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 |
4,059.75 |
4,086.50 |
26.75 |
0.7% |
4,072.00 |
High |
4,088.75 |
4,089.50 |
0.75 |
0.0% |
4,106.00 |
Low |
4,047.25 |
4,052.50 |
5.25 |
0.1% |
4,044.75 |
Close |
4,085.50 |
4,083.50 |
-2.00 |
0.0% |
4,079.00 |
Range |
41.50 |
37.00 |
-4.50 |
-10.8% |
61.25 |
ATR |
34.76 |
34.92 |
0.16 |
0.5% |
0.00 |
Volume |
27,331 |
109,098 |
81,767 |
299.2% |
19,198 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,186.25 |
4,171.75 |
4,103.75 |
|
R3 |
4,149.25 |
4,134.75 |
4,093.75 |
|
R2 |
4,112.25 |
4,112.25 |
4,090.25 |
|
R1 |
4,097.75 |
4,097.75 |
4,087.00 |
4,086.50 |
PP |
4,075.25 |
4,075.25 |
4,075.25 |
4,069.50 |
S1 |
4,060.75 |
4,060.75 |
4,080.00 |
4,049.50 |
S2 |
4,038.25 |
4,038.25 |
4,076.75 |
|
S3 |
4,001.25 |
4,023.75 |
4,073.25 |
|
S4 |
3,964.25 |
3,986.75 |
4,063.25 |
|
|
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% |
40.75 |
1.0% |
67% |
False |
False |
33,208 |
10 |
4,106.00 |
4,044.75 |
61.25 |
1.5% |
36.00 |
0.9% |
63% |
False |
False |
18,284 |
20 |
4,106.00 |
3,933.00 |
173.00 |
4.2% |
29.50 |
0.7% |
87% |
False |
False |
9,598 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
37.25 |
0.9% |
92% |
False |
False |
5,064 |
60 |
4,106.00 |
3,757.00 |
349.00 |
8.5% |
35.25 |
0.9% |
94% |
False |
False |
3,462 |
80 |
4,106.00 |
3,571.75 |
534.25 |
13.1% |
30.50 |
0.7% |
96% |
False |
False |
2,599 |
100 |
4,106.00 |
3,488.75 |
617.25 |
15.1% |
27.50 |
0.7% |
96% |
False |
False |
2,079 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.1% |
27.00 |
0.7% |
97% |
False |
False |
1,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,246.75 |
2.618 |
4,186.25 |
1.618 |
4,149.25 |
1.000 |
4,126.50 |
0.618 |
4,112.25 |
HIGH |
4,089.50 |
0.618 |
4,075.25 |
0.500 |
4,071.00 |
0.382 |
4,066.75 |
LOW |
4,052.50 |
0.618 |
4,029.75 |
1.000 |
4,015.50 |
1.618 |
3,992.75 |
2.618 |
3,955.75 |
4.250 |
3,895.25 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,079.25 |
4,080.50 |
PP |
4,075.25 |
4,077.25 |
S1 |
4,071.00 |
4,074.00 |
|