Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
9,600.0 |
9,660.5 |
60.5 |
0.6% |
9,784.5 |
High |
9,686.0 |
9,677.0 |
-9.0 |
-0.1% |
9,784.5 |
Low |
9,586.5 |
9,587.0 |
0.5 |
0.0% |
9,617.0 |
Close |
9,661.5 |
9,628.0 |
-33.5 |
-0.3% |
9,649.5 |
Range |
99.5 |
90.0 |
-9.5 |
-9.5% |
167.5 |
ATR |
130.5 |
127.6 |
-2.9 |
-2.2% |
0.0 |
Volume |
161,401 |
160,682 |
-719 |
-0.4% |
514,203 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,900.7 |
9,854.3 |
9,677.5 |
|
R3 |
9,810.7 |
9,764.3 |
9,652.8 |
|
R2 |
9,720.7 |
9,720.7 |
9,644.5 |
|
R1 |
9,674.3 |
9,674.3 |
9,636.3 |
9,652.5 |
PP |
9,630.7 |
9,630.7 |
9,630.7 |
9,619.8 |
S1 |
9,584.3 |
9,584.3 |
9,619.8 |
9,562.5 |
S2 |
9,540.7 |
9,540.7 |
9,611.5 |
|
S3 |
9,450.7 |
9,494.3 |
9,603.3 |
|
S4 |
9,360.7 |
9,404.3 |
9,578.5 |
|
|
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 |
9,747.0 |
9,586.5 |
160.5 |
1.7% |
102.9 |
1.1% |
26% |
False |
False |
125,943 |
10 |
9,790.0 |
9,516.0 |
274.0 |
2.8% |
115.2 |
1.2% |
41% |
False |
False |
122,116 |
20 |
9,790.0 |
9,245.5 |
544.5 |
5.7% |
116.4 |
1.2% |
70% |
False |
False |
106,262 |
40 |
9,819.0 |
8,903.0 |
916.0 |
9.5% |
135.8 |
1.4% |
79% |
False |
False |
110,559 |
60 |
10,044.0 |
8,903.0 |
1,141.0 |
11.9% |
128.7 |
1.3% |
64% |
False |
False |
102,699 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
114.9 |
1.2% |
63% |
False |
False |
82,492 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
113.4 |
1.2% |
63% |
False |
False |
66,080 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
115.8 |
1.2% |
63% |
False |
False |
55,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,059.5 |
2.618 |
9,912.6 |
1.618 |
9,822.6 |
1.000 |
9,767.0 |
0.618 |
9,732.6 |
HIGH |
9,677.0 |
0.618 |
9,642.6 |
0.500 |
9,632.0 |
0.382 |
9,621.4 |
LOW |
9,587.0 |
0.618 |
9,531.4 |
1.000 |
9,497.0 |
1.618 |
9,441.4 |
2.618 |
9,351.4 |
4.250 |
9,204.5 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,632.0 |
9,654.0 |
PP |
9,630.7 |
9,645.3 |
S1 |
9,629.3 |
9,636.7 |
|