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 |
1,242.5 |
1,230.1 |
-12.4 |
-1.0% |
1,268.8 |
High |
1,242.5 |
1,239.0 |
-3.5 |
-0.3% |
1,272.9 |
Low |
1,229.7 |
1,229.6 |
-0.1 |
0.0% |
1,229.7 |
Close |
1,232.4 |
1,236.0 |
3.6 |
0.3% |
1,232.4 |
Range |
12.8 |
9.4 |
-3.4 |
-26.6% |
43.2 |
ATR |
12.7 |
12.5 |
-0.2 |
-1.9% |
0.0 |
Volume |
4,566 |
2,064 |
-2,502 |
-54.8% |
15,913 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.1 |
1,258.9 |
1,241.2 |
|
R3 |
1,253.7 |
1,249.5 |
1,238.6 |
|
R2 |
1,244.3 |
1,244.3 |
1,237.7 |
|
R1 |
1,240.1 |
1,240.1 |
1,236.9 |
1,242.2 |
PP |
1,234.9 |
1,234.9 |
1,234.9 |
1,235.9 |
S1 |
1,230.7 |
1,230.7 |
1,235.1 |
1,232.8 |
S2 |
1,225.5 |
1,225.5 |
1,234.3 |
|
S3 |
1,216.1 |
1,221.3 |
1,233.4 |
|
S4 |
1,206.7 |
1,211.9 |
1,230.8 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.6 |
1,346.7 |
1,256.2 |
|
R3 |
1,331.4 |
1,303.5 |
1,244.3 |
|
R2 |
1,288.2 |
1,288.2 |
1,240.3 |
|
R1 |
1,260.3 |
1,260.3 |
1,236.4 |
1,252.7 |
PP |
1,245.0 |
1,245.0 |
1,245.0 |
1,241.2 |
S1 |
1,217.1 |
1,217.1 |
1,228.4 |
1,209.5 |
S2 |
1,201.8 |
1,201.8 |
1,224.5 |
|
S3 |
1,158.6 |
1,173.9 |
1,220.5 |
|
S4 |
1,115.4 |
1,130.7 |
1,208.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,259.3 |
1,229.6 |
29.7 |
2.4% |
11.8 |
1.0% |
22% |
False |
True |
3,409 |
10 |
1,291.0 |
1,229.6 |
61.4 |
5.0% |
14.3 |
1.2% |
10% |
False |
True |
2,811 |
20 |
1,305.5 |
1,229.6 |
75.9 |
6.1% |
11.7 |
1.0% |
8% |
False |
True |
1,854 |
40 |
1,323.0 |
1,229.6 |
93.4 |
7.6% |
11.6 |
0.9% |
7% |
False |
True |
1,549 |
60 |
1,347.3 |
1,229.6 |
117.7 |
9.5% |
11.8 |
1.0% |
5% |
False |
True |
1,253 |
80 |
1,347.3 |
1,229.6 |
117.7 |
9.5% |
10.8 |
0.9% |
5% |
False |
True |
987 |
100 |
1,347.3 |
1,229.6 |
117.7 |
9.5% |
9.5 |
0.8% |
5% |
False |
True |
834 |
120 |
1,347.3 |
1,229.6 |
117.7 |
9.5% |
8.9 |
0.7% |
5% |
False |
True |
718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.0 |
2.618 |
1,263.6 |
1.618 |
1,254.2 |
1.000 |
1,248.4 |
0.618 |
1,244.8 |
HIGH |
1,239.0 |
0.618 |
1,235.4 |
0.500 |
1,234.3 |
0.382 |
1,233.2 |
LOW |
1,229.6 |
0.618 |
1,223.8 |
1.000 |
1,220.2 |
1.618 |
1,214.4 |
2.618 |
1,205.0 |
4.250 |
1,189.7 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,235.4 |
1,240.6 |
PP |
1,234.9 |
1,239.1 |
S1 |
1,234.3 |
1,237.5 |
|