Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,065.50 |
4,093.00 |
27.50 |
0.7% |
4,078.75 |
High |
4,096.25 |
4,097.00 |
0.75 |
0.0% |
4,113.75 |
Low |
4,054.75 |
4,060.00 |
5.25 |
0.1% |
4,052.00 |
Close |
4,093.00 |
4,091.00 |
-2.00 |
0.0% |
4,086.50 |
Range |
41.50 |
37.00 |
-4.50 |
-10.8% |
61.75 |
ATR |
35.77 |
35.86 |
0.09 |
0.2% |
0.00 |
Volume |
257,236 |
307,246 |
50,010 |
19.4% |
1,020,427 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,193.75 |
4,179.25 |
4,111.25 |
|
R3 |
4,156.75 |
4,142.25 |
4,101.25 |
|
R2 |
4,119.75 |
4,119.75 |
4,097.75 |
|
R1 |
4,105.25 |
4,105.25 |
4,094.50 |
4,094.00 |
PP |
4,082.75 |
4,082.75 |
4,082.75 |
4,077.00 |
S1 |
4,068.25 |
4,068.25 |
4,087.50 |
4,057.00 |
S2 |
4,045.75 |
4,045.75 |
4,084.25 |
|
S3 |
4,008.75 |
4,031.25 |
4,080.75 |
|
S4 |
3,971.75 |
3,994.25 |
4,070.75 |
|
|
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% |
41.00 |
1.0% |
67% |
False |
False |
288,373 |
10 |
4,113.75 |
4,052.00 |
61.75 |
1.5% |
36.75 |
0.9% |
63% |
False |
False |
251,295 |
20 |
4,113.75 |
3,939.50 |
174.25 |
4.3% |
30.50 |
0.7% |
87% |
False |
False |
216,338 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.0% |
38.50 |
0.9% |
92% |
False |
False |
244,603 |
60 |
4,113.75 |
3,755.00 |
358.75 |
8.8% |
37.25 |
0.9% |
94% |
False |
False |
235,959 |
80 |
4,113.75 |
3,579.00 |
534.75 |
13.1% |
35.75 |
0.9% |
96% |
False |
False |
188,772 |
100 |
4,113.75 |
3,476.00 |
637.75 |
15.6% |
37.25 |
0.9% |
96% |
False |
False |
151,037 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.3% |
40.50 |
1.0% |
97% |
False |
False |
125,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,254.25 |
2.618 |
4,193.75 |
1.618 |
4,156.75 |
1.000 |
4,134.00 |
0.618 |
4,119.75 |
HIGH |
4,097.00 |
0.618 |
4,082.75 |
0.500 |
4,078.50 |
0.382 |
4,074.25 |
LOW |
4,060.00 |
0.618 |
4,037.25 |
1.000 |
4,023.00 |
1.618 |
4,000.25 |
2.618 |
3,963.25 |
4.250 |
3,902.75 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,086.75 |
4,088.00 |
PP |
4,082.75 |
4,085.00 |
S1 |
4,078.50 |
4,082.00 |
|