Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,209.0 |
3,221.0 |
12.0 |
0.4% |
3,267.0 |
High |
3,224.0 |
3,226.0 |
2.0 |
0.1% |
3,267.0 |
Low |
3,203.0 |
3,190.0 |
-13.0 |
-0.4% |
3,201.0 |
Close |
3,217.0 |
3,207.0 |
-10.0 |
-0.3% |
3,219.0 |
Range |
21.0 |
36.0 |
15.0 |
71.4% |
66.0 |
ATR |
40.8 |
40.5 |
-0.3 |
-0.8% |
0.0 |
Volume |
1,158,729 |
1,134,398 |
-24,331 |
-2.1% |
1,944,589 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,315.7 |
3,297.3 |
3,226.8 |
|
R3 |
3,279.7 |
3,261.3 |
3,216.9 |
|
R2 |
3,243.7 |
3,243.7 |
3,213.6 |
|
R1 |
3,225.3 |
3,225.3 |
3,210.3 |
3,216.5 |
PP |
3,207.7 |
3,207.7 |
3,207.7 |
3,203.3 |
S1 |
3,189.3 |
3,189.3 |
3,203.7 |
3,180.5 |
S2 |
3,171.7 |
3,171.7 |
3,200.4 |
|
S3 |
3,135.7 |
3,153.3 |
3,197.1 |
|
S4 |
3,099.7 |
3,117.3 |
3,187.2 |
|
|
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 |
3,244.0 |
3,190.0 |
54.0 |
1.7% |
31.4 |
1.0% |
31% |
False |
True |
817,429 |
10 |
3,275.0 |
3,170.0 |
105.0 |
3.3% |
39.0 |
1.2% |
35% |
False |
False |
455,730 |
20 |
3,275.0 |
3,051.0 |
224.0 |
7.0% |
37.0 |
1.2% |
70% |
False |
False |
254,645 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.8% |
41.7 |
1.3% |
78% |
False |
False |
130,681 |
60 |
3,277.0 |
2,960.0 |
317.0 |
9.9% |
39.5 |
1.2% |
78% |
False |
False |
87,218 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
34.9 |
1.1% |
71% |
False |
False |
65,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,379.0 |
2.618 |
3,320.2 |
1.618 |
3,284.2 |
1.000 |
3,262.0 |
0.618 |
3,248.2 |
HIGH |
3,226.0 |
0.618 |
3,212.2 |
0.500 |
3,208.0 |
0.382 |
3,203.8 |
LOW |
3,190.0 |
0.618 |
3,167.8 |
1.000 |
3,154.0 |
1.618 |
3,131.8 |
2.618 |
3,095.8 |
4.250 |
3,037.0 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,208.0 |
3,211.0 |
PP |
3,207.7 |
3,209.7 |
S1 |
3,207.3 |
3,208.3 |
|