Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,057.50 |
4,034.75 |
-22.75 |
-0.6% |
4,086.50 |
High |
4,076.25 |
4,074.00 |
-2.25 |
-0.1% |
4,110.50 |
Low |
4,018.25 |
4,012.00 |
-6.25 |
-0.2% |
4,053.25 |
Close |
4,033.50 |
4,066.00 |
32.50 |
0.8% |
4,069.75 |
Range |
58.00 |
62.00 |
4.00 |
6.9% |
57.25 |
ATR |
37.70 |
39.43 |
1.74 |
4.6% |
0.00 |
Volume |
150,018 |
124,805 |
-25,213 |
-16.8% |
1,342,599 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,236.75 |
4,213.25 |
4,100.00 |
|
R3 |
4,174.75 |
4,151.25 |
4,083.00 |
|
R2 |
4,112.75 |
4,112.75 |
4,077.25 |
|
R1 |
4,089.25 |
4,089.25 |
4,071.75 |
4,101.00 |
PP |
4,050.75 |
4,050.75 |
4,050.75 |
4,056.50 |
S1 |
4,027.25 |
4,027.25 |
4,060.25 |
4,039.00 |
S2 |
3,988.75 |
3,988.75 |
4,054.75 |
|
S3 |
3,926.75 |
3,965.25 |
4,049.00 |
|
S4 |
3,864.75 |
3,903.25 |
4,032.00 |
|
|
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 |
4,097.00 |
4,012.00 |
85.00 |
2.1% |
47.75 |
1.2% |
64% |
False |
True |
204,732 |
10 |
4,113.75 |
4,012.00 |
101.75 |
2.5% |
46.00 |
1.1% |
53% |
False |
True |
244,263 |
20 |
4,113.75 |
4,012.00 |
101.75 |
2.5% |
33.00 |
0.8% |
53% |
False |
True |
204,384 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.1% |
38.25 |
0.9% |
83% |
False |
False |
233,780 |
60 |
4,113.75 |
3,781.25 |
332.50 |
8.2% |
38.50 |
0.9% |
86% |
False |
False |
232,689 |
80 |
4,113.75 |
3,639.25 |
474.50 |
11.7% |
36.25 |
0.9% |
90% |
False |
False |
194,461 |
100 |
4,113.75 |
3,476.00 |
637.75 |
15.7% |
37.50 |
0.9% |
93% |
False |
False |
155,629 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.5% |
40.00 |
1.0% |
93% |
False |
False |
129,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,337.50 |
2.618 |
4,236.25 |
1.618 |
4,174.25 |
1.000 |
4,136.00 |
0.618 |
4,112.25 |
HIGH |
4,074.00 |
0.618 |
4,050.25 |
0.500 |
4,043.00 |
0.382 |
4,035.75 |
LOW |
4,012.00 |
0.618 |
3,973.75 |
1.000 |
3,950.00 |
1.618 |
3,911.75 |
2.618 |
3,849.75 |
4.250 |
3,748.50 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,058.25 |
4,062.00 |
PP |
4,050.75 |
4,058.25 |
S1 |
4,043.00 |
4,054.25 |
|