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 |
4,080.00 |
4,084.75 |
4.75 |
0.1% |
4,072.00 |
High |
4,097.25 |
4,102.50 |
5.25 |
0.1% |
4,106.00 |
Low |
4,068.00 |
4,045.75 |
-22.25 |
-0.5% |
4,044.75 |
Close |
4,085.50 |
4,058.25 |
-27.25 |
-0.7% |
4,079.00 |
Range |
29.25 |
56.75 |
27.50 |
94.0% |
61.25 |
ATR |
32.51 |
34.24 |
1.73 |
5.3% |
0.00 |
Volume |
5,661 |
19,118 |
13,457 |
237.7% |
19,198 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,239.00 |
4,205.50 |
4,089.50 |
|
R3 |
4,182.25 |
4,148.75 |
4,073.75 |
|
R2 |
4,125.50 |
4,125.50 |
4,068.75 |
|
R1 |
4,092.00 |
4,092.00 |
4,063.50 |
4,080.50 |
PP |
4,068.75 |
4,068.75 |
4,068.75 |
4,063.00 |
S1 |
4,035.25 |
4,035.25 |
4,053.00 |
4,023.50 |
S2 |
4,012.00 |
4,012.00 |
4,047.75 |
|
S3 |
3,955.25 |
3,978.50 |
4,042.75 |
|
S4 |
3,898.50 |
3,921.75 |
4,027.00 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,260.25 |
4,231.00 |
4,112.75 |
|
R3 |
4,199.00 |
4,169.75 |
4,095.75 |
|
R2 |
4,137.75 |
4,137.75 |
4,090.25 |
|
R1 |
4,108.50 |
4,108.50 |
4,084.50 |
4,123.00 |
PP |
4,076.50 |
4,076.50 |
4,076.50 |
4,084.00 |
S1 |
4,047.25 |
4,047.25 |
4,073.50 |
4,062.00 |
S2 |
4,015.25 |
4,015.25 |
4,067.75 |
|
S3 |
3,954.00 |
3,986.00 |
4,062.25 |
|
S4 |
3,892.75 |
3,924.75 |
4,045.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,106.00 |
4,044.75 |
61.25 |
1.5% |
44.00 |
1.1% |
22% |
False |
False |
8,399 |
10 |
4,106.00 |
4,044.75 |
61.25 |
1.5% |
30.75 |
0.8% |
22% |
False |
False |
4,813 |
20 |
4,106.00 |
3,877.75 |
228.25 |
5.6% |
29.50 |
0.7% |
79% |
False |
False |
2,845 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.1% |
37.25 |
0.9% |
83% |
False |
False |
1,665 |
60 |
4,106.00 |
3,757.00 |
349.00 |
8.6% |
34.50 |
0.9% |
86% |
False |
False |
1,189 |
80 |
4,106.00 |
3,569.75 |
536.25 |
13.2% |
29.50 |
0.7% |
91% |
False |
False |
893 |
100 |
4,106.00 |
3,488.75 |
617.25 |
15.2% |
27.00 |
0.7% |
92% |
False |
False |
715 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.2% |
26.50 |
0.7% |
93% |
False |
False |
597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,343.75 |
2.618 |
4,251.00 |
1.618 |
4,194.25 |
1.000 |
4,159.25 |
0.618 |
4,137.50 |
HIGH |
4,102.50 |
0.618 |
4,080.75 |
0.500 |
4,074.00 |
0.382 |
4,067.50 |
LOW |
4,045.75 |
0.618 |
4,010.75 |
1.000 |
3,989.00 |
1.618 |
3,954.00 |
2.618 |
3,897.25 |
4.250 |
3,804.50 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,074.00 |
4,073.50 |
PP |
4,068.75 |
4,068.50 |
S1 |
4,063.50 |
4,063.50 |
|