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 |
5,503.0 |
5,473.0 |
-30.0 |
-0.5% |
5,599.0 |
High |
5,505.0 |
5,482.0 |
-23.0 |
-0.4% |
5,605.0 |
Low |
5,470.0 |
5,433.0 |
-37.0 |
-0.7% |
5,508.0 |
Close |
5,472.0 |
5,442.0 |
-30.0 |
-0.5% |
5,536.0 |
Range |
35.0 |
49.0 |
14.0 |
40.0% |
97.0 |
ATR |
35.7 |
36.7 |
0.9 |
2.7% |
0.0 |
Volume |
58,672 |
113,082 |
54,410 |
92.7% |
12,535 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,599.3 |
5,569.7 |
5,469.0 |
|
R3 |
5,550.3 |
5,520.7 |
5,455.5 |
|
R2 |
5,501.3 |
5,501.3 |
5,451.0 |
|
R1 |
5,471.7 |
5,471.7 |
5,446.5 |
5,462.0 |
PP |
5,452.3 |
5,452.3 |
5,452.3 |
5,447.5 |
S1 |
5,422.7 |
5,422.7 |
5,437.5 |
5,413.0 |
S2 |
5,403.3 |
5,403.3 |
5,433.0 |
|
S3 |
5,354.3 |
5,373.7 |
5,428.5 |
|
S4 |
5,305.3 |
5,324.7 |
5,415.1 |
|
|
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 |
5,601.0 |
5,433.0 |
168.0 |
3.1% |
40.8 |
0.7% |
5% |
False |
True |
36,808 |
10 |
5,665.0 |
5,433.0 |
232.0 |
4.3% |
35.1 |
0.6% |
4% |
False |
True |
18,489 |
20 |
5,665.0 |
5,433.0 |
232.0 |
4.3% |
27.1 |
0.5% |
4% |
False |
True |
9,283 |
40 |
5,665.0 |
5,367.0 |
298.0 |
5.5% |
22.8 |
0.4% |
25% |
False |
False |
4,684 |
60 |
5,665.0 |
5,338.0 |
327.0 |
6.0% |
17.3 |
0.3% |
32% |
False |
False |
3,133 |
80 |
5,665.0 |
5,337.0 |
328.0 |
6.0% |
14.4 |
0.3% |
32% |
False |
False |
2,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,690.3 |
2.618 |
5,610.3 |
1.618 |
5,561.3 |
1.000 |
5,531.0 |
0.618 |
5,512.3 |
HIGH |
5,482.0 |
0.618 |
5,463.3 |
0.500 |
5,457.5 |
0.382 |
5,451.7 |
LOW |
5,433.0 |
0.618 |
5,402.7 |
1.000 |
5,384.0 |
1.618 |
5,353.7 |
2.618 |
5,304.7 |
4.250 |
5,224.8 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,457.5 |
5,489.0 |
PP |
5,452.3 |
5,473.3 |
S1 |
5,447.2 |
5,457.7 |
|