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 |
1,994.50 |
1,999.25 |
4.75 |
0.2% |
2,006.50 |
High |
1,999.50 |
1,999.25 |
-0.25 |
0.0% |
2,006.75 |
Low |
1,985.00 |
1,979.50 |
-5.50 |
-0.3% |
1,979.50 |
Close |
1,997.00 |
1,984.75 |
-12.25 |
-0.6% |
1,984.75 |
Range |
14.50 |
19.75 |
5.25 |
36.2% |
27.25 |
ATR |
15.57 |
15.87 |
0.30 |
1.9% |
0.00 |
Volume |
1,742,511 |
1,254,423 |
-488,088 |
-28.0% |
7,568,563 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,047.00 |
2,035.75 |
1,995.50 |
|
R3 |
2,027.25 |
2,016.00 |
1,990.25 |
|
R2 |
2,007.50 |
2,007.50 |
1,988.25 |
|
R1 |
1,996.25 |
1,996.25 |
1,986.50 |
1,992.00 |
PP |
1,987.75 |
1,987.75 |
1,987.75 |
1,985.75 |
S1 |
1,976.50 |
1,976.50 |
1,983.00 |
1,972.25 |
S2 |
1,968.00 |
1,968.00 |
1,981.25 |
|
S3 |
1,948.25 |
1,956.75 |
1,979.25 |
|
S4 |
1,928.50 |
1,937.00 |
1,974.00 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.00 |
2,055.75 |
1,999.75 |
|
R3 |
2,044.75 |
2,028.50 |
1,992.25 |
|
R2 |
2,017.50 |
2,017.50 |
1,989.75 |
|
R1 |
2,001.25 |
2,001.25 |
1,987.25 |
1,995.75 |
PP |
1,990.25 |
1,990.25 |
1,990.25 |
1,987.50 |
S1 |
1,974.00 |
1,974.00 |
1,982.25 |
1,968.50 |
S2 |
1,963.00 |
1,963.00 |
1,979.75 |
|
S3 |
1,935.75 |
1,946.75 |
1,977.25 |
|
S4 |
1,908.50 |
1,919.50 |
1,969.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,006.75 |
1,979.50 |
27.25 |
1.4% |
16.25 |
0.8% |
19% |
False |
True |
1,513,712 |
10 |
2,011.00 |
1,979.50 |
31.50 |
1.6% |
16.00 |
0.8% |
17% |
False |
True |
1,436,603 |
20 |
2,011.00 |
1,937.25 |
73.75 |
3.7% |
14.25 |
0.7% |
64% |
False |
False |
1,226,794 |
40 |
2,011.00 |
1,890.25 |
120.75 |
6.1% |
17.00 |
0.9% |
78% |
False |
False |
1,421,892 |
60 |
2,011.00 |
1,890.25 |
120.75 |
6.1% |
16.00 |
0.8% |
78% |
False |
False |
1,415,306 |
80 |
2,011.00 |
1,859.25 |
151.75 |
7.6% |
15.25 |
0.8% |
83% |
False |
False |
1,165,860 |
100 |
2,011.00 |
1,836.75 |
174.25 |
8.8% |
15.50 |
0.8% |
85% |
False |
False |
933,312 |
120 |
2,011.00 |
1,796.50 |
214.50 |
10.8% |
16.25 |
0.8% |
88% |
False |
False |
778,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.25 |
2.618 |
2,051.00 |
1.618 |
2,031.25 |
1.000 |
2,019.00 |
0.618 |
2,011.50 |
HIGH |
1,999.25 |
0.618 |
1,991.75 |
0.500 |
1,989.50 |
0.382 |
1,987.00 |
LOW |
1,979.50 |
0.618 |
1,967.25 |
1.000 |
1,959.75 |
1.618 |
1,947.50 |
2.618 |
1,927.75 |
4.250 |
1,895.50 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,989.50 |
1,989.50 |
PP |
1,987.75 |
1,988.00 |
S1 |
1,986.25 |
1,986.25 |
|