Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,232.0 |
3,209.0 |
-23.0 |
-0.7% |
3,267.0 |
High |
3,232.0 |
3,224.0 |
-8.0 |
-0.2% |
3,267.0 |
Low |
3,205.0 |
3,203.0 |
-2.0 |
-0.1% |
3,201.0 |
Close |
3,219.0 |
3,217.0 |
-2.0 |
-0.1% |
3,219.0 |
Range |
27.0 |
21.0 |
-6.0 |
-22.2% |
66.0 |
ATR |
42.3 |
40.8 |
-1.5 |
-3.6% |
0.0 |
Volume |
960,967 |
1,158,729 |
197,762 |
20.6% |
1,944,589 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,277.7 |
3,268.3 |
3,228.6 |
|
R3 |
3,256.7 |
3,247.3 |
3,222.8 |
|
R2 |
3,235.7 |
3,235.7 |
3,220.9 |
|
R1 |
3,226.3 |
3,226.3 |
3,218.9 |
3,231.0 |
PP |
3,214.7 |
3,214.7 |
3,214.7 |
3,217.0 |
S1 |
3,205.3 |
3,205.3 |
3,215.1 |
3,210.0 |
S2 |
3,193.7 |
3,193.7 |
3,213.2 |
|
S3 |
3,172.7 |
3,184.3 |
3,211.2 |
|
S4 |
3,151.7 |
3,163.3 |
3,205.5 |
|
|
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 |
3,253.0 |
3,201.0 |
52.0 |
1.6% |
31.2 |
1.0% |
31% |
False |
False |
606,644 |
10 |
3,275.0 |
3,153.0 |
122.0 |
3.8% |
38.5 |
1.2% |
52% |
False |
False |
372,631 |
20 |
3,275.0 |
3,050.0 |
225.0 |
7.0% |
36.0 |
1.1% |
74% |
False |
False |
197,929 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.8% |
41.4 |
1.3% |
82% |
False |
False |
102,331 |
60 |
3,300.0 |
2,960.0 |
340.0 |
10.6% |
39.6 |
1.2% |
76% |
False |
False |
68,317 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
34.6 |
1.1% |
74% |
False |
False |
51,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,313.3 |
2.618 |
3,279.0 |
1.618 |
3,258.0 |
1.000 |
3,245.0 |
0.618 |
3,237.0 |
HIGH |
3,224.0 |
0.618 |
3,216.0 |
0.500 |
3,213.5 |
0.382 |
3,211.0 |
LOW |
3,203.0 |
0.618 |
3,190.0 |
1.000 |
3,182.0 |
1.618 |
3,169.0 |
2.618 |
3,148.0 |
4.250 |
3,113.8 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,215.8 |
3,220.5 |
PP |
3,214.7 |
3,219.3 |
S1 |
3,213.5 |
3,218.2 |
|