Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,183.0 |
3,184.0 |
1.0 |
0.0% |
3,116.0 |
High |
3,200.0 |
3,236.0 |
36.0 |
1.1% |
3,204.0 |
Low |
3,167.0 |
3,183.0 |
16.0 |
0.5% |
3,116.0 |
Close |
3,178.0 |
3,217.0 |
39.0 |
1.2% |
3,165.0 |
Range |
33.0 |
53.0 |
20.0 |
60.6% |
88.0 |
ATR |
47.0 |
47.8 |
0.8 |
1.7% |
0.0 |
Volume |
1,584,600 |
1,897,178 |
312,578 |
19.7% |
3,984,804 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,371.0 |
3,347.0 |
3,246.2 |
|
R3 |
3,318.0 |
3,294.0 |
3,231.6 |
|
R2 |
3,265.0 |
3,265.0 |
3,226.7 |
|
R1 |
3,241.0 |
3,241.0 |
3,221.9 |
3,253.0 |
PP |
3,212.0 |
3,212.0 |
3,212.0 |
3,218.0 |
S1 |
3,188.0 |
3,188.0 |
3,212.1 |
3,200.0 |
S2 |
3,159.0 |
3,159.0 |
3,207.3 |
|
S3 |
3,106.0 |
3,135.0 |
3,202.4 |
|
S4 |
3,053.0 |
3,082.0 |
3,187.9 |
|
|
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 |
3,236.0 |
3,137.0 |
99.0 |
3.1% |
39.4 |
1.2% |
81% |
True |
False |
1,180,212 |
10 |
3,236.0 |
3,063.0 |
173.0 |
5.4% |
42.7 |
1.3% |
89% |
True |
False |
971,506 |
20 |
3,236.0 |
2,973.0 |
263.0 |
8.2% |
44.0 |
1.4% |
93% |
True |
False |
961,012 |
40 |
3,236.0 |
2,973.0 |
263.0 |
8.2% |
46.7 |
1.5% |
93% |
True |
False |
997,947 |
60 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
42.6 |
1.3% |
70% |
False |
False |
910,976 |
80 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
39.4 |
1.2% |
70% |
False |
False |
689,602 |
100 |
3,322.0 |
2,973.0 |
349.0 |
10.8% |
39.9 |
1.2% |
70% |
False |
False |
552,061 |
120 |
3,322.0 |
2,910.0 |
412.0 |
12.8% |
39.5 |
1.2% |
75% |
False |
False |
460,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,461.3 |
2.618 |
3,374.8 |
1.618 |
3,321.8 |
1.000 |
3,289.0 |
0.618 |
3,268.8 |
HIGH |
3,236.0 |
0.618 |
3,215.8 |
0.500 |
3,209.5 |
0.382 |
3,203.2 |
LOW |
3,183.0 |
0.618 |
3,150.2 |
1.000 |
3,130.0 |
1.618 |
3,097.2 |
2.618 |
3,044.2 |
4.250 |
2,957.8 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,214.5 |
3,206.8 |
PP |
3,212.0 |
3,196.7 |
S1 |
3,209.5 |
3,186.5 |
|