Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,268.8 |
1,258.4 |
-10.4 |
-0.8% |
1,288.8 |
High |
1,272.9 |
1,259.3 |
-13.6 |
-1.1% |
1,291.0 |
Low |
1,253.6 |
1,249.3 |
-4.3 |
-0.3% |
1,260.4 |
Close |
1,255.3 |
1,249.5 |
-5.8 |
-0.5% |
1,268.2 |
Range |
19.3 |
10.0 |
-9.3 |
-48.2% |
30.6 |
ATR |
12.8 |
12.6 |
-0.2 |
-1.6% |
0.0 |
Volume |
930 |
3,179 |
2,249 |
241.8% |
10,140 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.7 |
1,276.1 |
1,255.0 |
|
R3 |
1,272.7 |
1,266.1 |
1,252.3 |
|
R2 |
1,262.7 |
1,262.7 |
1,251.3 |
|
R1 |
1,256.1 |
1,256.1 |
1,250.4 |
1,254.4 |
PP |
1,252.7 |
1,252.7 |
1,252.7 |
1,251.9 |
S1 |
1,246.1 |
1,246.1 |
1,248.6 |
1,244.4 |
S2 |
1,242.7 |
1,242.7 |
1,247.7 |
|
S3 |
1,232.7 |
1,236.1 |
1,246.8 |
|
S4 |
1,222.7 |
1,226.1 |
1,244.0 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.0 |
1,347.2 |
1,285.0 |
|
R3 |
1,334.4 |
1,316.6 |
1,276.6 |
|
R2 |
1,303.8 |
1,303.8 |
1,273.8 |
|
R1 |
1,286.0 |
1,286.0 |
1,271.0 |
1,279.6 |
PP |
1,273.2 |
1,273.2 |
1,273.2 |
1,270.0 |
S1 |
1,255.4 |
1,255.4 |
1,265.4 |
1,249.0 |
S2 |
1,242.6 |
1,242.6 |
1,262.6 |
|
S3 |
1,212.0 |
1,224.8 |
1,259.8 |
|
S4 |
1,181.4 |
1,194.2 |
1,251.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,277.0 |
1,249.3 |
27.7 |
2.2% |
13.5 |
1.1% |
1% |
False |
True |
2,495 |
10 |
1,298.4 |
1,249.3 |
49.1 |
3.9% |
13.3 |
1.1% |
0% |
False |
True |
1,926 |
20 |
1,319.4 |
1,249.3 |
70.1 |
5.6% |
11.7 |
0.9% |
0% |
False |
True |
1,408 |
40 |
1,325.1 |
1,249.3 |
75.8 |
6.1% |
12.0 |
1.0% |
0% |
False |
True |
1,284 |
60 |
1,347.3 |
1,249.3 |
98.0 |
7.8% |
12.1 |
1.0% |
0% |
False |
True |
1,045 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.3% |
10.3 |
0.8% |
5% |
False |
False |
858 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.3% |
9.2 |
0.7% |
5% |
False |
False |
700 |
120 |
1,347.3 |
1,243.9 |
103.4 |
8.3% |
8.6 |
0.7% |
5% |
False |
False |
606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.8 |
2.618 |
1,285.5 |
1.618 |
1,275.5 |
1.000 |
1,269.3 |
0.618 |
1,265.5 |
HIGH |
1,259.3 |
0.618 |
1,255.5 |
0.500 |
1,254.3 |
0.382 |
1,253.1 |
LOW |
1,249.3 |
0.618 |
1,243.1 |
1.000 |
1,239.3 |
1.618 |
1,233.1 |
2.618 |
1,223.1 |
4.250 |
1,206.8 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,254.3 |
1,262.2 |
PP |
1,252.7 |
1,258.0 |
S1 |
1,251.1 |
1,253.7 |
|