Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,056.00 |
4,071.00 |
15.00 |
0.4% |
4,080.00 |
High |
4,084.00 |
4,099.75 |
15.75 |
0.4% |
4,102.50 |
Low |
4,039.25 |
4,061.00 |
21.75 |
0.5% |
4,045.75 |
Close |
4,065.25 |
4,096.50 |
31.25 |
0.8% |
4,062.00 |
Range |
44.75 |
38.75 |
-6.00 |
-13.4% |
56.75 |
ATR |
39.19 |
39.16 |
-0.03 |
-0.1% |
0.00 |
Volume |
320,715 |
225,943 |
-94,772 |
-29.6% |
466,454 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.00 |
4,188.00 |
4,117.75 |
|
R3 |
4,163.25 |
4,149.25 |
4,107.25 |
|
R2 |
4,124.50 |
4,124.50 |
4,103.50 |
|
R1 |
4,110.50 |
4,110.50 |
4,100.00 |
4,117.50 |
PP |
4,085.75 |
4,085.75 |
4,085.75 |
4,089.25 |
S1 |
4,071.75 |
4,071.75 |
4,093.00 |
4,078.75 |
S2 |
4,047.00 |
4,047.00 |
4,089.50 |
|
S3 |
4,008.25 |
4,033.00 |
4,085.75 |
|
S4 |
3,969.50 |
3,994.25 |
4,075.25 |
|
|
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 |
4,099.75 |
4,004.25 |
95.50 |
2.3% |
49.00 |
1.2% |
97% |
True |
False |
321,800 |
10 |
4,102.50 |
4,004.25 |
98.25 |
2.4% |
44.75 |
1.1% |
94% |
False |
False |
177,504 |
20 |
4,106.00 |
4,004.25 |
101.75 |
2.5% |
34.50 |
0.8% |
91% |
False |
False |
89,833 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
37.50 |
0.9% |
97% |
False |
False |
45,240 |
60 |
4,106.00 |
3,776.75 |
329.25 |
8.0% |
37.25 |
0.9% |
97% |
False |
False |
30,272 |
80 |
4,106.00 |
3,692.75 |
413.25 |
10.1% |
32.00 |
0.8% |
98% |
False |
False |
22,711 |
100 |
4,106.00 |
3,511.75 |
594.25 |
14.5% |
28.75 |
0.7% |
98% |
False |
False |
18,169 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.0% |
28.50 |
0.7% |
99% |
False |
False |
15,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,264.50 |
2.618 |
4,201.25 |
1.618 |
4,162.50 |
1.000 |
4,138.50 |
0.618 |
4,123.75 |
HIGH |
4,099.75 |
0.618 |
4,085.00 |
0.500 |
4,080.50 |
0.382 |
4,075.75 |
LOW |
4,061.00 |
0.618 |
4,037.00 |
1.000 |
4,022.25 |
1.618 |
3,998.25 |
2.618 |
3,959.50 |
4.250 |
3,896.25 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,091.00 |
4,081.75 |
PP |
4,085.75 |
4,066.75 |
S1 |
4,080.50 |
4,052.00 |
|