Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,026.50 |
4,056.00 |
29.50 |
0.7% |
4,080.00 |
High |
4,066.50 |
4,084.00 |
17.50 |
0.4% |
4,102.50 |
Low |
4,004.25 |
4,039.25 |
35.00 |
0.9% |
4,045.75 |
Close |
4,058.25 |
4,065.25 |
7.00 |
0.2% |
4,062.00 |
Range |
62.25 |
44.75 |
-17.50 |
-28.1% |
56.75 |
ATR |
38.76 |
39.19 |
0.43 |
1.1% |
0.00 |
Volume |
377,333 |
320,715 |
-56,618 |
-15.0% |
466,454 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,197.00 |
4,176.00 |
4,089.75 |
|
R3 |
4,152.25 |
4,131.25 |
4,077.50 |
|
R2 |
4,107.50 |
4,107.50 |
4,073.50 |
|
R1 |
4,086.50 |
4,086.50 |
4,069.25 |
4,097.00 |
PP |
4,062.75 |
4,062.75 |
4,062.75 |
4,068.00 |
S1 |
4,041.75 |
4,041.75 |
4,061.25 |
4,052.25 |
S2 |
4,018.00 |
4,018.00 |
4,057.00 |
|
S3 |
3,973.25 |
3,997.00 |
4,053.00 |
|
S4 |
3,928.50 |
3,952.25 |
4,040.75 |
|
|
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 |
4,089.75 |
4,004.25 |
85.50 |
2.1% |
48.50 |
1.2% |
71% |
False |
False |
298,431 |
10 |
4,102.50 |
4,004.25 |
98.25 |
2.4% |
45.25 |
1.1% |
62% |
False |
False |
155,825 |
20 |
4,106.00 |
4,004.25 |
101.75 |
2.5% |
33.50 |
0.8% |
60% |
False |
False |
78,555 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
37.50 |
0.9% |
86% |
False |
False |
39,600 |
60 |
4,106.00 |
3,776.75 |
329.25 |
8.1% |
37.25 |
0.9% |
88% |
False |
False |
26,510 |
80 |
4,106.00 |
3,673.50 |
432.50 |
10.6% |
32.00 |
0.8% |
91% |
False |
False |
19,887 |
100 |
4,106.00 |
3,488.75 |
617.25 |
15.2% |
28.75 |
0.7% |
93% |
False |
False |
15,910 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.1% |
28.25 |
0.7% |
94% |
False |
False |
13,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,274.25 |
2.618 |
4,201.25 |
1.618 |
4,156.50 |
1.000 |
4,128.75 |
0.618 |
4,111.75 |
HIGH |
4,084.00 |
0.618 |
4,067.00 |
0.500 |
4,061.50 |
0.382 |
4,056.25 |
LOW |
4,039.25 |
0.618 |
4,011.50 |
1.000 |
3,994.50 |
1.618 |
3,966.75 |
2.618 |
3,922.00 |
4.250 |
3,849.00 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,064.00 |
4,058.25 |
PP |
4,062.75 |
4,051.25 |
S1 |
4,061.50 |
4,044.00 |
|