Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
9,702.5 |
9,784.5 |
82.0 |
0.8% |
9,496.0 |
High |
9,790.0 |
9,784.5 |
-5.5 |
-0.1% |
9,790.0 |
Low |
9,688.5 |
9,713.5 |
25.0 |
0.3% |
9,467.0 |
Close |
9,750.5 |
9,752.0 |
1.5 |
0.0% |
9,750.5 |
Range |
101.5 |
71.0 |
-30.5 |
-30.0% |
323.0 |
ATR |
147.8 |
142.3 |
-5.5 |
-3.7% |
0.0 |
Volume |
81,890 |
101,679 |
19,789 |
24.2% |
530,502 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,963.0 |
9,928.5 |
9,791.1 |
|
R3 |
9,892.0 |
9,857.5 |
9,771.5 |
|
R2 |
9,821.0 |
9,821.0 |
9,765.0 |
|
R1 |
9,786.5 |
9,786.5 |
9,758.5 |
9,768.3 |
PP |
9,750.0 |
9,750.0 |
9,750.0 |
9,740.9 |
S1 |
9,715.5 |
9,715.5 |
9,745.5 |
9,697.3 |
S2 |
9,679.0 |
9,679.0 |
9,739.0 |
|
S3 |
9,608.0 |
9,644.5 |
9,732.5 |
|
S4 |
9,537.0 |
9,573.5 |
9,713.0 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,638.2 |
10,517.3 |
9,928.2 |
|
R3 |
10,315.2 |
10,194.3 |
9,839.3 |
|
R2 |
9,992.2 |
9,992.2 |
9,809.7 |
|
R1 |
9,871.3 |
9,871.3 |
9,780.1 |
9,931.8 |
PP |
9,669.2 |
9,669.2 |
9,669.2 |
9,699.4 |
S1 |
9,548.3 |
9,548.3 |
9,720.9 |
9,608.8 |
S2 |
9,346.2 |
9,346.2 |
9,691.3 |
|
S3 |
9,023.2 |
9,225.3 |
9,661.7 |
|
S4 |
8,700.2 |
8,902.3 |
9,572.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,790.0 |
9,467.0 |
323.0 |
3.3% |
130.9 |
1.3% |
88% |
False |
False |
126,436 |
10 |
9,790.0 |
9,368.0 |
422.0 |
4.3% |
127.7 |
1.3% |
91% |
False |
False |
104,999 |
20 |
9,790.0 |
9,042.5 |
747.5 |
7.7% |
128.5 |
1.3% |
95% |
False |
False |
98,201 |
40 |
9,877.0 |
8,903.0 |
974.0 |
10.0% |
139.4 |
1.4% |
87% |
False |
False |
107,159 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
11.8% |
126.5 |
1.3% |
74% |
False |
False |
97,054 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
11.8% |
114.5 |
1.2% |
74% |
False |
False |
73,359 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
11.8% |
117.6 |
1.2% |
74% |
False |
False |
58,747 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
11.8% |
118.0 |
1.2% |
74% |
False |
False |
48,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,086.3 |
2.618 |
9,970.4 |
1.618 |
9,899.4 |
1.000 |
9,855.5 |
0.618 |
9,828.4 |
HIGH |
9,784.5 |
0.618 |
9,757.4 |
0.500 |
9,749.0 |
0.382 |
9,740.6 |
LOW |
9,713.5 |
0.618 |
9,669.6 |
1.000 |
9,642.5 |
1.618 |
9,598.6 |
2.618 |
9,527.6 |
4.250 |
9,411.8 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,751.0 |
9,722.6 |
PP |
9,750.0 |
9,693.2 |
S1 |
9,749.0 |
9,663.8 |
|