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 |
4,075.50 |
4,078.75 |
3.25 |
0.1% |
4,057.50 |
High |
4,086.00 |
4,096.00 |
10.00 |
0.2% |
4,086.00 |
Low |
4,062.00 |
4,076.00 |
14.00 |
0.3% |
4,054.50 |
Close |
4,082.00 |
4,092.00 |
10.00 |
0.2% |
4,082.00 |
Range |
24.00 |
20.00 |
-4.00 |
-16.7% |
31.50 |
ATR |
32.11 |
31.24 |
-0.86 |
-2.7% |
0.00 |
Volume |
167,836 |
195,212 |
27,376 |
16.3% |
778,576 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,148.00 |
4,140.00 |
4,103.00 |
|
R3 |
4,128.00 |
4,120.00 |
4,097.50 |
|
R2 |
4,108.00 |
4,108.00 |
4,095.75 |
|
R1 |
4,100.00 |
4,100.00 |
4,093.75 |
4,104.00 |
PP |
4,088.00 |
4,088.00 |
4,088.00 |
4,090.00 |
S1 |
4,080.00 |
4,080.00 |
4,090.25 |
4,084.00 |
S2 |
4,068.00 |
4,068.00 |
4,088.25 |
|
S3 |
4,048.00 |
4,060.00 |
4,086.50 |
|
S4 |
4,028.00 |
4,040.00 |
4,081.00 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,168.75 |
4,156.75 |
4,099.25 |
|
R3 |
4,137.25 |
4,125.25 |
4,090.75 |
|
R2 |
4,105.75 |
4,105.75 |
4,087.75 |
|
R1 |
4,093.75 |
4,093.75 |
4,085.00 |
4,099.75 |
PP |
4,074.25 |
4,074.25 |
4,074.25 |
4,077.00 |
S1 |
4,062.25 |
4,062.25 |
4,079.00 |
4,068.25 |
S2 |
4,042.75 |
4,042.75 |
4,076.25 |
|
S3 |
4,011.25 |
4,030.75 |
4,073.25 |
|
S4 |
3,979.75 |
3,999.25 |
4,064.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,096.00 |
4,054.50 |
41.50 |
1.0% |
18.75 |
0.5% |
90% |
True |
False |
161,017 |
10 |
4,096.00 |
4,015.75 |
80.25 |
2.0% |
19.75 |
0.5% |
95% |
True |
False |
164,504 |
20 |
4,096.00 |
3,826.50 |
269.50 |
6.6% |
32.25 |
0.8% |
99% |
True |
False |
211,917 |
40 |
4,096.00 |
3,826.50 |
269.50 |
6.6% |
38.50 |
0.9% |
99% |
True |
False |
240,153 |
60 |
4,096.00 |
3,744.75 |
351.25 |
8.6% |
35.50 |
0.9% |
99% |
True |
False |
218,212 |
80 |
4,096.00 |
3,509.00 |
587.00 |
14.3% |
35.50 |
0.9% |
99% |
True |
False |
163,991 |
100 |
4,096.00 |
3,404.00 |
692.00 |
16.9% |
38.25 |
0.9% |
99% |
True |
False |
131,205 |
120 |
4,096.00 |
3,404.00 |
692.00 |
16.9% |
40.75 |
1.0% |
99% |
True |
False |
109,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,181.00 |
2.618 |
4,148.25 |
1.618 |
4,128.25 |
1.000 |
4,116.00 |
0.618 |
4,108.25 |
HIGH |
4,096.00 |
0.618 |
4,088.25 |
0.500 |
4,086.00 |
0.382 |
4,083.75 |
LOW |
4,076.00 |
0.618 |
4,063.75 |
1.000 |
4,056.00 |
1.618 |
4,043.75 |
2.618 |
4,023.75 |
4.250 |
3,991.00 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,090.00 |
4,086.50 |
PP |
4,088.00 |
4,080.75 |
S1 |
4,086.00 |
4,075.25 |
|