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 |
3,221.0 |
3,235.0 |
14.0 |
0.4% |
3,167.0 |
High |
3,244.0 |
3,240.0 |
-4.0 |
-0.1% |
3,275.0 |
Low |
3,210.0 |
3,201.0 |
-9.0 |
-0.3% |
3,153.0 |
Close |
3,230.0 |
3,219.0 |
-11.0 |
-0.3% |
3,262.0 |
Range |
34.0 |
39.0 |
5.0 |
14.7% |
122.0 |
ATR |
43.9 |
43.5 |
-0.3 |
-0.8% |
0.0 |
Volume |
369,942 |
463,110 |
93,168 |
25.2% |
622,998 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,337.0 |
3,317.0 |
3,240.5 |
|
R3 |
3,298.0 |
3,278.0 |
3,229.7 |
|
R2 |
3,259.0 |
3,259.0 |
3,226.2 |
|
R1 |
3,239.0 |
3,239.0 |
3,222.6 |
3,229.5 |
PP |
3,220.0 |
3,220.0 |
3,220.0 |
3,215.3 |
S1 |
3,200.0 |
3,200.0 |
3,215.4 |
3,190.5 |
S2 |
3,181.0 |
3,181.0 |
3,211.9 |
|
S3 |
3,142.0 |
3,161.0 |
3,208.3 |
|
S4 |
3,103.0 |
3,122.0 |
3,197.6 |
|
|
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 |
3,201.0 |
74.0 |
2.3% |
34.2 |
1.1% |
24% |
False |
True |
212,548 |
10 |
3,275.0 |
3,125.0 |
150.0 |
4.7% |
41.9 |
1.3% |
63% |
False |
False |
164,828 |
20 |
3,275.0 |
2,997.0 |
278.0 |
8.6% |
39.9 |
1.2% |
80% |
False |
False |
92,159 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.8% |
42.8 |
1.3% |
82% |
False |
False |
49,397 |
60 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
39.5 |
1.2% |
75% |
False |
False |
33,087 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
34.4 |
1.1% |
75% |
False |
False |
25,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,405.8 |
2.618 |
3,342.1 |
1.618 |
3,303.1 |
1.000 |
3,279.0 |
0.618 |
3,264.1 |
HIGH |
3,240.0 |
0.618 |
3,225.1 |
0.500 |
3,220.5 |
0.382 |
3,215.9 |
LOW |
3,201.0 |
0.618 |
3,176.9 |
1.000 |
3,162.0 |
1.618 |
3,137.9 |
2.618 |
3,098.9 |
4.250 |
3,035.3 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,220.5 |
3,227.0 |
PP |
3,220.0 |
3,224.3 |
S1 |
3,219.5 |
3,221.7 |
|