Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
9,490.0 |
9,496.0 |
6.0 |
0.1% |
9,403.0 |
High |
9,518.0 |
9,580.5 |
62.5 |
0.7% |
9,601.0 |
Low |
9,368.0 |
9,467.0 |
99.0 |
1.1% |
9,368.0 |
Close |
9,440.5 |
9,505.5 |
65.0 |
0.7% |
9,440.5 |
Range |
150.0 |
113.5 |
-36.5 |
-24.3% |
233.0 |
ATR |
145.7 |
145.3 |
-0.4 |
-0.3% |
0.0 |
Volume |
46,045 |
145,619 |
99,574 |
216.3% |
417,817 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,858.2 |
9,795.3 |
9,567.9 |
|
R3 |
9,744.7 |
9,681.8 |
9,536.7 |
|
R2 |
9,631.2 |
9,631.2 |
9,526.3 |
|
R1 |
9,568.3 |
9,568.3 |
9,515.9 |
9,599.8 |
PP |
9,517.7 |
9,517.7 |
9,517.7 |
9,533.4 |
S1 |
9,454.8 |
9,454.8 |
9,495.1 |
9,486.3 |
S2 |
9,404.2 |
9,404.2 |
9,484.7 |
|
S3 |
9,290.7 |
9,341.3 |
9,474.3 |
|
S4 |
9,177.2 |
9,227.8 |
9,443.1 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,168.8 |
10,037.7 |
9,568.7 |
|
R3 |
9,935.8 |
9,804.7 |
9,504.6 |
|
R2 |
9,702.8 |
9,702.8 |
9,483.2 |
|
R1 |
9,571.7 |
9,571.7 |
9,461.9 |
9,637.3 |
PP |
9,469.8 |
9,469.8 |
9,469.8 |
9,502.6 |
S1 |
9,338.7 |
9,338.7 |
9,419.1 |
9,404.3 |
S2 |
9,236.8 |
9,236.8 |
9,397.8 |
|
S3 |
9,003.8 |
9,105.7 |
9,376.4 |
|
S4 |
8,770.8 |
8,872.7 |
9,312.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,601.0 |
9,368.0 |
233.0 |
2.5% |
124.6 |
1.3% |
59% |
False |
False |
94,958 |
10 |
9,601.0 |
9,245.5 |
355.5 |
3.7% |
117.6 |
1.2% |
73% |
False |
False |
90,407 |
20 |
9,601.0 |
8,903.0 |
698.0 |
7.3% |
136.1 |
1.4% |
86% |
False |
False |
102,124 |
40 |
9,934.0 |
8,903.0 |
1,031.0 |
10.8% |
139.7 |
1.5% |
58% |
False |
False |
104,411 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.1% |
121.8 |
1.3% |
52% |
False |
False |
89,482 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.1% |
113.1 |
1.2% |
52% |
False |
False |
67,307 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.1% |
118.0 |
1.2% |
52% |
False |
False |
53,897 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.1% |
119.0 |
1.3% |
52% |
False |
False |
44,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,062.9 |
2.618 |
9,877.6 |
1.618 |
9,764.1 |
1.000 |
9,694.0 |
0.618 |
9,650.6 |
HIGH |
9,580.5 |
0.618 |
9,537.1 |
0.500 |
9,523.8 |
0.382 |
9,510.4 |
LOW |
9,467.0 |
0.618 |
9,396.9 |
1.000 |
9,353.5 |
1.618 |
9,283.4 |
2.618 |
9,169.9 |
4.250 |
8,984.6 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,523.8 |
9,495.1 |
PP |
9,517.7 |
9,484.7 |
S1 |
9,511.6 |
9,474.3 |
|