Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,096.50 |
4,057.50 |
-39.00 |
-1.0% |
4,086.50 |
High |
4,096.50 |
4,076.25 |
-20.25 |
-0.5% |
4,110.50 |
Low |
4,056.75 |
4,018.25 |
-38.50 |
-0.9% |
4,053.25 |
Close |
4,069.75 |
4,033.50 |
-36.25 |
-0.9% |
4,069.75 |
Range |
39.75 |
58.00 |
18.25 |
45.9% |
57.25 |
ATR |
36.13 |
37.70 |
1.56 |
4.3% |
0.00 |
Volume |
184,358 |
150,018 |
-34,340 |
-18.6% |
1,342,599 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,216.75 |
4,183.00 |
4,065.50 |
|
R3 |
4,158.75 |
4,125.00 |
4,049.50 |
|
R2 |
4,100.75 |
4,100.75 |
4,044.25 |
|
R1 |
4,067.00 |
4,067.00 |
4,038.75 |
4,055.00 |
PP |
4,042.75 |
4,042.75 |
4,042.75 |
4,036.50 |
S1 |
4,009.00 |
4,009.00 |
4,028.25 |
3,997.00 |
S2 |
3,984.75 |
3,984.75 |
4,022.75 |
|
S3 |
3,926.75 |
3,951.00 |
4,017.50 |
|
S4 |
3,868.75 |
3,893.00 |
4,001.50 |
|
|
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 |
4,018.25 |
92.25 |
2.3% |
46.75 |
1.2% |
17% |
False |
True |
256,993 |
10 |
4,113.75 |
4,018.25 |
95.50 |
2.4% |
41.75 |
1.0% |
16% |
False |
True |
251,304 |
20 |
4,113.75 |
3,991.00 |
122.75 |
3.0% |
31.25 |
0.8% |
35% |
False |
False |
206,111 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.1% |
37.25 |
0.9% |
72% |
False |
False |
236,155 |
60 |
4,113.75 |
3,781.25 |
332.50 |
8.2% |
37.75 |
0.9% |
76% |
False |
False |
233,257 |
80 |
4,113.75 |
3,625.00 |
488.75 |
12.1% |
35.75 |
0.9% |
84% |
False |
False |
192,942 |
100 |
4,113.75 |
3,476.00 |
637.75 |
15.8% |
37.50 |
0.9% |
87% |
False |
False |
154,381 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.6% |
40.25 |
1.0% |
89% |
False |
False |
128,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,322.75 |
2.618 |
4,228.00 |
1.618 |
4,170.00 |
1.000 |
4,134.25 |
0.618 |
4,112.00 |
HIGH |
4,076.25 |
0.618 |
4,054.00 |
0.500 |
4,047.25 |
0.382 |
4,040.50 |
LOW |
4,018.25 |
0.618 |
3,982.50 |
1.000 |
3,960.25 |
1.618 |
3,924.50 |
2.618 |
3,866.50 |
4.250 |
3,771.75 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,047.25 |
4,057.50 |
PP |
4,042.75 |
4,049.50 |
S1 |
4,038.00 |
4,041.50 |
|