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 |
3,235.0 |
3,232.0 |
-3.0 |
-0.1% |
3,267.0 |
High |
3,240.0 |
3,232.0 |
-8.0 |
-0.2% |
3,267.0 |
Low |
3,201.0 |
3,205.0 |
4.0 |
0.1% |
3,201.0 |
Close |
3,219.0 |
3,219.0 |
0.0 |
0.0% |
3,219.0 |
Range |
39.0 |
27.0 |
-12.0 |
-30.8% |
66.0 |
ATR |
43.5 |
42.3 |
-1.2 |
-2.7% |
0.0 |
Volume |
463,110 |
960,967 |
497,857 |
107.5% |
1,944,589 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,299.7 |
3,286.3 |
3,233.9 |
|
R3 |
3,272.7 |
3,259.3 |
3,226.4 |
|
R2 |
3,245.7 |
3,245.7 |
3,224.0 |
|
R1 |
3,232.3 |
3,232.3 |
3,221.5 |
3,225.5 |
PP |
3,218.7 |
3,218.7 |
3,218.7 |
3,215.3 |
S1 |
3,205.3 |
3,205.3 |
3,216.5 |
3,198.5 |
S2 |
3,191.7 |
3,191.7 |
3,214.1 |
|
S3 |
3,164.7 |
3,178.3 |
3,211.6 |
|
S4 |
3,137.7 |
3,151.3 |
3,204.2 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,427.0 |
3,389.0 |
3,255.3 |
|
R3 |
3,361.0 |
3,323.0 |
3,237.2 |
|
R2 |
3,295.0 |
3,295.0 |
3,231.1 |
|
R1 |
3,257.0 |
3,257.0 |
3,225.1 |
3,243.0 |
PP |
3,229.0 |
3,229.0 |
3,229.0 |
3,222.0 |
S1 |
3,191.0 |
3,191.0 |
3,213.0 |
3,177.0 |
S2 |
3,163.0 |
3,163.0 |
3,206.9 |
|
S3 |
3,097.0 |
3,125.0 |
3,200.9 |
|
S4 |
3,031.0 |
3,059.0 |
3,182.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,267.0 |
3,201.0 |
66.0 |
2.1% |
33.4 |
1.0% |
27% |
False |
False |
388,917 |
10 |
3,275.0 |
3,125.0 |
150.0 |
4.7% |
41.0 |
1.3% |
63% |
False |
False |
257,488 |
20 |
3,275.0 |
2,997.0 |
278.0 |
8.6% |
39.4 |
1.2% |
80% |
False |
False |
140,032 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.8% |
41.9 |
1.3% |
82% |
False |
False |
73,378 |
60 |
3,302.0 |
2,960.0 |
342.0 |
10.6% |
39.7 |
1.2% |
76% |
False |
False |
49,097 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
34.5 |
1.1% |
75% |
False |
False |
37,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,346.8 |
2.618 |
3,302.7 |
1.618 |
3,275.7 |
1.000 |
3,259.0 |
0.618 |
3,248.7 |
HIGH |
3,232.0 |
0.618 |
3,221.7 |
0.500 |
3,218.5 |
0.382 |
3,215.3 |
LOW |
3,205.0 |
0.618 |
3,188.3 |
1.000 |
3,178.0 |
1.618 |
3,161.3 |
2.618 |
3,134.3 |
4.250 |
3,090.3 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,218.8 |
3,222.5 |
PP |
3,218.7 |
3,221.3 |
S1 |
3,218.5 |
3,220.2 |
|