Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
6,823.5 |
6,787.0 |
-36.5 |
-0.5% |
6,832.0 |
High |
6,833.0 |
6,795.0 |
-38.0 |
-0.6% |
6,843.0 |
Low |
6,739.5 |
6,763.5 |
24.0 |
0.4% |
6,739.5 |
Close |
6,770.0 |
6,779.0 |
9.0 |
0.1% |
6,779.0 |
Range |
93.5 |
31.5 |
-62.0 |
-66.3% |
103.5 |
ATR |
48.7 |
47.5 |
-1.2 |
-2.5% |
0.0 |
Volume |
64,536 |
128,089 |
63,553 |
98.5% |
269,071 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,873.5 |
6,858.0 |
6,796.5 |
|
R3 |
6,842.0 |
6,826.5 |
6,787.5 |
|
R2 |
6,810.5 |
6,810.5 |
6,785.0 |
|
R1 |
6,795.0 |
6,795.0 |
6,782.0 |
6,787.0 |
PP |
6,779.0 |
6,779.0 |
6,779.0 |
6,775.0 |
S1 |
6,763.5 |
6,763.5 |
6,776.0 |
6,755.5 |
S2 |
6,747.5 |
6,747.5 |
6,773.0 |
|
S3 |
6,716.0 |
6,732.0 |
6,770.5 |
|
S4 |
6,684.5 |
6,700.5 |
6,761.5 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,097.5 |
7,042.0 |
6,836.0 |
|
R3 |
6,994.0 |
6,938.5 |
6,807.5 |
|
R2 |
6,890.5 |
6,890.5 |
6,798.0 |
|
R1 |
6,835.0 |
6,835.0 |
6,788.5 |
6,811.0 |
PP |
6,787.0 |
6,787.0 |
6,787.0 |
6,775.0 |
S1 |
6,731.5 |
6,731.5 |
6,769.5 |
6,707.5 |
S2 |
6,683.5 |
6,683.5 |
6,760.0 |
|
S3 |
6,580.0 |
6,628.0 |
6,750.5 |
|
S4 |
6,476.5 |
6,524.5 |
6,722.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,843.0 |
6,739.5 |
103.5 |
1.5% |
62.0 |
0.9% |
38% |
False |
False |
53,814 |
10 |
6,875.0 |
6,739.5 |
135.5 |
2.0% |
52.5 |
0.8% |
29% |
False |
False |
30,037 |
20 |
6,875.0 |
6,646.5 |
228.5 |
3.4% |
42.0 |
0.6% |
58% |
False |
False |
15,416 |
40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
34.5 |
0.5% |
77% |
False |
False |
7,727 |
60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
27.0 |
0.4% |
77% |
False |
False |
5,156 |
80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
21.5 |
0.3% |
77% |
False |
False |
3,881 |
100 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
17.5 |
0.3% |
77% |
False |
False |
3,112 |
120 |
6,875.0 |
6,381.0 |
494.0 |
7.3% |
14.5 |
0.2% |
81% |
False |
False |
2,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,929.0 |
2.618 |
6,877.5 |
1.618 |
6,846.0 |
1.000 |
6,826.5 |
0.618 |
6,814.5 |
HIGH |
6,795.0 |
0.618 |
6,783.0 |
0.500 |
6,779.0 |
0.382 |
6,775.5 |
LOW |
6,763.5 |
0.618 |
6,744.0 |
1.000 |
6,732.0 |
1.618 |
6,712.5 |
2.618 |
6,681.0 |
4.250 |
6,629.5 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
6,779.0 |
6,786.0 |
PP |
6,779.0 |
6,784.0 |
S1 |
6,779.0 |
6,781.5 |
|