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 |
5,607.0 |
5,655.0 |
48.0 |
0.9% |
5,590.0 |
High |
5,646.0 |
5,670.0 |
24.0 |
0.4% |
5,633.0 |
Low |
5,598.0 |
5,638.0 |
40.0 |
0.7% |
5,586.0 |
Close |
5,646.0 |
5,649.0 |
3.0 |
0.1% |
5,615.0 |
Range |
48.0 |
32.0 |
-16.0 |
-33.3% |
47.0 |
ATR |
38.9 |
38.4 |
-0.5 |
-1.3% |
0.0 |
Volume |
19,297 |
19,518 |
221 |
1.1% |
92,836 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,748.3 |
5,730.7 |
5,666.6 |
|
R3 |
5,716.3 |
5,698.7 |
5,657.8 |
|
R2 |
5,684.3 |
5,684.3 |
5,654.9 |
|
R1 |
5,666.7 |
5,666.7 |
5,651.9 |
5,659.5 |
PP |
5,652.3 |
5,652.3 |
5,652.3 |
5,648.8 |
S1 |
5,634.7 |
5,634.7 |
5,646.1 |
5,627.5 |
S2 |
5,620.3 |
5,620.3 |
5,643.1 |
|
S3 |
5,588.3 |
5,602.7 |
5,640.2 |
|
S4 |
5,556.3 |
5,570.7 |
5,631.4 |
|
|
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 |
5,670.0 |
5,592.0 |
78.0 |
1.4% |
32.0 |
0.6% |
73% |
True |
False |
18,922 |
10 |
5,670.0 |
5,586.0 |
84.0 |
1.5% |
30.9 |
0.5% |
75% |
True |
False |
19,201 |
20 |
5,670.0 |
5,365.0 |
305.0 |
5.4% |
35.7 |
0.6% |
93% |
True |
False |
22,959 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.4% |
35.6 |
0.6% |
93% |
True |
False |
22,044 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
37.9 |
0.7% |
94% |
True |
False |
25,913 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
33.3 |
0.6% |
94% |
True |
False |
19,465 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
28.7 |
0.5% |
94% |
True |
False |
15,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,806.0 |
2.618 |
5,753.8 |
1.618 |
5,721.8 |
1.000 |
5,702.0 |
0.618 |
5,689.8 |
HIGH |
5,670.0 |
0.618 |
5,657.8 |
0.500 |
5,654.0 |
0.382 |
5,650.2 |
LOW |
5,638.0 |
0.618 |
5,618.2 |
1.000 |
5,606.0 |
1.618 |
5,586.2 |
2.618 |
5,554.2 |
4.250 |
5,502.0 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,654.0 |
5,644.0 |
PP |
5,652.3 |
5,639.0 |
S1 |
5,650.7 |
5,634.0 |
|