Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,212.0 |
3,268.0 |
56.0 |
1.7% |
3,183.0 |
High |
3,288.0 |
3,290.0 |
2.0 |
0.1% |
3,290.0 |
Low |
3,201.0 |
3,258.0 |
57.0 |
1.8% |
3,167.0 |
Close |
3,277.0 |
3,277.0 |
0.0 |
0.0% |
3,277.0 |
Range |
87.0 |
32.0 |
-55.0 |
-63.2% |
123.0 |
ATR |
50.6 |
49.3 |
-1.3 |
-2.6% |
0.0 |
Volume |
1,231,933 |
826,297 |
-405,636 |
-32.9% |
5,540,008 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,371.0 |
3,356.0 |
3,294.6 |
|
R3 |
3,339.0 |
3,324.0 |
3,285.8 |
|
R2 |
3,307.0 |
3,307.0 |
3,282.9 |
|
R1 |
3,292.0 |
3,292.0 |
3,279.9 |
3,299.5 |
PP |
3,275.0 |
3,275.0 |
3,275.0 |
3,278.8 |
S1 |
3,260.0 |
3,260.0 |
3,274.1 |
3,267.5 |
S2 |
3,243.0 |
3,243.0 |
3,271.1 |
|
S3 |
3,211.0 |
3,228.0 |
3,268.2 |
|
S4 |
3,179.0 |
3,196.0 |
3,259.4 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,613.7 |
3,568.3 |
3,344.7 |
|
R3 |
3,490.7 |
3,445.3 |
3,310.8 |
|
R2 |
3,367.7 |
3,367.7 |
3,299.6 |
|
R1 |
3,322.3 |
3,322.3 |
3,288.3 |
3,345.0 |
PP |
3,244.7 |
3,244.7 |
3,244.7 |
3,256.0 |
S1 |
3,199.3 |
3,199.3 |
3,265.7 |
3,222.0 |
S2 |
3,121.7 |
3,121.7 |
3,254.5 |
|
S3 |
2,998.7 |
3,076.3 |
3,243.2 |
|
S4 |
2,875.7 |
2,953.3 |
3,209.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,290.0 |
3,137.0 |
153.0 |
4.7% |
51.0 |
1.6% |
92% |
True |
False |
1,187,875 |
10 |
3,290.0 |
3,081.0 |
209.0 |
6.4% |
46.3 |
1.4% |
94% |
True |
False |
1,018,615 |
20 |
3,290.0 |
2,973.0 |
317.0 |
9.7% |
44.1 |
1.3% |
96% |
True |
False |
918,436 |
40 |
3,290.0 |
2,973.0 |
317.0 |
9.7% |
47.0 |
1.4% |
96% |
True |
False |
992,530 |
60 |
3,322.0 |
2,973.0 |
349.0 |
10.6% |
43.8 |
1.3% |
87% |
False |
False |
938,346 |
80 |
3,322.0 |
2,973.0 |
349.0 |
10.6% |
40.5 |
1.2% |
87% |
False |
False |
715,325 |
100 |
3,322.0 |
2,973.0 |
349.0 |
10.6% |
39.9 |
1.2% |
87% |
False |
False |
572,637 |
120 |
3,322.0 |
2,937.0 |
385.0 |
11.7% |
39.6 |
1.2% |
88% |
False |
False |
477,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,426.0 |
2.618 |
3,373.8 |
1.618 |
3,341.8 |
1.000 |
3,322.0 |
0.618 |
3,309.8 |
HIGH |
3,290.0 |
0.618 |
3,277.8 |
0.500 |
3,274.0 |
0.382 |
3,270.2 |
LOW |
3,258.0 |
0.618 |
3,238.2 |
1.000 |
3,226.0 |
1.618 |
3,206.2 |
2.618 |
3,174.2 |
4.250 |
3,122.0 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,276.0 |
3,263.5 |
PP |
3,275.0 |
3,250.0 |
S1 |
3,274.0 |
3,236.5 |
|