Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,256.4 |
1,251.2 |
-5.2 |
-0.4% |
1,288.8 |
High |
1,259.1 |
1,251.6 |
-7.5 |
-0.6% |
1,291.0 |
Low |
1,245.8 |
1,238.0 |
-7.8 |
-0.6% |
1,260.4 |
Close |
1,246.4 |
1,240.0 |
-6.4 |
-0.5% |
1,268.2 |
Range |
13.3 |
13.6 |
0.3 |
2.3% |
30.6 |
ATR |
12.7 |
12.7 |
0.1 |
0.5% |
0.0 |
Volume |
3,974 |
3,264 |
-710 |
-17.9% |
10,140 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.0 |
1,275.6 |
1,247.5 |
|
R3 |
1,270.4 |
1,262.0 |
1,243.7 |
|
R2 |
1,256.8 |
1,256.8 |
1,242.5 |
|
R1 |
1,248.4 |
1,248.4 |
1,241.2 |
1,245.8 |
PP |
1,243.2 |
1,243.2 |
1,243.2 |
1,241.9 |
S1 |
1,234.8 |
1,234.8 |
1,238.8 |
1,232.2 |
S2 |
1,229.6 |
1,229.6 |
1,237.5 |
|
S3 |
1,216.0 |
1,221.2 |
1,236.3 |
|
S4 |
1,202.4 |
1,207.6 |
1,232.5 |
|
|
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 |
1,275.1 |
1,238.0 |
37.1 |
3.0% |
14.2 |
1.1% |
5% |
False |
True |
3,014 |
10 |
1,298.4 |
1,238.0 |
60.4 |
4.9% |
14.1 |
1.1% |
3% |
False |
True |
2,505 |
20 |
1,319.4 |
1,238.0 |
81.4 |
6.6% |
12.1 |
1.0% |
2% |
False |
True |
1,621 |
40 |
1,325.1 |
1,238.0 |
87.1 |
7.0% |
12.0 |
1.0% |
2% |
False |
True |
1,425 |
60 |
1,347.3 |
1,238.0 |
109.3 |
8.8% |
12.2 |
1.0% |
2% |
False |
True |
1,151 |
80 |
1,347.3 |
1,238.0 |
109.3 |
8.8% |
10.6 |
0.9% |
2% |
False |
True |
947 |
100 |
1,347.3 |
1,238.0 |
109.3 |
8.8% |
9.4 |
0.8% |
2% |
False |
True |
770 |
120 |
1,347.3 |
1,238.0 |
109.3 |
8.8% |
8.9 |
0.7% |
2% |
False |
True |
665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,309.4 |
2.618 |
1,287.2 |
1.618 |
1,273.6 |
1.000 |
1,265.2 |
0.618 |
1,260.0 |
HIGH |
1,251.6 |
0.618 |
1,246.4 |
0.500 |
1,244.8 |
0.382 |
1,243.2 |
LOW |
1,238.0 |
0.618 |
1,229.6 |
1.000 |
1,224.4 |
1.618 |
1,216.0 |
2.618 |
1,202.4 |
4.250 |
1,180.2 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,244.8 |
1,248.7 |
PP |
1,243.2 |
1,245.8 |
S1 |
1,241.6 |
1,242.9 |
|