Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,256.2 |
1,249.8 |
-6.4 |
-0.5% |
1,288.5 |
High |
1,258.5 |
1,251.0 |
-7.5 |
-0.6% |
1,290.9 |
Low |
1,244.5 |
1,235.5 |
-9.0 |
-0.7% |
1,258.0 |
Close |
1,245.3 |
1,239.0 |
-6.3 |
-0.5% |
1,267.3 |
Range |
14.0 |
15.5 |
1.5 |
10.7% |
32.9 |
ATR |
14.4 |
14.5 |
0.1 |
0.5% |
0.0 |
Volume |
140,721 |
160,683 |
19,962 |
14.2% |
556,234 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.3 |
1,279.2 |
1,247.5 |
|
R3 |
1,272.8 |
1,263.7 |
1,243.3 |
|
R2 |
1,257.3 |
1,257.3 |
1,241.8 |
|
R1 |
1,248.2 |
1,248.2 |
1,240.4 |
1,245.0 |
PP |
1,241.8 |
1,241.8 |
1,241.8 |
1,240.3 |
S1 |
1,232.7 |
1,232.7 |
1,237.6 |
1,229.5 |
S2 |
1,226.3 |
1,226.3 |
1,236.2 |
|
S3 |
1,210.8 |
1,217.2 |
1,234.7 |
|
S4 |
1,195.3 |
1,201.7 |
1,230.5 |
|
|
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 |
1,274.8 |
1,235.5 |
39.3 |
3.2% |
15.5 |
1.3% |
9% |
False |
True |
129,699 |
10 |
1,297.6 |
1,235.5 |
62.1 |
5.0% |
15.7 |
1.3% |
6% |
False |
True |
128,512 |
20 |
1,321.8 |
1,235.5 |
86.3 |
7.0% |
13.9 |
1.1% |
4% |
False |
True |
114,008 |
40 |
1,327.3 |
1,235.5 |
91.8 |
7.4% |
14.2 |
1.1% |
4% |
False |
True |
98,297 |
60 |
1,347.5 |
1,235.5 |
112.0 |
9.0% |
14.7 |
1.2% |
3% |
False |
True |
69,790 |
80 |
1,347.5 |
1,235.5 |
112.0 |
9.0% |
13.9 |
1.1% |
3% |
False |
True |
53,051 |
100 |
1,347.5 |
1,235.5 |
112.0 |
9.0% |
14.1 |
1.1% |
3% |
False |
True |
42,859 |
120 |
1,347.5 |
1,235.5 |
112.0 |
9.0% |
14.2 |
1.1% |
3% |
False |
True |
35,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,316.9 |
2.618 |
1,291.6 |
1.618 |
1,276.1 |
1.000 |
1,266.5 |
0.618 |
1,260.6 |
HIGH |
1,251.0 |
0.618 |
1,245.1 |
0.500 |
1,243.3 |
0.382 |
1,241.4 |
LOW |
1,235.5 |
0.618 |
1,225.9 |
1.000 |
1,220.0 |
1.618 |
1,210.4 |
2.618 |
1,194.9 |
4.250 |
1,169.6 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,243.3 |
1,247.2 |
PP |
1,241.8 |
1,244.5 |
S1 |
1,240.4 |
1,241.7 |
|