Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,976.75 |
1,991.50 |
14.75 |
0.7% |
1,998.00 |
High |
1,994.50 |
2,003.25 |
8.75 |
0.4% |
1,998.00 |
Low |
1,970.25 |
1,983.25 |
13.00 |
0.7% |
1,971.25 |
Close |
1,991.50 |
1,993.75 |
2.25 |
0.1% |
1,976.75 |
Range |
24.25 |
20.00 |
-4.25 |
-17.5% |
26.75 |
ATR |
15.93 |
16.22 |
0.29 |
1.8% |
0.00 |
Volume |
2,081,652 |
2,039,712 |
-41,940 |
-2.0% |
3,096,886 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,053.50 |
2,043.50 |
2,004.75 |
|
R3 |
2,033.50 |
2,023.50 |
1,999.25 |
|
R2 |
2,013.50 |
2,013.50 |
1,997.50 |
|
R1 |
2,003.50 |
2,003.50 |
1,995.50 |
2,008.50 |
PP |
1,993.50 |
1,993.50 |
1,993.50 |
1,996.00 |
S1 |
1,983.50 |
1,983.50 |
1,992.00 |
1,988.50 |
S2 |
1,973.50 |
1,973.50 |
1,990.00 |
|
S3 |
1,953.50 |
1,963.50 |
1,988.25 |
|
S4 |
1,933.50 |
1,943.50 |
1,982.75 |
|
|
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 |
2,003.25 |
1,968.00 |
35.25 |
1.8% |
18.00 |
0.9% |
73% |
True |
False |
1,705,753 |
10 |
2,003.25 |
1,968.00 |
35.25 |
1.8% |
17.50 |
0.9% |
73% |
True |
False |
904,998 |
20 |
2,003.25 |
1,965.50 |
37.75 |
1.9% |
14.25 |
0.7% |
75% |
True |
False |
457,285 |
40 |
2,003.25 |
1,882.75 |
120.50 |
6.0% |
16.50 |
0.8% |
92% |
True |
False |
230,858 |
60 |
2,003.25 |
1,882.75 |
120.50 |
6.0% |
16.00 |
0.8% |
92% |
True |
False |
154,703 |
80 |
2,003.25 |
1,882.75 |
120.50 |
6.0% |
14.75 |
0.7% |
92% |
True |
False |
116,178 |
100 |
2,003.25 |
1,831.50 |
171.75 |
8.6% |
14.50 |
0.7% |
94% |
True |
False |
92,975 |
120 |
2,003.25 |
1,790.00 |
213.25 |
10.7% |
15.00 |
0.7% |
96% |
True |
False |
77,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,088.25 |
2.618 |
2,055.50 |
1.618 |
2,035.50 |
1.000 |
2,023.25 |
0.618 |
2,015.50 |
HIGH |
2,003.25 |
0.618 |
1,995.50 |
0.500 |
1,993.25 |
0.382 |
1,991.00 |
LOW |
1,983.25 |
0.618 |
1,971.00 |
1.000 |
1,963.25 |
1.618 |
1,951.00 |
2.618 |
1,931.00 |
4.250 |
1,898.25 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,993.50 |
1,991.00 |
PP |
1,993.50 |
1,988.25 |
S1 |
1,993.25 |
1,985.50 |
|