Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,269.5 |
1,257.1 |
-12.4 |
-1.0% |
1,288.5 |
High |
1,272.6 |
1,258.9 |
-13.7 |
-1.1% |
1,290.9 |
Low |
1,252.1 |
1,248.1 |
-4.0 |
-0.3% |
1,258.0 |
Close |
1,254.3 |
1,248.5 |
-5.8 |
-0.5% |
1,267.3 |
Range |
20.5 |
10.8 |
-9.7 |
-47.3% |
32.9 |
ATR |
14.8 |
14.5 |
-0.3 |
-1.9% |
0.0 |
Volume |
112,676 |
128,253 |
15,577 |
13.8% |
556,234 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.2 |
1,277.2 |
1,254.4 |
|
R3 |
1,273.4 |
1,266.4 |
1,251.5 |
|
R2 |
1,262.6 |
1,262.6 |
1,250.5 |
|
R1 |
1,255.6 |
1,255.6 |
1,249.5 |
1,253.7 |
PP |
1,251.8 |
1,251.8 |
1,251.8 |
1,250.9 |
S1 |
1,244.8 |
1,244.8 |
1,247.5 |
1,242.9 |
S2 |
1,241.0 |
1,241.0 |
1,246.5 |
|
S3 |
1,230.2 |
1,234.0 |
1,245.5 |
|
S4 |
1,219.4 |
1,223.2 |
1,242.6 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.8 |
1,351.9 |
1,285.4 |
|
R3 |
1,337.9 |
1,319.0 |
1,276.3 |
|
R2 |
1,305.0 |
1,305.0 |
1,273.3 |
|
R1 |
1,286.1 |
1,286.1 |
1,270.3 |
1,279.1 |
PP |
1,272.1 |
1,272.1 |
1,272.1 |
1,268.6 |
S1 |
1,253.2 |
1,253.2 |
1,264.3 |
1,246.2 |
S2 |
1,239.2 |
1,239.2 |
1,261.3 |
|
S3 |
1,206.3 |
1,220.3 |
1,258.3 |
|
S4 |
1,173.4 |
1,187.4 |
1,249.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,279.2 |
1,248.1 |
31.1 |
2.5% |
15.3 |
1.2% |
1% |
False |
True |
121,316 |
10 |
1,297.6 |
1,248.1 |
49.5 |
4.0% |
15.1 |
1.2% |
1% |
False |
True |
115,480 |
20 |
1,321.8 |
1,248.1 |
73.7 |
5.9% |
13.6 |
1.1% |
1% |
False |
True |
108,792 |
40 |
1,327.3 |
1,248.1 |
79.2 |
6.3% |
14.2 |
1.1% |
1% |
False |
True |
91,962 |
60 |
1,347.5 |
1,248.1 |
99.4 |
8.0% |
14.7 |
1.2% |
0% |
False |
True |
64,805 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.5% |
13.8 |
1.1% |
6% |
False |
False |
49,330 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.5% |
14.1 |
1.1% |
6% |
False |
False |
39,868 |
120 |
1,347.5 |
1,241.7 |
105.8 |
8.5% |
14.1 |
1.1% |
6% |
False |
False |
33,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.8 |
2.618 |
1,287.2 |
1.618 |
1,276.4 |
1.000 |
1,269.7 |
0.618 |
1,265.6 |
HIGH |
1,258.9 |
0.618 |
1,254.8 |
0.500 |
1,253.5 |
0.382 |
1,252.2 |
LOW |
1,248.1 |
0.618 |
1,241.4 |
1.000 |
1,237.3 |
1.618 |
1,230.6 |
2.618 |
1,219.8 |
4.250 |
1,202.2 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,253.5 |
1,261.5 |
PP |
1,251.8 |
1,257.1 |
S1 |
1,250.2 |
1,252.8 |
|