Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3,268.0 |
3,284.0 |
16.0 |
0.5% |
3,183.0 |
High |
3,290.0 |
3,285.0 |
-5.0 |
-0.2% |
3,290.0 |
Low |
3,258.0 |
3,250.0 |
-8.0 |
-0.2% |
3,167.0 |
Close |
3,277.0 |
3,267.0 |
-10.0 |
-0.3% |
3,277.0 |
Range |
32.0 |
35.0 |
3.0 |
9.4% |
123.0 |
ATR |
49.3 |
48.2 |
-1.0 |
-2.1% |
0.0 |
Volume |
826,297 |
889,231 |
62,934 |
7.6% |
5,540,008 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,372.3 |
3,354.7 |
3,286.3 |
|
R3 |
3,337.3 |
3,319.7 |
3,276.6 |
|
R2 |
3,302.3 |
3,302.3 |
3,273.4 |
|
R1 |
3,284.7 |
3,284.7 |
3,270.2 |
3,276.0 |
PP |
3,267.3 |
3,267.3 |
3,267.3 |
3,263.0 |
S1 |
3,249.7 |
3,249.7 |
3,263.8 |
3,241.0 |
S2 |
3,232.3 |
3,232.3 |
3,260.6 |
|
S3 |
3,197.3 |
3,214.7 |
3,257.4 |
|
S4 |
3,162.3 |
3,179.7 |
3,247.8 |
|
|
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 |
3,167.0 |
123.0 |
3.8% |
48.0 |
1.5% |
81% |
False |
False |
1,285,847 |
10 |
3,290.0 |
3,116.0 |
174.0 |
5.3% |
45.1 |
1.4% |
87% |
False |
False |
1,041,404 |
20 |
3,290.0 |
3,009.0 |
281.0 |
8.6% |
42.6 |
1.3% |
92% |
False |
False |
916,840 |
40 |
3,290.0 |
2,973.0 |
317.0 |
9.7% |
47.1 |
1.4% |
93% |
False |
False |
1,000,585 |
60 |
3,322.0 |
2,973.0 |
349.0 |
10.7% |
43.8 |
1.3% |
84% |
False |
False |
946,752 |
80 |
3,322.0 |
2,973.0 |
349.0 |
10.7% |
40.1 |
1.2% |
84% |
False |
False |
726,433 |
100 |
3,322.0 |
2,973.0 |
349.0 |
10.7% |
39.8 |
1.2% |
84% |
False |
False |
581,527 |
120 |
3,322.0 |
2,961.0 |
361.0 |
11.0% |
39.6 |
1.2% |
85% |
False |
False |
484,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,433.8 |
2.618 |
3,376.6 |
1.618 |
3,341.6 |
1.000 |
3,320.0 |
0.618 |
3,306.6 |
HIGH |
3,285.0 |
0.618 |
3,271.6 |
0.500 |
3,267.5 |
0.382 |
3,263.4 |
LOW |
3,250.0 |
0.618 |
3,228.4 |
1.000 |
3,215.0 |
1.618 |
3,193.4 |
2.618 |
3,158.4 |
4.250 |
3,101.3 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,267.5 |
3,259.8 |
PP |
3,267.3 |
3,252.7 |
S1 |
3,267.2 |
3,245.5 |
|