9,711.5 |
-40.5 |
-0.4% |
9,750.5 |
Range |
71.0 |
96.0 |
25.0 |
35.2% |
323.0 |
ATR |
142.3 |
139.0 |
-3.3 |
-2.3% |
0.0 |
Volume |
101,679 |
104,892 |
3,213 |
3.2% |
530,502 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,007.2 |
9,955.3 |
9,764.3 |
|
R3 |
9,911.2 |
9,859.3 |
9,737.9 |
|
R2 |
9,815.2 |
9,815.2 |
9,729.1 |
|
R1 |
9,763.3 |
9,763.3 |
9,720.3 |
9,741.3 |
PP |
9,719.2 |
9,719.2 |
9,719.2 |
9,708.1 |
S1 |
9,667.3 |
9,667.3 |
9,702.7 |
9,645.3 |
S2 |
9,623.2 |
9,623.2 |
9,693.9 |
|
S3 |
9,527.2 |
9,571.3 |
9,685.1 |
|
S4 |
9,431.2 |
9,475.3 |
9,658.7 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,638.2 |
10,517.3 |
9,928.2 |
|
R3 |
10,315.2 |
10,194.3 |
9,839.3 |
|
R2 |
9,992.2 |
9,992.2 |
9,809.7 |
|
R1 |
9,871.3 |
9,871.3 |
9,780.1 |
9,931.8 |
PP |
9,669.2 |
9,669.2 |
9,669.2 |
9,699.4 |
S1 |
9,548.3 |
9,548.3 |
9,720.9 |
9,608.8 |
S2 |
9,346.2 |
9,346.2 |
9,691.3 |
|
S3 |
9,023.2 |
9,225.3 |
9,661.7 |
|
S4 |
8,700.2 |
8,902.3 |
9,572.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,790.0 |
9,516.0 |
274.0 |
2.8% |
127.4 |
1.3% |
71% |
False |
False |
118,290 |
10 |
9,790.0 |
9,368.0 |
422.0 |
4.3% |
126.0 |
1.3% |
81% |
False |
False |
106,624 |
20 |
9,790.0 |
9,042.5 |
747.5 |
7.7% |
127.6 |
1.3% |
89% |
False |
False |
98,407 |
40 |
9,877.0 |
8,903.0 |
974.0 |
10.0% |
139.2 |
1.4% |
83% |
False |
False |
107,292 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
126.2 |
1.3% |
70% |
False |
False |
98,299 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
114.4 |
1.2% |
70% |
False |
False |
74,662 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
116.0 |
1.2% |
70% |
False |
False |
59,791 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
117.2 |
1.2% |
70% |
False |
False |
49,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,179.0 |
2.618 |
10,022.3 |
1.618 |
9,926.3 |
1.000 |
9,867.0 |
0.618 |
9,830.3 |
HIGH |
9,771.0 |
0.618 |
9,734.3 |
0.500 |
9,723.0 |
0.382 |
9,711.7 |
LOW |
9,675.0 |
0.618 |
9,615.7 |
1.000 |
9,579.0 |
1.618 |
9,519.7 |
2.618 |
9,423.7 |
4.250 |
9,267.0 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,723.0 |
9,732.5 |
PP |
9,719.2 |
9,725.5 |
S1 |
9,715.3 |
9,718.5 |
|