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 |
1,999.25 |
1,999.00 |
-0.25 |
0.0% |
1,990.00 |
High |
2,003.75 |
2,006.25 |
2.50 |
0.1% |
2,003.75 |
Low |
1,992.25 |
1,992.75 |
0.50 |
0.0% |
1,987.50 |
Close |
2,001.50 |
1,999.75 |
-1.75 |
-0.1% |
2,001.50 |
Range |
11.50 |
13.50 |
2.00 |
17.4% |
16.25 |
ATR |
15.15 |
15.03 |
-0.12 |
-0.8% |
0.00 |
Volume |
1,042,385 |
1,244,899 |
202,514 |
19.4% |
4,623,804 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,040.00 |
2,033.50 |
2,007.25 |
|
R3 |
2,026.50 |
2,020.00 |
2,003.50 |
|
R2 |
2,013.00 |
2,013.00 |
2,002.25 |
|
R1 |
2,006.50 |
2,006.50 |
2,001.00 |
2,009.75 |
PP |
1,999.50 |
1,999.50 |
1,999.50 |
2,001.25 |
S1 |
1,993.00 |
1,993.00 |
1,998.50 |
1,996.25 |
S2 |
1,986.00 |
1,986.00 |
1,997.25 |
|
S3 |
1,972.50 |
1,979.50 |
1,996.00 |
|
S4 |
1,959.00 |
1,966.00 |
1,992.25 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.25 |
2,040.25 |
2,010.50 |
|
R3 |
2,030.00 |
2,024.00 |
2,006.00 |
|
R2 |
2,013.75 |
2,013.75 |
2,004.50 |
|
R1 |
2,007.75 |
2,007.75 |
2,003.00 |
2,010.75 |
PP |
1,997.50 |
1,997.50 |
1,997.50 |
1,999.00 |
S1 |
1,991.50 |
1,991.50 |
2,000.00 |
1,994.50 |
S2 |
1,981.25 |
1,981.25 |
1,998.50 |
|
S3 |
1,965.00 |
1,975.25 |
1,997.00 |
|
S4 |
1,948.75 |
1,959.00 |
1,992.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,006.25 |
1,987.50 |
18.75 |
0.9% |
10.75 |
0.5% |
65% |
True |
False |
1,003,127 |
10 |
2,006.25 |
1,968.25 |
38.00 |
1.9% |
11.00 |
0.6% |
83% |
True |
False |
975,327 |
20 |
2,006.25 |
1,890.25 |
116.00 |
5.8% |
16.00 |
0.8% |
94% |
True |
False |
1,232,944 |
40 |
2,006.25 |
1,890.25 |
116.00 |
5.8% |
17.00 |
0.8% |
94% |
True |
False |
1,449,369 |
60 |
2,006.25 |
1,890.25 |
116.00 |
5.8% |
15.50 |
0.8% |
94% |
True |
False |
1,350,321 |
80 |
2,006.25 |
1,851.75 |
154.50 |
7.7% |
15.00 |
0.8% |
96% |
True |
False |
1,015,259 |
100 |
2,006.25 |
1,796.50 |
209.75 |
10.5% |
16.00 |
0.8% |
97% |
True |
False |
812,824 |
120 |
2,006.25 |
1,796.50 |
209.75 |
10.5% |
16.75 |
0.8% |
97% |
True |
False |
677,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.50 |
2.618 |
2,041.50 |
1.618 |
2,028.00 |
1.000 |
2,019.75 |
0.618 |
2,014.50 |
HIGH |
2,006.25 |
0.618 |
2,001.00 |
0.500 |
1,999.50 |
0.382 |
1,998.00 |
LOW |
1,992.75 |
0.618 |
1,984.50 |
1.000 |
1,979.25 |
1.618 |
1,971.00 |
2.618 |
1,957.50 |
4.250 |
1,935.50 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,999.75 |
1,998.75 |
PP |
1,999.50 |
1,997.75 |
S1 |
1,999.50 |
1,997.00 |
|