Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
9,726.0 |
9,675.5 |
-50.5 |
-0.5% |
9,496.0 |
High |
9,771.0 |
9,747.0 |
-24.0 |
-0.2% |
9,790.0 |
Low |
9,675.0 |
9,636.0 |
-39.0 |
-0.4% |
9,467.0 |
Close |
9,711.5 |
9,705.5 |
-6.0 |
-0.1% |
9,750.5 |
Range |
96.0 |
111.0 |
15.0 |
15.6% |
323.0 |
ATR |
139.0 |
137.0 |
-2.0 |
-1.4% |
0.0 |
Volume |
104,892 |
113,931 |
9,039 |
8.6% |
530,502 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,029.2 |
9,978.3 |
9,766.6 |
|
R3 |
9,918.2 |
9,867.3 |
9,736.0 |
|
R2 |
9,807.2 |
9,807.2 |
9,725.9 |
|
R1 |
9,756.3 |
9,756.3 |
9,715.7 |
9,781.8 |
PP |
9,696.2 |
9,696.2 |
9,696.2 |
9,708.9 |
S1 |
9,645.3 |
9,645.3 |
9,695.3 |
9,670.8 |
S2 |
9,585.2 |
9,585.2 |
9,685.2 |
|
S3 |
9,474.2 |
9,534.3 |
9,675.0 |
|
S4 |
9,363.2 |
9,423.3 |
9,644.5 |
|
|
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 |
9,537.5 |
252.5 |
2.6% |
115.7 |
1.2% |
67% |
False |
False |
106,432 |
10 |
9,790.0 |
9,368.0 |
422.0 |
4.3% |
122.1 |
1.3% |
80% |
False |
False |
111,487 |
20 |
9,790.0 |
9,042.5 |
747.5 |
7.7% |
126.4 |
1.3% |
89% |
False |
False |
99,498 |
40 |
9,877.0 |
8,903.0 |
974.0 |
10.0% |
139.4 |
1.4% |
82% |
False |
False |
107,929 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
127.2 |
1.3% |
70% |
False |
False |
99,010 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
114.1 |
1.2% |
70% |
False |
False |
76,082 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
115.9 |
1.2% |
70% |
False |
False |
60,929 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
117.1 |
1.2% |
70% |
False |
False |
50,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,218.8 |
2.618 |
10,037.6 |
1.618 |
9,926.6 |
1.000 |
9,858.0 |
0.618 |
9,815.6 |
HIGH |
9,747.0 |
0.618 |
9,704.6 |
0.500 |
9,691.5 |
0.382 |
9,678.4 |
LOW |
9,636.0 |
0.618 |
9,567.4 |
1.000 |
9,525.0 |
1.618 |
9,456.4 |
2.618 |
9,345.4 |
4.250 |
9,164.3 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,700.8 |
9,710.3 |
PP |
9,696.2 |
9,708.7 |
S1 |
9,691.5 |
9,707.1 |
|