Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,655.0 |
5,651.0 |
-4.0 |
-0.1% |
5,590.0 |
High |
5,670.0 |
5,653.0 |
-17.0 |
-0.3% |
5,633.0 |
Low |
5,638.0 |
5,611.0 |
-27.0 |
-0.5% |
5,586.0 |
Close |
5,649.0 |
5,633.0 |
-16.0 |
-0.3% |
5,615.0 |
Range |
32.0 |
42.0 |
10.0 |
31.3% |
47.0 |
ATR |
38.4 |
38.6 |
0.3 |
0.7% |
0.0 |
Volume |
19,518 |
16,898 |
-2,620 |
-13.4% |
92,836 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,758.3 |
5,737.7 |
5,656.1 |
|
R3 |
5,716.3 |
5,695.7 |
5,644.6 |
|
R2 |
5,674.3 |
5,674.3 |
5,640.7 |
|
R1 |
5,653.7 |
5,653.7 |
5,636.9 |
5,643.0 |
PP |
5,632.3 |
5,632.3 |
5,632.3 |
5,627.0 |
S1 |
5,611.7 |
5,611.7 |
5,629.2 |
5,601.0 |
S2 |
5,590.3 |
5,590.3 |
5,625.3 |
|
S3 |
5,548.3 |
5,569.7 |
5,621.5 |
|
S4 |
5,506.3 |
5,527.7 |
5,609.9 |
|
|
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 |
5,593.0 |
77.0 |
1.4% |
35.6 |
0.6% |
52% |
False |
False |
18,751 |
10 |
5,670.0 |
5,586.0 |
84.0 |
1.5% |
30.2 |
0.5% |
56% |
False |
False |
18,087 |
20 |
5,670.0 |
5,365.0 |
305.0 |
5.4% |
36.2 |
0.6% |
88% |
False |
False |
22,478 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.4% |
36.0 |
0.6% |
88% |
False |
False |
21,984 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
38.3 |
0.7% |
89% |
False |
False |
26,095 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
33.6 |
0.6% |
89% |
False |
False |
19,676 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
29.1 |
0.5% |
89% |
False |
False |
15,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,831.5 |
2.618 |
5,763.0 |
1.618 |
5,721.0 |
1.000 |
5,695.0 |
0.618 |
5,679.0 |
HIGH |
5,653.0 |
0.618 |
5,637.0 |
0.500 |
5,632.0 |
0.382 |
5,627.0 |
LOW |
5,611.0 |
0.618 |
5,585.0 |
1.000 |
5,569.0 |
1.618 |
5,543.0 |
2.618 |
5,501.0 |
4.250 |
5,432.5 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,632.7 |
5,634.0 |
PP |
5,632.3 |
5,633.7 |
S1 |
5,632.0 |
5,633.3 |
|