Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
9,782.0 |
9,724.0 |
-58.0 |
-0.6% |
9,500.5 |
High |
9,782.0 |
9,770.0 |
-12.0 |
-0.1% |
9,790.0 |
Low |
9,719.5 |
9,680.0 |
-39.5 |
-0.4% |
9,472.0 |
Close |
9,755.0 |
9,715.0 |
-40.0 |
-0.4% |
9,753.5 |
Range |
62.5 |
90.0 |
27.5 |
44.0% |
318.0 |
ATR |
134.6 |
131.4 |
-3.2 |
-2.4% |
0.0 |
Volume |
7,981 |
3,797 |
-4,184 |
-52.4% |
23,325 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,991.7 |
9,943.3 |
9,764.5 |
|
R3 |
9,901.7 |
9,853.3 |
9,739.8 |
|
R2 |
9,811.7 |
9,811.7 |
9,731.5 |
|
R1 |
9,763.3 |
9,763.3 |
9,723.3 |
9,742.5 |
PP |
9,721.7 |
9,721.7 |
9,721.7 |
9,711.3 |
S1 |
9,673.3 |
9,673.3 |
9,706.8 |
9,652.5 |
S2 |
9,631.7 |
9,631.7 |
9,698.5 |
|
S3 |
9,541.7 |
9,583.3 |
9,690.3 |
|
S4 |
9,451.7 |
9,493.3 |
9,665.5 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,625.8 |
10,507.7 |
9,928.4 |
|
R3 |
10,307.8 |
10,189.7 |
9,841.0 |
|
R2 |
9,989.8 |
9,989.8 |
9,811.8 |
|
R1 |
9,871.7 |
9,871.7 |
9,782.7 |
9,930.8 |
PP |
9,671.8 |
9,671.8 |
9,671.8 |
9,701.4 |
S1 |
9,553.7 |
9,553.7 |
9,724.4 |
9,612.8 |
S2 |
9,353.8 |
9,353.8 |
9,695.2 |
|
S3 |
9,035.8 |
9,235.7 |
9,666.1 |
|
S4 |
8,717.8 |
8,917.7 |
9,578.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,790.0 |
9,517.5 |
272.5 |
2.8% |
121.0 |
1.2% |
72% |
False |
False |
5,934 |
10 |
9,790.0 |
9,377.0 |
413.0 |
4.3% |
118.7 |
1.2% |
82% |
False |
False |
4,126 |
20 |
9,790.0 |
9,050.0 |
740.0 |
7.6% |
118.1 |
1.2% |
90% |
False |
False |
2,271 |
40 |
9,881.5 |
8,913.0 |
968.5 |
10.0% |
128.9 |
1.3% |
83% |
False |
False |
1,292 |
60 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
116.1 |
1.2% |
70% |
False |
False |
927 |
80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
99.6 |
1.0% |
70% |
False |
False |
714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,152.5 |
2.618 |
10,005.6 |
1.618 |
9,915.6 |
1.000 |
9,860.0 |
0.618 |
9,825.6 |
HIGH |
9,770.0 |
0.618 |
9,735.6 |
0.500 |
9,725.0 |
0.382 |
9,714.4 |
LOW |
9,680.0 |
0.618 |
9,624.4 |
1.000 |
9,590.0 |
1.618 |
9,534.4 |
2.618 |
9,444.4 |
4.250 |
9,297.5 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,725.0 |
9,735.0 |
PP |
9,721.7 |
9,728.3 |
S1 |
9,718.3 |
9,721.7 |
|