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 |
3,267.0 |
3,239.0 |
-28.0 |
-0.9% |
3,167.0 |
High |
3,267.0 |
3,253.0 |
-14.0 |
-0.4% |
3,275.0 |
Low |
3,235.0 |
3,218.0 |
-17.0 |
-0.5% |
3,153.0 |
Close |
3,252.0 |
3,230.0 |
-22.0 |
-0.7% |
3,262.0 |
Range |
32.0 |
35.0 |
3.0 |
9.4% |
122.0 |
ATR |
45.4 |
44.6 |
-0.7 |
-1.6% |
0.0 |
Volume |
70,094 |
80,476 |
10,382 |
14.8% |
622,998 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,338.7 |
3,319.3 |
3,249.3 |
|
R3 |
3,303.7 |
3,284.3 |
3,239.6 |
|
R2 |
3,268.7 |
3,268.7 |
3,236.4 |
|
R1 |
3,249.3 |
3,249.3 |
3,233.2 |
3,241.5 |
PP |
3,233.7 |
3,233.7 |
3,233.7 |
3,229.8 |
S1 |
3,214.3 |
3,214.3 |
3,226.8 |
3,206.5 |
S2 |
3,198.7 |
3,198.7 |
3,223.6 |
|
S3 |
3,163.7 |
3,179.3 |
3,220.4 |
|
S4 |
3,128.7 |
3,144.3 |
3,210.8 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,596.0 |
3,551.0 |
3,329.1 |
|
R3 |
3,474.0 |
3,429.0 |
3,295.6 |
|
R2 |
3,352.0 |
3,352.0 |
3,284.4 |
|
R1 |
3,307.0 |
3,307.0 |
3,273.2 |
3,329.5 |
PP |
3,230.0 |
3,230.0 |
3,230.0 |
3,241.3 |
S1 |
3,185.0 |
3,185.0 |
3,250.8 |
3,207.5 |
S2 |
3,108.0 |
3,108.0 |
3,239.6 |
|
S3 |
2,986.0 |
3,063.0 |
3,228.5 |
|
S4 |
2,864.0 |
2,941.0 |
3,194.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,275.0 |
3,170.0 |
105.0 |
3.3% |
46.6 |
1.4% |
57% |
False |
False |
94,032 |
10 |
3,275.0 |
3,125.0 |
150.0 |
4.6% |
41.2 |
1.3% |
70% |
False |
False |
89,772 |
20 |
3,275.0 |
2,997.0 |
278.0 |
8.6% |
38.8 |
1.2% |
84% |
False |
False |
52,586 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.8% |
42.7 |
1.3% |
86% |
False |
False |
28,576 |
60 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
39.2 |
1.2% |
78% |
False |
False |
19,288 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
34.3 |
1.1% |
78% |
False |
False |
14,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,401.8 |
2.618 |
3,344.6 |
1.618 |
3,309.6 |
1.000 |
3,288.0 |
0.618 |
3,274.6 |
HIGH |
3,253.0 |
0.618 |
3,239.6 |
0.500 |
3,235.5 |
0.382 |
3,231.4 |
LOW |
3,218.0 |
0.618 |
3,196.4 |
1.000 |
3,183.0 |
1.618 |
3,161.4 |
2.618 |
3,126.4 |
4.250 |
3,069.3 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,235.5 |
3,246.5 |
PP |
3,233.7 |
3,241.0 |
S1 |
3,231.8 |
3,235.5 |
|