Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,084.75 |
4,059.75 |
-25.00 |
-0.6% |
4,072.00 |
High |
4,102.50 |
4,088.75 |
-13.75 |
-0.3% |
4,106.00 |
Low |
4,045.75 |
4,047.25 |
1.50 |
0.0% |
4,044.75 |
Close |
4,058.25 |
4,085.50 |
27.25 |
0.7% |
4,079.00 |
Range |
56.75 |
41.50 |
-15.25 |
-26.9% |
61.25 |
ATR |
34.24 |
34.76 |
0.52 |
1.5% |
0.00 |
Volume |
19,118 |
27,331 |
8,213 |
43.0% |
19,198 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,198.25 |
4,183.50 |
4,108.25 |
|
R3 |
4,156.75 |
4,142.00 |
4,097.00 |
|
R2 |
4,115.25 |
4,115.25 |
4,093.00 |
|
R1 |
4,100.50 |
4,100.50 |
4,089.25 |
4,108.00 |
PP |
4,073.75 |
4,073.75 |
4,073.75 |
4,077.50 |
S1 |
4,059.00 |
4,059.00 |
4,081.75 |
4,066.50 |
S2 |
4,032.25 |
4,032.25 |
4,078.00 |
|
S3 |
3,990.75 |
4,017.50 |
4,074.00 |
|
S4 |
3,949.25 |
3,976.00 |
4,062.75 |
|
|
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 |
4,102.50 |
4,044.75 |
57.75 |
1.4% |
42.00 |
1.0% |
71% |
False |
False |
13,219 |
10 |
4,106.00 |
4,044.75 |
61.25 |
1.5% |
33.50 |
0.8% |
67% |
False |
False |
7,469 |
20 |
4,106.00 |
3,895.25 |
210.75 |
5.2% |
30.00 |
0.7% |
90% |
False |
False |
4,184 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
37.00 |
0.9% |
93% |
False |
False |
2,345 |
60 |
4,106.00 |
3,757.00 |
349.00 |
8.5% |
35.00 |
0.9% |
94% |
False |
False |
1,644 |
80 |
4,106.00 |
3,571.75 |
534.25 |
13.1% |
30.00 |
0.7% |
96% |
False |
False |
1,235 |
100 |
4,106.00 |
3,488.75 |
617.25 |
15.1% |
27.25 |
0.7% |
97% |
False |
False |
988 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.0% |
27.00 |
0.7% |
97% |
False |
False |
824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,265.00 |
2.618 |
4,197.50 |
1.618 |
4,156.00 |
1.000 |
4,130.25 |
0.618 |
4,114.50 |
HIGH |
4,088.75 |
0.618 |
4,073.00 |
0.500 |
4,068.00 |
0.382 |
4,063.00 |
LOW |
4,047.25 |
0.618 |
4,021.50 |
1.000 |
4,005.75 |
1.618 |
3,980.00 |
2.618 |
3,938.50 |
4.250 |
3,871.00 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,079.75 |
4,081.75 |
PP |
4,073.75 |
4,078.00 |
S1 |
4,068.00 |
4,074.00 |
|