Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,173.0 |
3,183.0 |
10.0 |
0.3% |
3,116.0 |
High |
3,187.0 |
3,200.0 |
13.0 |
0.4% |
3,204.0 |
Low |
3,137.0 |
3,167.0 |
30.0 |
1.0% |
3,116.0 |
Close |
3,165.0 |
3,178.0 |
13.0 |
0.4% |
3,165.0 |
Range |
50.0 |
33.0 |
-17.0 |
-34.0% |
88.0 |
ATR |
47.9 |
47.0 |
-0.9 |
-1.9% |
0.0 |
Volume |
399,369 |
1,584,600 |
1,185,231 |
296.8% |
3,984,804 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,280.7 |
3,262.3 |
3,196.2 |
|
R3 |
3,247.7 |
3,229.3 |
3,187.1 |
|
R2 |
3,214.7 |
3,214.7 |
3,184.1 |
|
R1 |
3,196.3 |
3,196.3 |
3,181.0 |
3,189.0 |
PP |
3,181.7 |
3,181.7 |
3,181.7 |
3,178.0 |
S1 |
3,163.3 |
3,163.3 |
3,175.0 |
3,156.0 |
S2 |
3,148.7 |
3,148.7 |
3,172.0 |
|
S3 |
3,115.7 |
3,130.3 |
3,168.9 |
|
S4 |
3,082.7 |
3,097.3 |
3,159.9 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,425.7 |
3,383.3 |
3,213.4 |
|
R3 |
3,337.7 |
3,295.3 |
3,189.2 |
|
R2 |
3,249.7 |
3,249.7 |
3,181.1 |
|
R1 |
3,207.3 |
3,207.3 |
3,173.1 |
3,228.5 |
PP |
3,161.7 |
3,161.7 |
3,161.7 |
3,172.3 |
S1 |
3,119.3 |
3,119.3 |
3,156.9 |
3,140.5 |
S2 |
3,073.7 |
3,073.7 |
3,148.9 |
|
S3 |
2,985.7 |
3,031.3 |
3,140.8 |
|
S4 |
2,897.7 |
2,943.3 |
3,116.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,204.0 |
3,137.0 |
67.0 |
2.1% |
38.4 |
1.2% |
61% |
False |
False |
938,748 |
10 |
3,204.0 |
3,063.0 |
141.0 |
4.4% |
39.1 |
1.2% |
82% |
False |
False |
855,398 |
20 |
3,204.0 |
2,973.0 |
231.0 |
7.3% |
44.5 |
1.4% |
89% |
False |
False |
943,625 |
40 |
3,239.0 |
2,973.0 |
266.0 |
8.4% |
46.9 |
1.5% |
77% |
False |
False |
967,852 |
60 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
42.2 |
1.3% |
59% |
False |
False |
881,308 |
80 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
39.1 |
1.2% |
59% |
False |
False |
665,889 |
100 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
39.5 |
1.2% |
59% |
False |
False |
533,110 |
120 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
39.2 |
1.2% |
65% |
False |
False |
444,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,340.3 |
2.618 |
3,286.4 |
1.618 |
3,253.4 |
1.000 |
3,233.0 |
0.618 |
3,220.4 |
HIGH |
3,200.0 |
0.618 |
3,187.4 |
0.500 |
3,183.5 |
0.382 |
3,179.6 |
LOW |
3,167.0 |
0.618 |
3,146.6 |
1.000 |
3,134.0 |
1.618 |
3,113.6 |
2.618 |
3,080.6 |
4.250 |
3,026.8 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,183.5 |
3,174.8 |
PP |
3,181.7 |
3,171.7 |
S1 |
3,179.8 |
3,168.5 |
|