Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
9,724.0 |
9,711.5 |
-12.5 |
-0.1% |
9,784.5 |
High |
9,737.5 |
9,721.5 |
-16.0 |
-0.2% |
9,784.5 |
Low |
9,628.0 |
9,617.0 |
-11.0 |
-0.1% |
9,617.0 |
Close |
9,683.5 |
9,649.5 |
-34.0 |
-0.4% |
9,649.5 |
Range |
109.5 |
104.5 |
-5.0 |
-4.6% |
167.5 |
ATR |
135.1 |
132.9 |
-2.2 |
-1.6% |
0.0 |
Volume |
90,458 |
103,243 |
12,785 |
14.1% |
514,203 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,976.2 |
9,917.3 |
9,707.0 |
|
R3 |
9,871.7 |
9,812.8 |
9,678.2 |
|
R2 |
9,767.2 |
9,767.2 |
9,668.7 |
|
R1 |
9,708.3 |
9,708.3 |
9,659.1 |
9,685.5 |
PP |
9,662.7 |
9,662.7 |
9,662.7 |
9,651.3 |
S1 |
9,603.8 |
9,603.8 |
9,639.9 |
9,581.0 |
S2 |
9,558.2 |
9,558.2 |
9,630.3 |
|
S3 |
9,453.7 |
9,499.3 |
9,620.8 |
|
S4 |
9,349.2 |
9,394.8 |
9,592.0 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,186.2 |
10,085.3 |
9,741.6 |
|
R3 |
10,018.7 |
9,917.8 |
9,695.6 |
|
R2 |
9,851.2 |
9,851.2 |
9,680.2 |
|
R1 |
9,750.3 |
9,750.3 |
9,664.9 |
9,717.0 |
PP |
9,683.7 |
9,683.7 |
9,683.7 |
9,667.0 |
S1 |
9,582.8 |
9,582.8 |
9,634.1 |
9,549.5 |
S2 |
9,516.2 |
9,516.2 |
9,618.8 |
|
S3 |
9,348.7 |
9,415.3 |
9,603.4 |
|
S4 |
9,181.2 |
9,247.8 |
9,557.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,784.5 |
9,617.0 |
167.5 |
1.7% |
98.4 |
1.0% |
19% |
False |
True |
102,840 |
10 |
9,790.0 |
9,368.0 |
422.0 |
4.4% |
122.6 |
1.3% |
67% |
False |
False |
109,075 |
20 |
9,790.0 |
9,042.5 |
747.5 |
7.7% |
125.0 |
1.3% |
81% |
False |
False |
97,649 |
40 |
9,819.0 |
8,903.0 |
916.0 |
9.5% |
137.0 |
1.4% |
81% |
False |
False |
107,162 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
127.2 |
1.3% |
65% |
False |
False |
100,086 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
114.0 |
1.2% |
65% |
False |
False |
78,470 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
114.5 |
1.2% |
65% |
False |
False |
62,863 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
117.1 |
1.2% |
65% |
False |
False |
52,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,165.6 |
2.618 |
9,995.1 |
1.618 |
9,890.6 |
1.000 |
9,826.0 |
0.618 |
9,786.1 |
HIGH |
9,721.5 |
0.618 |
9,681.6 |
0.500 |
9,669.3 |
0.382 |
9,656.9 |
LOW |
9,617.0 |
0.618 |
9,552.4 |
1.000 |
9,512.5 |
1.618 |
9,447.9 |
2.618 |
9,343.4 |
4.250 |
9,172.9 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,669.3 |
9,682.0 |
PP |
9,662.7 |
9,671.2 |
S1 |
9,656.1 |
9,660.3 |
|