Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,221.0 |
3,221.0 |
0.0 |
0.0% |
3,267.0 |
High |
3,226.0 |
3,244.0 |
18.0 |
0.6% |
3,267.0 |
Low |
3,190.0 |
3,213.0 |
23.0 |
0.7% |
3,201.0 |
Close |
3,207.0 |
3,223.0 |
16.0 |
0.5% |
3,219.0 |
Range |
36.0 |
31.0 |
-5.0 |
-13.9% |
66.0 |
ATR |
40.5 |
40.2 |
-0.2 |
-0.6% |
0.0 |
Volume |
1,134,398 |
762,877 |
-371,521 |
-32.8% |
1,944,589 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,319.7 |
3,302.3 |
3,240.1 |
|
R3 |
3,288.7 |
3,271.3 |
3,231.5 |
|
R2 |
3,257.7 |
3,257.7 |
3,228.7 |
|
R1 |
3,240.3 |
3,240.3 |
3,225.8 |
3,249.0 |
PP |
3,226.7 |
3,226.7 |
3,226.7 |
3,231.0 |
S1 |
3,209.3 |
3,209.3 |
3,220.2 |
3,218.0 |
S2 |
3,195.7 |
3,195.7 |
3,217.3 |
|
S3 |
3,164.7 |
3,178.3 |
3,214.5 |
|
S4 |
3,133.7 |
3,147.3 |
3,206.0 |
|
|
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% |
30.8 |
1.0% |
61% |
True |
False |
896,016 |
10 |
3,275.0 |
3,187.0 |
88.0 |
2.7% |
37.2 |
1.2% |
41% |
False |
False |
518,169 |
20 |
3,275.0 |
3,051.0 |
224.0 |
7.0% |
37.8 |
1.2% |
77% |
False |
False |
289,541 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.8% |
41.5 |
1.3% |
83% |
False |
False |
149,750 |
60 |
3,277.0 |
2,960.0 |
317.0 |
9.8% |
39.5 |
1.2% |
83% |
False |
False |
99,929 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.7% |
35.1 |
1.1% |
76% |
False |
False |
75,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,375.8 |
2.618 |
3,325.2 |
1.618 |
3,294.2 |
1.000 |
3,275.0 |
0.618 |
3,263.2 |
HIGH |
3,244.0 |
0.618 |
3,232.2 |
0.500 |
3,228.5 |
0.382 |
3,224.8 |
LOW |
3,213.0 |
0.618 |
3,193.8 |
1.000 |
3,182.0 |
1.618 |
3,162.8 |
2.618 |
3,131.8 |
4.250 |
3,081.3 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,228.5 |
3,221.0 |
PP |
3,226.7 |
3,219.0 |
S1 |
3,224.8 |
3,217.0 |
|