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 |
3,239.0 |
3,221.0 |
-18.0 |
-0.6% |
3,167.0 |
High |
3,253.0 |
3,244.0 |
-9.0 |
-0.3% |
3,275.0 |
Low |
3,218.0 |
3,210.0 |
-8.0 |
-0.2% |
3,153.0 |
Close |
3,230.0 |
3,230.0 |
0.0 |
0.0% |
3,262.0 |
Range |
35.0 |
34.0 |
-1.0 |
-2.9% |
122.0 |
ATR |
44.6 |
43.9 |
-0.8 |
-1.7% |
0.0 |
Volume |
80,476 |
369,942 |
289,466 |
359.7% |
622,998 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,330.0 |
3,314.0 |
3,248.7 |
|
R3 |
3,296.0 |
3,280.0 |
3,239.4 |
|
R2 |
3,262.0 |
3,262.0 |
3,236.2 |
|
R1 |
3,246.0 |
3,246.0 |
3,233.1 |
3,254.0 |
PP |
3,228.0 |
3,228.0 |
3,228.0 |
3,232.0 |
S1 |
3,212.0 |
3,212.0 |
3,226.9 |
3,220.0 |
S2 |
3,194.0 |
3,194.0 |
3,223.8 |
|
S3 |
3,160.0 |
3,178.0 |
3,220.7 |
|
S4 |
3,126.0 |
3,144.0 |
3,211.3 |
|
|
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 |
3,187.0 |
88.0 |
2.7% |
43.6 |
1.3% |
49% |
False |
False |
140,323 |
10 |
3,275.0 |
3,125.0 |
150.0 |
4.6% |
40.1 |
1.2% |
70% |
False |
False |
121,408 |
20 |
3,275.0 |
2,997.0 |
278.0 |
8.6% |
39.0 |
1.2% |
84% |
False |
False |
69,169 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.8% |
42.6 |
1.3% |
86% |
False |
False |
37,821 |
60 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
39.4 |
1.2% |
78% |
False |
False |
25,449 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
34.5 |
1.1% |
78% |
False |
False |
19,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,388.5 |
2.618 |
3,333.0 |
1.618 |
3,299.0 |
1.000 |
3,278.0 |
0.618 |
3,265.0 |
HIGH |
3,244.0 |
0.618 |
3,231.0 |
0.500 |
3,227.0 |
0.382 |
3,223.0 |
LOW |
3,210.0 |
0.618 |
3,189.0 |
1.000 |
3,176.0 |
1.618 |
3,155.0 |
2.618 |
3,121.0 |
4.250 |
3,065.5 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,229.0 |
3,238.5 |
PP |
3,228.0 |
3,235.7 |
S1 |
3,227.0 |
3,232.8 |
|