Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,065.25 |
4,077.00 |
11.75 |
0.3% |
4,086.50 |
High |
4,091.25 |
4,106.75 |
15.50 |
0.4% |
4,110.50 |
Low |
4,047.25 |
4,068.75 |
21.50 |
0.5% |
4,053.25 |
Close |
4,072.50 |
4,103.75 |
31.25 |
0.8% |
4,069.75 |
Range |
44.00 |
38.00 |
-6.00 |
-13.6% |
57.25 |
ATR |
39.76 |
39.63 |
-0.13 |
-0.3% |
0.00 |
Volume |
68,884 |
33,223 |
-35,661 |
-51.8% |
1,342,599 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,207.00 |
4,193.50 |
4,124.75 |
|
R3 |
4,169.00 |
4,155.50 |
4,114.25 |
|
R2 |
4,131.00 |
4,131.00 |
4,110.75 |
|
R1 |
4,117.50 |
4,117.50 |
4,107.25 |
4,124.25 |
PP |
4,093.00 |
4,093.00 |
4,093.00 |
4,096.50 |
S1 |
4,079.50 |
4,079.50 |
4,100.25 |
4,086.25 |
S2 |
4,055.00 |
4,055.00 |
4,096.75 |
|
S3 |
4,017.00 |
4,041.50 |
4,093.25 |
|
S4 |
3,979.00 |
4,003.50 |
4,082.75 |
|
|
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 |
4,106.75 |
4,012.00 |
94.75 |
2.3% |
48.25 |
1.2% |
97% |
True |
False |
112,257 |
10 |
4,110.50 |
4,012.00 |
98.50 |
2.4% |
44.75 |
1.1% |
93% |
False |
False |
200,315 |
20 |
4,113.75 |
4,012.00 |
101.75 |
2.5% |
35.00 |
0.9% |
90% |
False |
False |
193,767 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.0% |
38.25 |
0.9% |
97% |
False |
False |
226,124 |
60 |
4,113.75 |
3,783.00 |
330.75 |
8.1% |
38.75 |
0.9% |
97% |
False |
False |
227,007 |
80 |
4,113.75 |
3,700.25 |
413.50 |
10.1% |
36.50 |
0.9% |
98% |
False |
False |
195,713 |
100 |
4,113.75 |
3,500.00 |
613.75 |
15.0% |
37.00 |
0.9% |
98% |
False |
False |
156,649 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.3% |
40.25 |
1.0% |
99% |
False |
False |
130,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,268.25 |
2.618 |
4,206.25 |
1.618 |
4,168.25 |
1.000 |
4,144.75 |
0.618 |
4,130.25 |
HIGH |
4,106.75 |
0.618 |
4,092.25 |
0.500 |
4,087.75 |
0.382 |
4,083.25 |
LOW |
4,068.75 |
0.618 |
4,045.25 |
1.000 |
4,030.75 |
1.618 |
4,007.25 |
2.618 |
3,969.25 |
4.250 |
3,907.25 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,098.50 |
4,089.00 |
PP |
4,093.00 |
4,074.25 |
S1 |
4,087.75 |
4,059.50 |
|