Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,233.2 |
1,235.3 |
2.1 |
0.2% |
1,269.5 |
High |
1,243.2 |
1,240.1 |
-3.1 |
-0.2% |
1,272.6 |
Low |
1,232.2 |
1,222.0 |
-10.2 |
-0.8% |
1,228.1 |
Close |
1,236.7 |
1,235.9 |
-0.8 |
-0.1% |
1,231.5 |
Range |
11.0 |
18.1 |
7.1 |
64.5% |
44.5 |
ATR |
14.1 |
14.4 |
0.3 |
2.0% |
0.0 |
Volume |
123,281 |
132,084 |
8,803 |
7.1% |
683,128 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.0 |
1,279.5 |
1,245.9 |
|
R3 |
1,268.9 |
1,261.4 |
1,240.9 |
|
R2 |
1,250.8 |
1,250.8 |
1,239.2 |
|
R1 |
1,243.3 |
1,243.3 |
1,237.6 |
1,247.1 |
PP |
1,232.7 |
1,232.7 |
1,232.7 |
1,234.5 |
S1 |
1,225.2 |
1,225.2 |
1,234.2 |
1,229.0 |
S2 |
1,214.6 |
1,214.6 |
1,232.6 |
|
S3 |
1,196.5 |
1,207.1 |
1,230.9 |
|
S4 |
1,178.4 |
1,189.0 |
1,225.9 |
|
|
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 |
1,251.0 |
1,222.0 |
29.0 |
2.3% |
14.3 |
1.2% |
48% |
False |
True |
131,376 |
10 |
1,279.2 |
1,222.0 |
57.2 |
4.6% |
15.2 |
1.2% |
24% |
False |
True |
129,627 |
20 |
1,299.3 |
1,222.0 |
77.3 |
6.3% |
14.1 |
1.1% |
18% |
False |
True |
116,325 |
40 |
1,324.3 |
1,222.0 |
102.3 |
8.3% |
13.9 |
1.1% |
14% |
False |
True |
109,046 |
60 |
1,347.5 |
1,222.0 |
125.5 |
10.2% |
14.3 |
1.2% |
11% |
False |
True |
77,902 |
80 |
1,347.5 |
1,222.0 |
125.5 |
10.2% |
14.1 |
1.1% |
11% |
False |
True |
59,106 |
100 |
1,347.5 |
1,222.0 |
125.5 |
10.2% |
14.0 |
1.1% |
11% |
False |
True |
47,779 |
120 |
1,347.5 |
1,222.0 |
125.5 |
10.2% |
14.1 |
1.1% |
11% |
False |
True |
40,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.0 |
2.618 |
1,287.5 |
1.618 |
1,269.4 |
1.000 |
1,258.2 |
0.618 |
1,251.3 |
HIGH |
1,240.1 |
0.618 |
1,233.2 |
0.500 |
1,231.1 |
0.382 |
1,228.9 |
LOW |
1,222.0 |
0.618 |
1,210.8 |
1.000 |
1,203.9 |
1.618 |
1,192.7 |
2.618 |
1,174.6 |
4.250 |
1,145.1 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,234.3 |
1,234.8 |
PP |
1,232.7 |
1,233.7 |
S1 |
1,231.1 |
1,232.6 |
|