Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,991.25 |
1,973.75 |
-17.50 |
-0.9% |
1,998.00 |
High |
1,991.50 |
1,979.00 |
-12.50 |
-0.6% |
1,998.00 |
Low |
1,971.25 |
1,968.00 |
-3.25 |
-0.2% |
1,971.25 |
Close |
1,976.75 |
1,976.00 |
-0.75 |
0.0% |
1,976.75 |
Range |
20.25 |
11.00 |
-9.25 |
-45.7% |
26.75 |
ATR |
15.62 |
15.29 |
-0.33 |
-2.1% |
0.00 |
Volume |
1,861,290 |
1,742,226 |
-119,064 |
-6.4% |
3,096,886 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,007.25 |
2,002.75 |
1,982.00 |
|
R3 |
1,996.25 |
1,991.75 |
1,979.00 |
|
R2 |
1,985.25 |
1,985.25 |
1,978.00 |
|
R1 |
1,980.75 |
1,980.75 |
1,977.00 |
1,983.00 |
PP |
1,974.25 |
1,974.25 |
1,974.25 |
1,975.50 |
S1 |
1,969.75 |
1,969.75 |
1,975.00 |
1,972.00 |
S2 |
1,963.25 |
1,963.25 |
1,974.00 |
|
S3 |
1,952.25 |
1,958.75 |
1,973.00 |
|
S4 |
1,941.25 |
1,947.75 |
1,970.00 |
|
|
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 |
1,995.00 |
1,968.00 |
27.00 |
1.4% |
16.00 |
0.8% |
30% |
False |
True |
955,425 |
10 |
2,002.75 |
1,968.00 |
34.75 |
1.8% |
15.75 |
0.8% |
23% |
False |
True |
497,870 |
20 |
2,002.75 |
1,948.25 |
54.50 |
2.8% |
13.25 |
0.7% |
51% |
False |
False |
252,138 |
40 |
2,002.75 |
1,882.75 |
120.00 |
6.1% |
16.25 |
0.8% |
78% |
False |
False |
128,012 |
60 |
2,002.75 |
1,882.75 |
120.00 |
6.1% |
15.75 |
0.8% |
78% |
False |
False |
86,043 |
80 |
2,002.75 |
1,871.75 |
131.00 |
6.6% |
14.25 |
0.7% |
80% |
False |
False |
64,665 |
100 |
2,002.75 |
1,831.50 |
171.25 |
8.7% |
14.50 |
0.7% |
84% |
False |
False |
51,762 |
120 |
2,002.75 |
1,790.00 |
212.75 |
10.8% |
14.75 |
0.7% |
87% |
False |
False |
43,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.75 |
2.618 |
2,007.75 |
1.618 |
1,996.75 |
1.000 |
1,990.00 |
0.618 |
1,985.75 |
HIGH |
1,979.00 |
0.618 |
1,974.75 |
0.500 |
1,973.50 |
0.382 |
1,972.25 |
LOW |
1,968.00 |
0.618 |
1,961.25 |
1.000 |
1,957.00 |
1.618 |
1,950.25 |
2.618 |
1,939.25 |
4.250 |
1,921.25 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,975.25 |
1,979.75 |
PP |
1,974.25 |
1,978.50 |
S1 |
1,973.50 |
1,977.25 |
|