Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,973.75 |
1,976.75 |
3.00 |
0.2% |
1,998.00 |
High |
1,979.00 |
1,994.50 |
15.50 |
0.8% |
1,998.00 |
Low |
1,968.00 |
1,970.25 |
2.25 |
0.1% |
1,971.25 |
Close |
1,976.00 |
1,991.50 |
15.50 |
0.8% |
1,976.75 |
Range |
11.00 |
24.25 |
13.25 |
120.5% |
26.75 |
ATR |
15.29 |
15.93 |
0.64 |
4.2% |
0.00 |
Volume |
1,742,226 |
2,081,652 |
339,426 |
19.5% |
3,096,886 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.25 |
2,049.00 |
2,004.75 |
|
R3 |
2,034.00 |
2,024.75 |
1,998.25 |
|
R2 |
2,009.75 |
2,009.75 |
1,996.00 |
|
R1 |
2,000.50 |
2,000.50 |
1,993.75 |
2,005.00 |
PP |
1,985.50 |
1,985.50 |
1,985.50 |
1,987.75 |
S1 |
1,976.25 |
1,976.25 |
1,989.25 |
1,981.00 |
S2 |
1,961.25 |
1,961.25 |
1,987.00 |
|
S3 |
1,937.00 |
1,952.00 |
1,984.75 |
|
S4 |
1,912.75 |
1,927.75 |
1,978.25 |
|
|
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 |
1,994.50 |
1,968.00 |
26.50 |
1.3% |
16.75 |
0.8% |
89% |
True |
False |
1,354,579 |
10 |
2,002.75 |
1,968.00 |
34.75 |
1.7% |
16.75 |
0.8% |
68% |
False |
False |
703,798 |
20 |
2,002.75 |
1,960.75 |
42.00 |
2.1% |
14.00 |
0.7% |
73% |
False |
False |
355,536 |
40 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
16.50 |
0.8% |
91% |
False |
False |
179,945 |
60 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
16.00 |
0.8% |
91% |
False |
False |
120,715 |
80 |
2,002.75 |
1,876.00 |
126.75 |
6.4% |
14.50 |
0.7% |
91% |
False |
False |
90,683 |
100 |
2,002.75 |
1,831.50 |
171.25 |
8.6% |
14.50 |
0.7% |
93% |
False |
False |
72,578 |
120 |
2,002.75 |
1,790.00 |
212.75 |
10.7% |
14.75 |
0.7% |
95% |
False |
False |
60,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,097.50 |
2.618 |
2,058.00 |
1.618 |
2,033.75 |
1.000 |
2,018.75 |
0.618 |
2,009.50 |
HIGH |
1,994.50 |
0.618 |
1,985.25 |
0.500 |
1,982.50 |
0.382 |
1,979.50 |
LOW |
1,970.25 |
0.618 |
1,955.25 |
1.000 |
1,946.00 |
1.618 |
1,931.00 |
2.618 |
1,906.75 |
4.250 |
1,867.25 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,988.50 |
1,988.00 |
PP |
1,985.50 |
1,984.75 |
S1 |
1,982.50 |
1,981.25 |
|