Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,257.1 |
1,256.2 |
-0.9 |
-0.1% |
1,288.5 |
High |
1,258.9 |
1,258.5 |
-0.4 |
0.0% |
1,290.9 |
Low |
1,248.1 |
1,244.5 |
-3.6 |
-0.3% |
1,258.0 |
Close |
1,248.5 |
1,245.3 |
-3.2 |
-0.3% |
1,267.3 |
Range |
10.8 |
14.0 |
3.2 |
29.6% |
32.9 |
ATR |
14.5 |
14.4 |
0.0 |
-0.2% |
0.0 |
Volume |
128,253 |
140,721 |
12,468 |
9.7% |
556,234 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.4 |
1,282.4 |
1,253.0 |
|
R3 |
1,277.4 |
1,268.4 |
1,249.2 |
|
R2 |
1,263.4 |
1,263.4 |
1,247.9 |
|
R1 |
1,254.4 |
1,254.4 |
1,246.6 |
1,251.9 |
PP |
1,249.4 |
1,249.4 |
1,249.4 |
1,248.2 |
S1 |
1,240.4 |
1,240.4 |
1,244.0 |
1,237.9 |
S2 |
1,235.4 |
1,235.4 |
1,242.7 |
|
S3 |
1,221.4 |
1,226.4 |
1,241.5 |
|
S4 |
1,207.4 |
1,212.4 |
1,237.6 |
|
|
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 |
1,244.5 |
34.7 |
2.8% |
16.0 |
1.3% |
2% |
False |
True |
127,878 |
10 |
1,297.6 |
1,244.5 |
53.1 |
4.3% |
14.9 |
1.2% |
2% |
False |
True |
119,167 |
20 |
1,321.8 |
1,244.5 |
77.3 |
6.2% |
13.7 |
1.1% |
1% |
False |
True |
110,898 |
40 |
1,327.3 |
1,244.5 |
82.8 |
6.6% |
14.1 |
1.1% |
1% |
False |
True |
94,858 |
60 |
1,347.5 |
1,244.5 |
103.0 |
8.3% |
14.7 |
1.2% |
1% |
False |
True |
67,129 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.5% |
13.9 |
1.1% |
3% |
False |
False |
51,066 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.5% |
14.1 |
1.1% |
3% |
False |
False |
41,265 |
120 |
1,347.5 |
1,241.7 |
105.8 |
8.5% |
14.1 |
1.1% |
3% |
False |
False |
34,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.0 |
2.618 |
1,295.2 |
1.618 |
1,281.2 |
1.000 |
1,272.5 |
0.618 |
1,267.2 |
HIGH |
1,258.5 |
0.618 |
1,253.2 |
0.500 |
1,251.5 |
0.382 |
1,249.8 |
LOW |
1,244.5 |
0.618 |
1,235.8 |
1.000 |
1,230.5 |
1.618 |
1,221.8 |
2.618 |
1,207.8 |
4.250 |
1,185.0 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,251.5 |
1,258.6 |
PP |
1,249.4 |
1,254.1 |
S1 |
1,247.4 |
1,249.7 |
|