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 |
4,093.00 |
4,096.50 |
3.50 |
0.1% |
4,086.50 |
High |
4,097.00 |
4,096.50 |
-0.50 |
0.0% |
4,110.50 |
Low |
4,060.00 |
4,056.75 |
-3.25 |
-0.1% |
4,053.25 |
Close |
4,091.00 |
4,069.75 |
-21.25 |
-0.5% |
4,069.75 |
Range |
37.00 |
39.75 |
2.75 |
7.4% |
57.25 |
ATR |
35.86 |
36.13 |
0.28 |
0.8% |
0.00 |
Volume |
307,246 |
184,358 |
-122,888 |
-40.0% |
1,342,599 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,193.50 |
4,171.50 |
4,091.50 |
|
R3 |
4,153.75 |
4,131.75 |
4,080.75 |
|
R2 |
4,114.00 |
4,114.00 |
4,077.00 |
|
R1 |
4,092.00 |
4,092.00 |
4,073.50 |
4,083.00 |
PP |
4,074.25 |
4,074.25 |
4,074.25 |
4,070.00 |
S1 |
4,052.25 |
4,052.25 |
4,066.00 |
4,043.50 |
S2 |
4,034.50 |
4,034.50 |
4,062.50 |
|
S3 |
3,994.75 |
4,012.50 |
4,058.75 |
|
S4 |
3,955.00 |
3,972.75 |
4,048.00 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,249.50 |
4,217.00 |
4,101.25 |
|
R3 |
4,192.25 |
4,159.75 |
4,085.50 |
|
R2 |
4,135.00 |
4,135.00 |
4,080.25 |
|
R1 |
4,102.50 |
4,102.50 |
4,075.00 |
4,090.00 |
PP |
4,077.75 |
4,077.75 |
4,077.75 |
4,071.75 |
S1 |
4,045.25 |
4,045.25 |
4,064.50 |
4,033.00 |
S2 |
4,020.50 |
4,020.50 |
4,059.25 |
|
S3 |
3,963.25 |
3,988.00 |
4,054.00 |
|
S4 |
3,906.00 |
3,930.75 |
4,038.25 |
|
|
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 |
4,053.25 |
57.25 |
1.4% |
41.00 |
1.0% |
29% |
False |
False |
268,519 |
10 |
4,113.75 |
4,052.00 |
61.75 |
1.5% |
38.50 |
0.9% |
29% |
False |
False |
253,086 |
20 |
4,113.75 |
3,947.25 |
166.50 |
4.1% |
30.75 |
0.8% |
74% |
False |
False |
216,741 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.1% |
37.75 |
0.9% |
85% |
False |
False |
239,703 |
60 |
4,113.75 |
3,774.25 |
339.50 |
8.3% |
37.25 |
0.9% |
87% |
False |
False |
234,400 |
80 |
4,113.75 |
3,586.50 |
527.25 |
13.0% |
35.75 |
0.9% |
92% |
False |
False |
191,074 |
100 |
4,113.75 |
3,476.00 |
637.75 |
15.7% |
37.25 |
0.9% |
93% |
False |
False |
152,881 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.4% |
40.25 |
1.0% |
94% |
False |
False |
127,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,265.50 |
2.618 |
4,200.50 |
1.618 |
4,160.75 |
1.000 |
4,136.25 |
0.618 |
4,121.00 |
HIGH |
4,096.50 |
0.618 |
4,081.25 |
0.500 |
4,076.50 |
0.382 |
4,072.00 |
LOW |
4,056.75 |
0.618 |
4,032.25 |
1.000 |
4,017.00 |
1.618 |
3,992.50 |
2.618 |
3,952.75 |
4.250 |
3,887.75 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,076.50 |
4,076.00 |
PP |
4,074.25 |
4,073.75 |
S1 |
4,072.00 |
4,071.75 |
|