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 |
4,089.50 |
4,051.50 |
-38.00 |
-0.9% |
4,080.00 |
High |
4,089.75 |
4,068.50 |
-21.25 |
-0.5% |
4,102.50 |
Low |
4,049.00 |
4,010.50 |
-38.50 |
-1.0% |
4,045.75 |
Close |
4,062.00 |
4,025.50 |
-36.50 |
-0.9% |
4,062.00 |
Range |
40.75 |
58.00 |
17.25 |
42.3% |
56.75 |
ATR |
35.34 |
36.96 |
1.62 |
4.6% |
0.00 |
Volume |
305,246 |
379,764 |
74,518 |
24.4% |
466,454 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,208.75 |
4,175.25 |
4,057.50 |
|
R3 |
4,150.75 |
4,117.25 |
4,041.50 |
|
R2 |
4,092.75 |
4,092.75 |
4,036.25 |
|
R1 |
4,059.25 |
4,059.25 |
4,030.75 |
4,047.00 |
PP |
4,034.75 |
4,034.75 |
4,034.75 |
4,028.75 |
S1 |
4,001.25 |
4,001.25 |
4,020.25 |
3,989.00 |
S2 |
3,976.75 |
3,976.75 |
4,014.75 |
|
S3 |
3,918.75 |
3,943.25 |
4,009.50 |
|
S4 |
3,860.75 |
3,885.25 |
3,993.50 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,240.25 |
4,208.00 |
4,093.25 |
|
R3 |
4,183.50 |
4,151.25 |
4,077.50 |
|
R2 |
4,126.75 |
4,126.75 |
4,072.50 |
|
R1 |
4,094.50 |
4,094.50 |
4,067.25 |
4,082.25 |
PP |
4,070.00 |
4,070.00 |
4,070.00 |
4,064.00 |
S1 |
4,037.75 |
4,037.75 |
4,056.75 |
4,025.50 |
S2 |
4,013.25 |
4,013.25 |
4,051.50 |
|
S3 |
3,956.50 |
3,981.00 |
4,046.50 |
|
S4 |
3,899.75 |
3,924.25 |
4,030.75 |
|
|
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 |
4,010.50 |
92.00 |
2.3% |
46.75 |
1.2% |
16% |
False |
True |
168,111 |
10 |
4,106.00 |
4,010.50 |
95.50 |
2.4% |
41.75 |
1.0% |
16% |
False |
True |
86,541 |
20 |
4,106.00 |
3,985.00 |
121.00 |
3.0% |
30.50 |
0.8% |
33% |
False |
False |
43,745 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.1% |
36.00 |
0.9% |
72% |
False |
False |
22,176 |
60 |
4,106.00 |
3,776.75 |
329.25 |
8.2% |
36.00 |
0.9% |
76% |
False |
False |
14,878 |
80 |
4,106.00 |
3,619.00 |
487.00 |
12.1% |
31.25 |
0.8% |
83% |
False |
False |
11,161 |
100 |
4,106.00 |
3,488.75 |
617.25 |
15.3% |
28.50 |
0.7% |
87% |
False |
False |
8,930 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.3% |
27.75 |
0.7% |
88% |
False |
False |
7,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,315.00 |
2.618 |
4,220.25 |
1.618 |
4,162.25 |
1.000 |
4,126.50 |
0.618 |
4,104.25 |
HIGH |
4,068.50 |
0.618 |
4,046.25 |
0.500 |
4,039.50 |
0.382 |
4,032.75 |
LOW |
4,010.50 |
0.618 |
3,974.75 |
1.000 |
3,952.50 |
1.618 |
3,916.75 |
2.618 |
3,858.75 |
4.250 |
3,764.00 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,039.50 |
4,050.00 |
PP |
4,034.75 |
4,042.00 |
S1 |
4,030.25 |
4,033.75 |
|