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 |
4,051.50 |
4,026.50 |
-25.00 |
-0.6% |
4,080.00 |
High |
4,068.50 |
4,066.50 |
-2.00 |
0.0% |
4,102.50 |
Low |
4,010.50 |
4,004.25 |
-6.25 |
-0.2% |
4,045.75 |
Close |
4,025.50 |
4,058.25 |
32.75 |
0.8% |
4,062.00 |
Range |
58.00 |
62.25 |
4.25 |
7.3% |
56.75 |
ATR |
36.96 |
38.76 |
1.81 |
4.9% |
0.00 |
Volume |
379,764 |
377,333 |
-2,431 |
-0.6% |
466,454 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,229.75 |
4,206.25 |
4,092.50 |
|
R3 |
4,167.50 |
4,144.00 |
4,075.25 |
|
R2 |
4,105.25 |
4,105.25 |
4,069.75 |
|
R1 |
4,081.75 |
4,081.75 |
4,064.00 |
4,093.50 |
PP |
4,043.00 |
4,043.00 |
4,043.00 |
4,049.00 |
S1 |
4,019.50 |
4,019.50 |
4,052.50 |
4,031.25 |
S2 |
3,980.75 |
3,980.75 |
4,046.75 |
|
S3 |
3,918.50 |
3,957.25 |
4,041.25 |
|
S4 |
3,856.25 |
3,895.00 |
4,024.00 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,240.25 |
4,208.00 |
4,093.25 |
|
R3 |
4,183.50 |
4,151.25 |
4,077.50 |
|
R2 |
4,126.75 |
4,126.75 |
4,072.50 |
|
R1 |
4,094.50 |
4,094.50 |
4,067.25 |
4,082.25 |
PP |
4,070.00 |
4,070.00 |
4,070.00 |
4,064.00 |
S1 |
4,037.75 |
4,037.75 |
4,056.75 |
4,025.50 |
S2 |
4,013.25 |
4,013.25 |
4,051.50 |
|
S3 |
3,956.50 |
3,981.00 |
4,046.50 |
|
S4 |
3,899.75 |
3,924.25 |
4,030.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,089.75 |
4,004.25 |
85.50 |
2.1% |
48.00 |
1.2% |
63% |
False |
True |
239,754 |
10 |
4,106.00 |
4,004.25 |
101.75 |
2.5% |
46.00 |
1.1% |
53% |
False |
True |
124,076 |
20 |
4,106.00 |
4,004.25 |
101.75 |
2.5% |
32.25 |
0.8% |
53% |
False |
True |
62,567 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.1% |
37.00 |
0.9% |
83% |
False |
False |
31,589 |
60 |
4,106.00 |
3,776.75 |
329.25 |
8.1% |
36.75 |
0.9% |
85% |
False |
False |
21,166 |
80 |
4,106.00 |
3,643.00 |
463.00 |
11.4% |
31.75 |
0.8% |
90% |
False |
False |
15,878 |
100 |
4,106.00 |
3,488.75 |
617.25 |
15.2% |
28.50 |
0.7% |
92% |
False |
False |
12,703 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.2% |
28.25 |
0.7% |
93% |
False |
False |
10,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,331.00 |
2.618 |
4,229.50 |
1.618 |
4,167.25 |
1.000 |
4,128.75 |
0.618 |
4,105.00 |
HIGH |
4,066.50 |
0.618 |
4,042.75 |
0.500 |
4,035.50 |
0.382 |
4,028.00 |
LOW |
4,004.25 |
0.618 |
3,965.75 |
1.000 |
3,942.00 |
1.618 |
3,903.50 |
2.618 |
3,841.25 |
4.250 |
3,739.75 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,050.50 |
4,054.50 |
PP |
4,043.00 |
4,050.75 |
S1 |
4,035.50 |
4,047.00 |
|