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 |
5,543.0 |
5,503.0 |
-40.0 |
-0.7% |
5,599.0 |
High |
5,545.0 |
5,505.0 |
-40.0 |
-0.7% |
5,605.0 |
Low |
5,508.0 |
5,470.0 |
-38.0 |
-0.7% |
5,508.0 |
Close |
5,536.0 |
5,472.0 |
-64.0 |
-1.2% |
5,536.0 |
Range |
37.0 |
35.0 |
-2.0 |
-5.4% |
97.0 |
ATR |
33.4 |
35.7 |
2.3 |
7.0% |
0.0 |
Volume |
8,165 |
58,672 |
50,507 |
618.6% |
12,535 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,587.3 |
5,564.7 |
5,491.3 |
|
R3 |
5,552.3 |
5,529.7 |
5,481.6 |
|
R2 |
5,517.3 |
5,517.3 |
5,478.4 |
|
R1 |
5,494.7 |
5,494.7 |
5,475.2 |
5,488.5 |
PP |
5,482.3 |
5,482.3 |
5,482.3 |
5,479.3 |
S1 |
5,459.7 |
5,459.7 |
5,468.8 |
5,453.5 |
S2 |
5,447.3 |
5,447.3 |
5,465.6 |
|
S3 |
5,412.3 |
5,424.7 |
5,462.4 |
|
S4 |
5,377.3 |
5,389.7 |
5,452.8 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,840.7 |
5,785.3 |
5,589.4 |
|
R3 |
5,743.7 |
5,688.3 |
5,562.7 |
|
R2 |
5,646.7 |
5,646.7 |
5,553.8 |
|
R1 |
5,591.3 |
5,591.3 |
5,544.9 |
5,570.5 |
PP |
5,549.7 |
5,549.7 |
5,549.7 |
5,539.3 |
S1 |
5,494.3 |
5,494.3 |
5,527.1 |
5,473.5 |
S2 |
5,452.7 |
5,452.7 |
5,518.2 |
|
S3 |
5,355.7 |
5,397.3 |
5,509.3 |
|
S4 |
5,258.7 |
5,300.3 |
5,482.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,605.0 |
5,470.0 |
135.0 |
2.5% |
36.4 |
0.7% |
1% |
False |
True |
14,228 |
10 |
5,665.0 |
5,470.0 |
195.0 |
3.6% |
33.5 |
0.6% |
1% |
False |
True |
7,187 |
20 |
5,665.0 |
5,470.0 |
195.0 |
3.6% |
25.3 |
0.5% |
1% |
False |
True |
3,634 |
40 |
5,665.0 |
5,367.0 |
298.0 |
5.4% |
21.7 |
0.4% |
35% |
False |
False |
1,858 |
60 |
5,665.0 |
5,338.0 |
327.0 |
6.0% |
16.5 |
0.3% |
41% |
False |
False |
1,248 |
80 |
5,665.0 |
5,337.0 |
328.0 |
6.0% |
13.8 |
0.3% |
41% |
False |
False |
948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,653.8 |
2.618 |
5,596.6 |
1.618 |
5,561.6 |
1.000 |
5,540.0 |
0.618 |
5,526.6 |
HIGH |
5,505.0 |
0.618 |
5,491.6 |
0.500 |
5,487.5 |
0.382 |
5,483.4 |
LOW |
5,470.0 |
0.618 |
5,448.4 |
1.000 |
5,435.0 |
1.618 |
5,413.4 |
2.618 |
5,378.4 |
4.250 |
5,321.3 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,487.5 |
5,535.5 |
PP |
5,482.3 |
5,514.3 |
S1 |
5,477.2 |
5,493.2 |
|