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 |
1,998.00 |
1,992.50 |
-5.50 |
-0.3% |
1,991.00 |
High |
1,998.00 |
1,995.00 |
-3.00 |
-0.2% |
2,002.75 |
Low |
1,986.00 |
1,975.25 |
-10.75 |
-0.5% |
1,980.50 |
Close |
1,992.50 |
1,981.75 |
-10.75 |
-0.5% |
1,998.00 |
Range |
12.00 |
19.75 |
7.75 |
64.6% |
22.25 |
ATR |
15.07 |
15.40 |
0.33 |
2.2% |
0.00 |
Volume |
61,986 |
85,879 |
23,893 |
38.5% |
139,593 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.25 |
2,032.25 |
1,992.50 |
|
R3 |
2,023.50 |
2,012.50 |
1,987.25 |
|
R2 |
2,003.75 |
2,003.75 |
1,985.25 |
|
R1 |
1,992.75 |
1,992.75 |
1,983.50 |
1,988.50 |
PP |
1,984.00 |
1,984.00 |
1,984.00 |
1,981.75 |
S1 |
1,973.00 |
1,973.00 |
1,980.00 |
1,968.50 |
S2 |
1,964.25 |
1,964.25 |
1,978.25 |
|
S3 |
1,944.50 |
1,953.25 |
1,976.25 |
|
S4 |
1,924.75 |
1,933.50 |
1,971.00 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,060.50 |
2,051.50 |
2,010.25 |
|
R3 |
2,038.25 |
2,029.25 |
2,004.00 |
|
R2 |
2,016.00 |
2,016.00 |
2,002.00 |
|
R1 |
2,007.00 |
2,007.00 |
2,000.00 |
2,011.50 |
PP |
1,993.75 |
1,993.75 |
1,993.75 |
1,996.00 |
S1 |
1,984.75 |
1,984.75 |
1,996.00 |
1,989.25 |
S2 |
1,971.50 |
1,971.50 |
1,994.00 |
|
S3 |
1,949.25 |
1,962.50 |
1,992.00 |
|
S4 |
1,927.00 |
1,940.25 |
1,985.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,002.75 |
1,975.25 |
27.50 |
1.4% |
16.75 |
0.9% |
24% |
False |
True |
53,016 |
10 |
2,002.75 |
1,975.25 |
27.50 |
1.4% |
13.75 |
0.7% |
24% |
False |
True |
31,644 |
20 |
2,002.75 |
1,915.75 |
87.00 |
4.4% |
13.50 |
0.7% |
76% |
False |
False |
18,316 |
40 |
2,002.75 |
1,882.75 |
120.00 |
6.1% |
16.75 |
0.8% |
83% |
False |
False |
11,019 |
60 |
2,002.75 |
1,882.75 |
120.00 |
6.1% |
15.50 |
0.8% |
83% |
False |
False |
7,917 |
80 |
2,002.75 |
1,848.25 |
154.50 |
7.8% |
14.50 |
0.7% |
86% |
False |
False |
6,028 |
100 |
2,002.75 |
1,831.50 |
171.25 |
8.6% |
14.25 |
0.7% |
88% |
False |
False |
4,852 |
120 |
2,002.75 |
1,790.00 |
212.75 |
10.7% |
14.75 |
0.7% |
90% |
False |
False |
4,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,079.00 |
2.618 |
2,046.75 |
1.618 |
2,027.00 |
1.000 |
2,014.75 |
0.618 |
2,007.25 |
HIGH |
1,995.00 |
0.618 |
1,987.50 |
0.500 |
1,985.00 |
0.382 |
1,982.75 |
LOW |
1,975.25 |
0.618 |
1,963.00 |
1.000 |
1,955.50 |
1.618 |
1,943.25 |
2.618 |
1,923.50 |
4.250 |
1,891.25 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,985.00 |
1,987.50 |
PP |
1,984.00 |
1,985.50 |
S1 |
1,983.00 |
1,983.50 |
|