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 |
5,473.0 |
5,455.0 |
-18.0 |
-0.3% |
5,599.0 |
High |
5,482.0 |
5,466.0 |
-16.0 |
-0.3% |
5,605.0 |
Low |
5,433.0 |
5,398.0 |
-35.0 |
-0.6% |
5,508.0 |
Close |
5,442.0 |
5,401.0 |
-41.0 |
-0.8% |
5,536.0 |
Range |
49.0 |
68.0 |
19.0 |
38.8% |
97.0 |
ATR |
36.7 |
38.9 |
2.2 |
6.1% |
0.0 |
Volume |
113,082 |
86,605 |
-26,477 |
-23.4% |
12,535 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,625.7 |
5,581.3 |
5,438.4 |
|
R3 |
5,557.7 |
5,513.3 |
5,419.7 |
|
R2 |
5,489.7 |
5,489.7 |
5,413.5 |
|
R1 |
5,445.3 |
5,445.3 |
5,407.2 |
5,433.5 |
PP |
5,421.7 |
5,421.7 |
5,421.7 |
5,415.8 |
S1 |
5,377.3 |
5,377.3 |
5,394.8 |
5,365.5 |
S2 |
5,353.7 |
5,353.7 |
5,388.5 |
|
S3 |
5,285.7 |
5,309.3 |
5,382.3 |
|
S4 |
5,217.7 |
5,241.3 |
5,363.6 |
|
|
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 |
5,398.0 |
203.0 |
3.8% |
50.4 |
0.9% |
1% |
False |
True |
53,704 |
10 |
5,640.0 |
5,398.0 |
242.0 |
4.5% |
39.9 |
0.7% |
1% |
False |
True |
27,113 |
20 |
5,665.0 |
5,398.0 |
267.0 |
4.9% |
29.2 |
0.5% |
1% |
False |
True |
13,610 |
40 |
5,665.0 |
5,367.0 |
298.0 |
5.5% |
23.7 |
0.4% |
11% |
False |
False |
6,848 |
60 |
5,665.0 |
5,338.0 |
327.0 |
6.1% |
18.4 |
0.3% |
19% |
False |
False |
4,576 |
80 |
5,665.0 |
5,337.0 |
328.0 |
6.1% |
15.3 |
0.3% |
20% |
False |
False |
3,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,755.0 |
2.618 |
5,644.0 |
1.618 |
5,576.0 |
1.000 |
5,534.0 |
0.618 |
5,508.0 |
HIGH |
5,466.0 |
0.618 |
5,440.0 |
0.500 |
5,432.0 |
0.382 |
5,424.0 |
LOW |
5,398.0 |
0.618 |
5,356.0 |
1.000 |
5,330.0 |
1.618 |
5,288.0 |
2.618 |
5,220.0 |
4.250 |
5,109.0 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,432.0 |
5,451.5 |
PP |
5,421.7 |
5,434.7 |
S1 |
5,411.3 |
5,417.8 |
|