Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,986.75 |
1,991.25 |
4.50 |
0.2% |
1,998.00 |
High |
1,991.50 |
1,991.50 |
0.00 |
0.0% |
1,998.00 |
Low |
1,977.25 |
1,971.25 |
-6.00 |
-0.3% |
1,971.25 |
Close |
1,989.00 |
1,976.75 |
-12.25 |
-0.6% |
1,976.75 |
Range |
14.25 |
20.25 |
6.00 |
42.1% |
26.75 |
ATR |
15.26 |
15.62 |
0.36 |
2.3% |
0.00 |
Volume |
803,889 |
1,861,290 |
1,057,401 |
131.5% |
3,096,886 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,040.50 |
2,029.00 |
1,988.00 |
|
R3 |
2,020.25 |
2,008.75 |
1,982.25 |
|
R2 |
2,000.00 |
2,000.00 |
1,980.50 |
|
R1 |
1,988.50 |
1,988.50 |
1,978.50 |
1,984.00 |
PP |
1,979.75 |
1,979.75 |
1,979.75 |
1,977.75 |
S1 |
1,968.25 |
1,968.25 |
1,975.00 |
1,964.00 |
S2 |
1,959.50 |
1,959.50 |
1,973.00 |
|
S3 |
1,939.25 |
1,948.00 |
1,971.25 |
|
S4 |
1,919.00 |
1,927.75 |
1,965.50 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,062.25 |
2,046.25 |
1,991.50 |
|
R3 |
2,035.50 |
2,019.50 |
1,984.00 |
|
R2 |
2,008.75 |
2,008.75 |
1,981.75 |
|
R1 |
1,992.75 |
1,992.75 |
1,979.25 |
1,987.50 |
PP |
1,982.00 |
1,982.00 |
1,982.00 |
1,979.25 |
S1 |
1,966.00 |
1,966.00 |
1,974.25 |
1,960.50 |
S2 |
1,955.25 |
1,955.25 |
1,971.75 |
|
S3 |
1,928.50 |
1,939.25 |
1,969.50 |
|
S4 |
1,901.75 |
1,912.50 |
1,962.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,998.00 |
1,971.25 |
26.75 |
1.4% |
16.25 |
0.8% |
21% |
False |
True |
619,377 |
10 |
2,002.75 |
1,971.25 |
31.50 |
1.6% |
15.75 |
0.8% |
17% |
False |
True |
324,064 |
20 |
2,002.75 |
1,929.50 |
73.25 |
3.7% |
14.00 |
0.7% |
65% |
False |
False |
165,180 |
40 |
2,002.75 |
1,882.75 |
120.00 |
6.1% |
16.75 |
0.8% |
78% |
False |
False |
84,554 |
60 |
2,002.75 |
1,882.75 |
120.00 |
6.1% |
15.50 |
0.8% |
78% |
False |
False |
57,025 |
80 |
2,002.75 |
1,851.25 |
151.50 |
7.7% |
14.50 |
0.7% |
83% |
False |
False |
42,888 |
100 |
2,002.75 |
1,831.50 |
171.25 |
8.7% |
14.50 |
0.7% |
85% |
False |
False |
34,340 |
120 |
2,002.75 |
1,790.00 |
212.75 |
10.8% |
14.75 |
0.7% |
88% |
False |
False |
28,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,077.50 |
2.618 |
2,044.50 |
1.618 |
2,024.25 |
1.000 |
2,011.75 |
0.618 |
2,004.00 |
HIGH |
1,991.50 |
0.618 |
1,983.75 |
0.500 |
1,981.50 |
0.382 |
1,979.00 |
LOW |
1,971.25 |
0.618 |
1,958.75 |
1.000 |
1,951.00 |
1.618 |
1,938.50 |
2.618 |
1,918.25 |
4.250 |
1,885.25 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,981.50 |
1,981.50 |
PP |
1,979.75 |
1,979.75 |
S1 |
1,978.25 |
1,978.25 |
|