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 |
1,141.3 |
1,144.0 |
2.7 |
0.2% |
1,164.7 |
High |
1,147.8 |
1,155.0 |
7.2 |
0.6% |
1,169.8 |
Low |
1,134.3 |
1,141.5 |
7.2 |
0.6% |
1,148.0 |
Close |
1,144.7 |
1,148.5 |
3.8 |
0.3% |
1,154.8 |
Range |
13.5 |
13.5 |
0.0 |
0.0% |
21.8 |
ATR |
14.0 |
14.0 |
0.0 |
-0.3% |
0.0 |
Volume |
207,879 |
174,722 |
-33,157 |
-16.0% |
338,073 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,188.8 |
1,182.3 |
1,156.0 |
|
R3 |
1,175.3 |
1,168.8 |
1,152.3 |
|
R2 |
1,161.8 |
1,161.8 |
1,151.0 |
|
R1 |
1,155.3 |
1,155.3 |
1,149.8 |
1,158.5 |
PP |
1,148.3 |
1,148.3 |
1,148.3 |
1,150.0 |
S1 |
1,141.8 |
1,141.8 |
1,147.3 |
1,145.0 |
S2 |
1,134.8 |
1,134.8 |
1,146.0 |
|
S3 |
1,121.3 |
1,128.3 |
1,144.8 |
|
S4 |
1,107.8 |
1,114.8 |
1,141.0 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.0 |
1,210.8 |
1,166.8 |
|
R3 |
1,201.3 |
1,188.8 |
1,160.8 |
|
R2 |
1,179.3 |
1,179.3 |
1,158.8 |
|
R1 |
1,167.0 |
1,167.0 |
1,156.8 |
1,162.3 |
PP |
1,157.5 |
1,157.5 |
1,157.5 |
1,155.3 |
S1 |
1,145.3 |
1,145.3 |
1,152.8 |
1,140.5 |
S2 |
1,135.8 |
1,135.8 |
1,150.8 |
|
S3 |
1,114.0 |
1,123.5 |
1,148.8 |
|
S4 |
1,092.3 |
1,101.8 |
1,142.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,169.8 |
1,134.3 |
35.5 |
3.1% |
16.5 |
1.4% |
40% |
False |
False |
175,233 |
10 |
1,176.0 |
1,134.3 |
41.7 |
3.6% |
15.5 |
1.3% |
34% |
False |
False |
92,135 |
20 |
1,182.2 |
1,134.3 |
47.9 |
4.2% |
12.5 |
1.1% |
30% |
False |
False |
46,182 |
40 |
1,182.2 |
1,099.7 |
82.5 |
7.2% |
13.3 |
1.1% |
59% |
False |
False |
23,114 |
60 |
1,205.4 |
1,099.7 |
105.7 |
9.2% |
13.0 |
1.1% |
46% |
False |
False |
15,430 |
80 |
1,205.4 |
1,099.7 |
105.7 |
9.2% |
9.8 |
0.9% |
46% |
False |
False |
11,572 |
100 |
1,205.4 |
1,080.9 |
124.5 |
10.8% |
7.8 |
0.7% |
54% |
False |
False |
9,258 |
120 |
1,205.4 |
1,080.9 |
124.5 |
10.8% |
6.5 |
0.6% |
54% |
False |
False |
7,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,212.5 |
2.618 |
1,190.3 |
1.618 |
1,176.8 |
1.000 |
1,168.5 |
0.618 |
1,163.3 |
HIGH |
1,155.0 |
0.618 |
1,149.8 |
0.500 |
1,148.3 |
0.382 |
1,146.8 |
LOW |
1,141.5 |
0.618 |
1,133.3 |
1.000 |
1,128.0 |
1.618 |
1,119.8 |
2.618 |
1,106.3 |
4.250 |
1,084.0 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,148.5 |
1,147.3 |
PP |
1,148.3 |
1,146.0 |
S1 |
1,148.3 |
1,144.8 |
|