Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
6,787.0 |
6,764.0 |
-23.0 |
-0.3% |
6,832.0 |
High |
6,795.0 |
6,793.0 |
-2.0 |
0.0% |
6,843.0 |
Low |
6,763.5 |
6,749.5 |
-14.0 |
-0.2% |
6,739.5 |
Close |
6,779.0 |
6,773.0 |
-6.0 |
-0.1% |
6,779.0 |
Range |
31.5 |
43.5 |
12.0 |
38.1% |
103.5 |
ATR |
47.5 |
47.2 |
-0.3 |
-0.6% |
0.0 |
Volume |
128,089 |
224,293 |
96,204 |
75.1% |
269,071 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,902.5 |
6,881.0 |
6,797.0 |
|
R3 |
6,859.0 |
6,837.5 |
6,785.0 |
|
R2 |
6,815.5 |
6,815.5 |
6,781.0 |
|
R1 |
6,794.0 |
6,794.0 |
6,777.0 |
6,805.0 |
PP |
6,772.0 |
6,772.0 |
6,772.0 |
6,777.0 |
S1 |
6,750.5 |
6,750.5 |
6,769.0 |
6,761.0 |
S2 |
6,728.5 |
6,728.5 |
6,765.0 |
|
S3 |
6,685.0 |
6,707.0 |
6,761.0 |
|
S4 |
6,641.5 |
6,663.5 |
6,749.0 |
|
|
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 |
6,833.0 |
6,739.5 |
93.5 |
1.4% |
52.0 |
0.8% |
36% |
False |
False |
98,133 |
10 |
6,875.0 |
6,739.5 |
135.5 |
2.0% |
55.0 |
0.8% |
25% |
False |
False |
52,367 |
20 |
6,875.0 |
6,687.5 |
187.5 |
2.8% |
41.5 |
0.6% |
46% |
False |
False |
26,627 |
40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
35.5 |
0.5% |
75% |
False |
False |
13,334 |
60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
28.0 |
0.4% |
75% |
False |
False |
8,894 |
80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
22.0 |
0.3% |
75% |
False |
False |
6,685 |
100 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
18.0 |
0.3% |
75% |
False |
False |
5,355 |
120 |
6,875.0 |
6,412.0 |
463.0 |
6.8% |
15.0 |
0.2% |
78% |
False |
False |
4,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,978.0 |
2.618 |
6,907.0 |
1.618 |
6,863.5 |
1.000 |
6,836.5 |
0.618 |
6,820.0 |
HIGH |
6,793.0 |
0.618 |
6,776.5 |
0.500 |
6,771.0 |
0.382 |
6,766.0 |
LOW |
6,749.5 |
0.618 |
6,722.5 |
1.000 |
6,706.0 |
1.618 |
6,679.0 |
2.618 |
6,635.5 |
4.250 |
6,564.5 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
6,772.5 |
6,786.0 |
PP |
6,772.0 |
6,782.0 |
S1 |
6,771.0 |
6,777.5 |
|