Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,610.0 |
5,607.0 |
-3.0 |
-0.1% |
5,590.0 |
High |
5,638.0 |
5,646.0 |
8.0 |
0.1% |
5,633.0 |
Low |
5,606.0 |
5,598.0 |
-8.0 |
-0.1% |
5,586.0 |
Close |
5,609.0 |
5,646.0 |
37.0 |
0.7% |
5,615.0 |
Range |
32.0 |
48.0 |
16.0 |
50.0% |
47.0 |
ATR |
38.2 |
38.9 |
0.7 |
1.8% |
0.0 |
Volume |
17,733 |
19,297 |
1,564 |
8.8% |
92,836 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,774.0 |
5,758.0 |
5,672.4 |
|
R3 |
5,726.0 |
5,710.0 |
5,659.2 |
|
R2 |
5,678.0 |
5,678.0 |
5,654.8 |
|
R1 |
5,662.0 |
5,662.0 |
5,650.4 |
5,670.0 |
PP |
5,630.0 |
5,630.0 |
5,630.0 |
5,634.0 |
S1 |
5,614.0 |
5,614.0 |
5,641.6 |
5,622.0 |
S2 |
5,582.0 |
5,582.0 |
5,637.2 |
|
S3 |
5,534.0 |
5,566.0 |
5,632.8 |
|
S4 |
5,486.0 |
5,518.0 |
5,619.6 |
|
|
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 |
5,646.0 |
5,592.0 |
54.0 |
1.0% |
30.8 |
0.5% |
100% |
True |
False |
19,060 |
10 |
5,647.0 |
5,570.0 |
77.0 |
1.4% |
31.3 |
0.6% |
99% |
False |
False |
19,909 |
20 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
35.4 |
0.6% |
100% |
False |
False |
23,130 |
40 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
36.1 |
0.6% |
100% |
False |
False |
22,410 |
60 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
37.7 |
0.7% |
100% |
False |
False |
25,596 |
80 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
33.1 |
0.6% |
100% |
False |
False |
19,221 |
100 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
28.4 |
0.5% |
100% |
False |
False |
15,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,850.0 |
2.618 |
5,771.7 |
1.618 |
5,723.7 |
1.000 |
5,694.0 |
0.618 |
5,675.7 |
HIGH |
5,646.0 |
0.618 |
5,627.7 |
0.500 |
5,622.0 |
0.382 |
5,616.3 |
LOW |
5,598.0 |
0.618 |
5,568.3 |
1.000 |
5,550.0 |
1.618 |
5,520.3 |
2.618 |
5,472.3 |
4.250 |
5,394.0 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,638.0 |
5,637.2 |
PP |
5,630.0 |
5,628.3 |
S1 |
5,622.0 |
5,619.5 |
|