Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,034.75 |
4,065.25 |
30.50 |
0.8% |
4,086.50 |
High |
4,074.00 |
4,091.25 |
17.25 |
0.4% |
4,110.50 |
Low |
4,012.00 |
4,047.25 |
35.25 |
0.9% |
4,053.25 |
Close |
4,066.00 |
4,072.50 |
6.50 |
0.2% |
4,069.75 |
Range |
62.00 |
44.00 |
-18.00 |
-29.0% |
57.25 |
ATR |
39.43 |
39.76 |
0.33 |
0.8% |
0.00 |
Volume |
124,805 |
68,884 |
-55,921 |
-44.8% |
1,342,599 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.25 |
4,181.50 |
4,096.75 |
|
R3 |
4,158.25 |
4,137.50 |
4,084.50 |
|
R2 |
4,114.25 |
4,114.25 |
4,080.50 |
|
R1 |
4,093.50 |
4,093.50 |
4,076.50 |
4,104.00 |
PP |
4,070.25 |
4,070.25 |
4,070.25 |
4,075.50 |
S1 |
4,049.50 |
4,049.50 |
4,068.50 |
4,060.00 |
S2 |
4,026.25 |
4,026.25 |
4,064.50 |
|
S3 |
3,982.25 |
4,005.50 |
4,060.50 |
|
S4 |
3,938.25 |
3,961.50 |
4,048.25 |
|
|
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% |
48.25 |
1.2% |
71% |
False |
False |
167,062 |
10 |
4,110.50 |
4,012.00 |
98.50 |
2.4% |
45.25 |
1.1% |
61% |
False |
False |
224,604 |
20 |
4,113.75 |
4,012.00 |
101.75 |
2.5% |
34.00 |
0.8% |
59% |
False |
False |
200,264 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.1% |
38.25 |
0.9% |
86% |
False |
False |
230,531 |
60 |
4,113.75 |
3,781.25 |
332.50 |
8.2% |
38.75 |
1.0% |
88% |
False |
False |
231,146 |
80 |
4,113.75 |
3,673.00 |
440.75 |
10.8% |
36.50 |
0.9% |
91% |
False |
False |
195,306 |
100 |
4,113.75 |
3,476.00 |
637.75 |
15.7% |
37.25 |
0.9% |
94% |
False |
False |
156,317 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.4% |
40.25 |
1.0% |
94% |
False |
False |
130,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,278.25 |
2.618 |
4,206.50 |
1.618 |
4,162.50 |
1.000 |
4,135.25 |
0.618 |
4,118.50 |
HIGH |
4,091.25 |
0.618 |
4,074.50 |
0.500 |
4,069.25 |
0.382 |
4,064.00 |
LOW |
4,047.25 |
0.618 |
4,020.00 |
1.000 |
4,003.25 |
1.618 |
3,976.00 |
2.618 |
3,932.00 |
4.250 |
3,860.25 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,071.50 |
4,065.50 |
PP |
4,070.25 |
4,058.50 |
S1 |
4,069.25 |
4,051.50 |
|