Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,249.8 |
1,240.9 |
-8.9 |
-0.7% |
1,269.5 |
High |
1,251.0 |
1,242.3 |
-8.7 |
-0.7% |
1,272.6 |
Low |
1,235.5 |
1,228.1 |
-7.4 |
-0.6% |
1,228.1 |
Close |
1,239.0 |
1,231.5 |
-7.5 |
-0.6% |
1,231.5 |
Range |
15.5 |
14.2 |
-1.3 |
-8.4% |
44.5 |
ATR |
14.5 |
14.5 |
0.0 |
-0.2% |
0.0 |
Volume |
160,683 |
140,795 |
-19,888 |
-12.4% |
683,128 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.6 |
1,268.2 |
1,239.3 |
|
R3 |
1,262.4 |
1,254.0 |
1,235.4 |
|
R2 |
1,248.2 |
1,248.2 |
1,234.1 |
|
R1 |
1,239.8 |
1,239.8 |
1,232.8 |
1,236.9 |
PP |
1,234.0 |
1,234.0 |
1,234.0 |
1,232.5 |
S1 |
1,225.6 |
1,225.6 |
1,230.2 |
1,222.7 |
S2 |
1,219.8 |
1,219.8 |
1,228.9 |
|
S3 |
1,205.6 |
1,211.4 |
1,227.6 |
|
S4 |
1,191.4 |
1,197.2 |
1,223.7 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.6 |
1,349.0 |
1,256.0 |
|
R3 |
1,333.1 |
1,304.5 |
1,243.7 |
|
R2 |
1,288.6 |
1,288.6 |
1,239.7 |
|
R1 |
1,260.0 |
1,260.0 |
1,235.6 |
1,252.1 |
PP |
1,244.1 |
1,244.1 |
1,244.1 |
1,240.1 |
S1 |
1,215.5 |
1,215.5 |
1,227.4 |
1,207.6 |
S2 |
1,199.6 |
1,199.6 |
1,223.3 |
|
S3 |
1,155.1 |
1,171.0 |
1,219.3 |
|
S4 |
1,110.6 |
1,126.5 |
1,207.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,272.6 |
1,228.1 |
44.5 |
3.6% |
15.0 |
1.2% |
8% |
False |
True |
136,625 |
10 |
1,292.5 |
1,228.1 |
64.4 |
5.2% |
15.6 |
1.3% |
5% |
False |
True |
131,575 |
20 |
1,316.5 |
1,228.1 |
88.4 |
7.2% |
14.0 |
1.1% |
4% |
False |
True |
115,877 |
40 |
1,325.3 |
1,228.1 |
97.2 |
7.9% |
13.9 |
1.1% |
3% |
False |
True |
101,453 |
60 |
1,347.5 |
1,228.1 |
119.4 |
9.7% |
14.8 |
1.2% |
3% |
False |
True |
72,101 |
80 |
1,347.5 |
1,228.1 |
119.4 |
9.7% |
14.0 |
1.1% |
3% |
False |
True |
54,793 |
100 |
1,347.5 |
1,228.1 |
119.4 |
9.7% |
14.1 |
1.1% |
3% |
False |
True |
44,258 |
120 |
1,347.5 |
1,228.1 |
119.4 |
9.7% |
14.1 |
1.1% |
3% |
False |
True |
37,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.7 |
2.618 |
1,279.5 |
1.618 |
1,265.3 |
1.000 |
1,256.5 |
0.618 |
1,251.1 |
HIGH |
1,242.3 |
0.618 |
1,236.9 |
0.500 |
1,235.2 |
0.382 |
1,233.5 |
LOW |
1,228.1 |
0.618 |
1,219.3 |
1.000 |
1,213.9 |
1.618 |
1,205.1 |
2.618 |
1,190.9 |
4.250 |
1,167.8 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,235.2 |
1,243.3 |
PP |
1,234.0 |
1,239.4 |
S1 |
1,232.7 |
1,235.4 |
|