Trading Metrics calculated at close of trading on 01-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
01-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,596.0 |
5,610.0 |
14.0 |
0.3% |
5,590.0 |
High |
5,617.0 |
5,638.0 |
21.0 |
0.4% |
5,633.0 |
Low |
5,593.0 |
5,606.0 |
13.0 |
0.2% |
5,586.0 |
Close |
5,615.0 |
5,609.0 |
-6.0 |
-0.1% |
5,615.0 |
Range |
24.0 |
32.0 |
8.0 |
33.3% |
47.0 |
ATR |
38.6 |
38.2 |
-0.5 |
-1.2% |
0.0 |
Volume |
20,313 |
17,733 |
-2,580 |
-12.7% |
92,836 |
|
Daily Pivots for day following 01-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,713.7 |
5,693.3 |
5,626.6 |
|
R3 |
5,681.7 |
5,661.3 |
5,617.8 |
|
R2 |
5,649.7 |
5,649.7 |
5,614.9 |
|
R1 |
5,629.3 |
5,629.3 |
5,611.9 |
5,623.5 |
PP |
5,617.7 |
5,617.7 |
5,617.7 |
5,614.8 |
S1 |
5,597.3 |
5,597.3 |
5,606.1 |
5,591.5 |
S2 |
5,585.7 |
5,585.7 |
5,603.1 |
|
S3 |
5,553.7 |
5,565.3 |
5,600.2 |
|
S4 |
5,521.7 |
5,533.3 |
5,591.4 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,752.3 |
5,730.7 |
5,640.9 |
|
R3 |
5,705.3 |
5,683.7 |
5,627.9 |
|
R2 |
5,658.3 |
5,658.3 |
5,623.6 |
|
R1 |
5,636.7 |
5,636.7 |
5,619.3 |
5,647.5 |
PP |
5,611.3 |
5,611.3 |
5,611.3 |
5,616.8 |
S1 |
5,589.7 |
5,589.7 |
5,610.7 |
5,600.5 |
S2 |
5,564.3 |
5,564.3 |
5,606.4 |
|
S3 |
5,517.3 |
5,542.7 |
5,602.1 |
|
S4 |
5,470.3 |
5,495.7 |
5,589.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,638.0 |
5,587.0 |
51.0 |
0.9% |
26.6 |
0.5% |
43% |
True |
False |
18,242 |
10 |
5,647.0 |
5,543.0 |
104.0 |
1.9% |
31.0 |
0.6% |
63% |
False |
False |
20,963 |
20 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
35.1 |
0.6% |
87% |
False |
False |
23,341 |
40 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
35.6 |
0.6% |
87% |
False |
False |
22,438 |
60 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
37.1 |
0.7% |
88% |
False |
False |
25,278 |
80 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
32.9 |
0.6% |
88% |
False |
False |
18,980 |
100 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
28.1 |
0.5% |
88% |
False |
False |
15,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,774.0 |
2.618 |
5,721.8 |
1.618 |
5,689.8 |
1.000 |
5,670.0 |
0.618 |
5,657.8 |
HIGH |
5,638.0 |
0.618 |
5,625.8 |
0.500 |
5,622.0 |
0.382 |
5,618.2 |
LOW |
5,606.0 |
0.618 |
5,586.2 |
1.000 |
5,574.0 |
1.618 |
5,554.2 |
2.618 |
5,522.2 |
4.250 |
5,470.0 |
|
|
Fisher Pivots for day following 01-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,622.0 |
5,615.0 |
PP |
5,617.7 |
5,613.0 |
S1 |
5,613.3 |
5,611.0 |
|