Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
5,651.0 |
5,629.0 |
-22.0 |
-0.4% |
5,610.0 |
High |
5,653.0 |
5,630.0 |
-23.0 |
-0.4% |
5,670.0 |
Low |
5,611.0 |
5,585.0 |
-26.0 |
-0.5% |
5,585.0 |
Close |
5,633.0 |
5,594.0 |
-39.0 |
-0.7% |
5,594.0 |
Range |
42.0 |
45.0 |
3.0 |
7.1% |
85.0 |
ATR |
38.6 |
39.3 |
0.7 |
1.7% |
0.0 |
Volume |
16,898 |
20,818 |
3,920 |
23.2% |
94,264 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,738.0 |
5,711.0 |
5,618.8 |
|
R3 |
5,693.0 |
5,666.0 |
5,606.4 |
|
R2 |
5,648.0 |
5,648.0 |
5,602.3 |
|
R1 |
5,621.0 |
5,621.0 |
5,598.1 |
5,612.0 |
PP |
5,603.0 |
5,603.0 |
5,603.0 |
5,598.5 |
S1 |
5,576.0 |
5,576.0 |
5,589.9 |
5,567.0 |
S2 |
5,558.0 |
5,558.0 |
5,585.8 |
|
S3 |
5,513.0 |
5,531.0 |
5,581.6 |
|
S4 |
5,468.0 |
5,486.0 |
5,569.3 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,871.3 |
5,817.7 |
5,640.8 |
|
R3 |
5,786.3 |
5,732.7 |
5,617.4 |
|
R2 |
5,701.3 |
5,701.3 |
5,609.6 |
|
R1 |
5,647.7 |
5,647.7 |
5,601.8 |
5,632.0 |
PP |
5,616.3 |
5,616.3 |
5,616.3 |
5,608.5 |
S1 |
5,562.7 |
5,562.7 |
5,586.2 |
5,547.0 |
S2 |
5,531.3 |
5,531.3 |
5,578.4 |
|
S3 |
5,446.3 |
5,477.7 |
5,570.6 |
|
S4 |
5,361.3 |
5,392.7 |
5,547.3 |
|
|
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 |
5,585.0 |
85.0 |
1.5% |
39.8 |
0.7% |
11% |
False |
True |
18,852 |
10 |
5,670.0 |
5,585.0 |
85.0 |
1.5% |
32.6 |
0.6% |
11% |
False |
True |
18,710 |
20 |
5,670.0 |
5,393.0 |
277.0 |
5.0% |
34.7 |
0.6% |
73% |
False |
False |
21,320 |
40 |
5,670.0 |
5,365.0 |
305.0 |
5.5% |
35.2 |
0.6% |
75% |
False |
False |
21,862 |
60 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
38.5 |
0.7% |
78% |
False |
False |
26,233 |
80 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
33.8 |
0.6% |
78% |
False |
False |
19,936 |
100 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
29.5 |
0.5% |
78% |
False |
False |
15,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,821.3 |
2.618 |
5,747.8 |
1.618 |
5,702.8 |
1.000 |
5,675.0 |
0.618 |
5,657.8 |
HIGH |
5,630.0 |
0.618 |
5,612.8 |
0.500 |
5,607.5 |
0.382 |
5,602.2 |
LOW |
5,585.0 |
0.618 |
5,557.2 |
1.000 |
5,540.0 |
1.618 |
5,512.2 |
2.618 |
5,467.2 |
4.250 |
5,393.8 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
5,607.5 |
5,627.5 |
PP |
5,603.0 |
5,616.3 |
S1 |
5,598.5 |
5,605.2 |
|