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 |
4,092.50 |
4,065.50 |
-27.00 |
-0.7% |
4,078.75 |
High |
4,110.50 |
4,096.25 |
-14.25 |
-0.3% |
4,113.75 |
Low |
4,053.25 |
4,054.75 |
1.50 |
0.0% |
4,052.00 |
Close |
4,066.00 |
4,093.00 |
27.00 |
0.7% |
4,086.50 |
Range |
57.25 |
41.50 |
-15.75 |
-27.5% |
61.75 |
ATR |
35.33 |
35.77 |
0.44 |
1.2% |
0.00 |
Volume |
386,107 |
257,236 |
-128,871 |
-33.4% |
1,020,427 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,205.75 |
4,191.00 |
4,115.75 |
|
R3 |
4,164.25 |
4,149.50 |
4,104.50 |
|
R2 |
4,122.75 |
4,122.75 |
4,100.50 |
|
R1 |
4,108.00 |
4,108.00 |
4,096.75 |
4,115.50 |
PP |
4,081.25 |
4,081.25 |
4,081.25 |
4,085.00 |
S1 |
4,066.50 |
4,066.50 |
4,089.25 |
4,074.00 |
S2 |
4,039.75 |
4,039.75 |
4,085.50 |
|
S3 |
3,998.25 |
4,025.00 |
4,081.50 |
|
S4 |
3,956.75 |
3,983.50 |
4,070.25 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,269.25 |
4,239.75 |
4,120.50 |
|
R3 |
4,207.50 |
4,178.00 |
4,103.50 |
|
R2 |
4,145.75 |
4,145.75 |
4,097.75 |
|
R1 |
4,116.25 |
4,116.25 |
4,092.25 |
4,131.00 |
PP |
4,084.00 |
4,084.00 |
4,084.00 |
4,091.50 |
S1 |
4,054.50 |
4,054.50 |
4,080.75 |
4,069.25 |
S2 |
4,022.25 |
4,022.25 |
4,075.25 |
|
S3 |
3,960.50 |
3,992.75 |
4,069.50 |
|
S4 |
3,898.75 |
3,931.00 |
4,052.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,110.50 |
4,052.00 |
58.50 |
1.4% |
42.50 |
1.0% |
70% |
False |
False |
282,146 |
10 |
4,113.75 |
4,052.00 |
61.75 |
1.5% |
34.25 |
0.8% |
66% |
False |
False |
233,408 |
20 |
4,113.75 |
3,902.25 |
211.50 |
5.2% |
31.00 |
0.8% |
90% |
False |
False |
211,074 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.0% |
38.25 |
0.9% |
93% |
False |
False |
242,304 |
60 |
4,113.75 |
3,755.00 |
358.75 |
8.8% |
37.00 |
0.9% |
94% |
False |
False |
235,237 |
80 |
4,113.75 |
3,558.75 |
555.00 |
13.6% |
35.75 |
0.9% |
96% |
False |
False |
184,935 |
100 |
4,113.75 |
3,476.00 |
637.75 |
15.6% |
37.25 |
0.9% |
97% |
False |
False |
147,965 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.3% |
40.75 |
1.0% |
97% |
False |
False |
123,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,272.50 |
2.618 |
4,205.00 |
1.618 |
4,163.50 |
1.000 |
4,137.75 |
0.618 |
4,122.00 |
HIGH |
4,096.25 |
0.618 |
4,080.50 |
0.500 |
4,075.50 |
0.382 |
4,070.50 |
LOW |
4,054.75 |
0.618 |
4,029.00 |
1.000 |
4,013.25 |
1.618 |
3,987.50 |
2.618 |
3,946.00 |
4.250 |
3,878.50 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,087.25 |
4,089.25 |
PP |
4,081.25 |
4,085.50 |
S1 |
4,075.50 |
4,082.00 |
|