Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
9,711.5 |
9,600.0 |
-111.5 |
-1.1% |
9,784.5 |
High |
9,721.5 |
9,686.0 |
-35.5 |
-0.4% |
9,784.5 |
Low |
9,617.0 |
9,586.5 |
-30.5 |
-0.3% |
9,617.0 |
Close |
9,649.5 |
9,661.5 |
12.0 |
0.1% |
9,649.5 |
Range |
104.5 |
99.5 |
-5.0 |
-4.8% |
167.5 |
ATR |
132.9 |
130.5 |
-2.4 |
-1.8% |
0.0 |
Volume |
103,243 |
161,401 |
58,158 |
56.3% |
514,203 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,943.2 |
9,901.8 |
9,716.2 |
|
R3 |
9,843.7 |
9,802.3 |
9,688.9 |
|
R2 |
9,744.2 |
9,744.2 |
9,679.7 |
|
R1 |
9,702.8 |
9,702.8 |
9,670.6 |
9,723.5 |
PP |
9,644.7 |
9,644.7 |
9,644.7 |
9,655.0 |
S1 |
9,603.3 |
9,603.3 |
9,652.4 |
9,624.0 |
S2 |
9,545.2 |
9,545.2 |
9,643.3 |
|
S3 |
9,445.7 |
9,503.8 |
9,634.1 |
|
S4 |
9,346.2 |
9,404.3 |
9,606.8 |
|
|
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 |
9,771.0 |
9,586.5 |
184.5 |
1.9% |
104.1 |
1.1% |
41% |
False |
True |
114,785 |
10 |
9,790.0 |
9,467.0 |
323.0 |
3.3% |
117.5 |
1.2% |
60% |
False |
False |
120,610 |
20 |
9,790.0 |
9,191.5 |
598.5 |
6.2% |
115.8 |
1.2% |
79% |
False |
False |
101,776 |
40 |
9,819.0 |
8,903.0 |
916.0 |
9.5% |
137.0 |
1.4% |
83% |
False |
False |
108,709 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
128.4 |
1.3% |
66% |
False |
False |
101,517 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
114.7 |
1.2% |
66% |
False |
False |
80,485 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
114.7 |
1.2% |
66% |
False |
False |
64,476 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
116.4 |
1.2% |
66% |
False |
False |
53,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,108.9 |
2.618 |
9,946.5 |
1.618 |
9,847.0 |
1.000 |
9,785.5 |
0.618 |
9,747.5 |
HIGH |
9,686.0 |
0.618 |
9,648.0 |
0.500 |
9,636.3 |
0.382 |
9,624.5 |
LOW |
9,586.5 |
0.618 |
9,525.0 |
1.000 |
9,487.0 |
1.618 |
9,425.5 |
2.618 |
9,326.0 |
4.250 |
9,163.6 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,653.1 |
9,662.0 |
PP |
9,644.7 |
9,661.8 |
S1 |
9,636.3 |
9,661.7 |
|