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 |
9,496.0 |
9,516.5 |
20.5 |
0.2% |
9,403.0 |
High |
9,580.5 |
9,685.5 |
105.0 |
1.1% |
9,601.0 |
Low |
9,467.0 |
9,516.0 |
49.0 |
0.5% |
9,368.0 |
Close |
9,505.5 |
9,618.0 |
112.5 |
1.2% |
9,440.5 |
Range |
113.5 |
169.5 |
56.0 |
49.3% |
233.0 |
ATR |
145.3 |
147.7 |
2.5 |
1.7% |
0.0 |
Volume |
145,619 |
173,224 |
27,605 |
19.0% |
417,817 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,115.0 |
10,036.0 |
9,711.2 |
|
R3 |
9,945.5 |
9,866.5 |
9,664.6 |
|
R2 |
9,776.0 |
9,776.0 |
9,649.1 |
|
R1 |
9,697.0 |
9,697.0 |
9,633.5 |
9,736.5 |
PP |
9,606.5 |
9,606.5 |
9,606.5 |
9,626.3 |
S1 |
9,527.5 |
9,527.5 |
9,602.5 |
9,567.0 |
S2 |
9,437.0 |
9,437.0 |
9,586.9 |
|
S3 |
9,267.5 |
9,358.0 |
9,571.4 |
|
S4 |
9,098.0 |
9,188.5 |
9,524.8 |
|
|
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 |
9,685.5 |
9,368.0 |
317.5 |
3.3% |
128.5 |
1.3% |
79% |
True |
False |
116,543 |
10 |
9,685.5 |
9,245.5 |
440.0 |
4.6% |
126.1 |
1.3% |
85% |
True |
False |
99,317 |
20 |
9,685.5 |
8,903.0 |
782.5 |
8.1% |
136.6 |
1.4% |
91% |
True |
False |
103,616 |
40 |
9,877.0 |
8,903.0 |
974.0 |
10.1% |
139.4 |
1.4% |
73% |
False |
False |
106,666 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
124.1 |
1.3% |
62% |
False |
False |
92,344 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
113.4 |
1.2% |
62% |
False |
False |
69,468 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
118.9 |
1.2% |
62% |
False |
False |
55,628 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
119.6 |
1.2% |
62% |
False |
False |
46,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,405.9 |
2.618 |
10,129.3 |
1.618 |
9,959.8 |
1.000 |
9,855.0 |
0.618 |
9,790.3 |
HIGH |
9,685.5 |
0.618 |
9,620.8 |
0.500 |
9,600.8 |
0.382 |
9,580.7 |
LOW |
9,516.0 |
0.618 |
9,411.2 |
1.000 |
9,346.5 |
1.618 |
9,241.7 |
2.618 |
9,072.2 |
4.250 |
8,795.6 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,612.3 |
9,587.6 |
PP |
9,606.5 |
9,557.2 |
S1 |
9,600.8 |
9,526.8 |
|