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 |
4,078.75 |
4,092.75 |
14.00 |
0.3% |
4,057.50 |
High |
4,096.00 |
4,113.75 |
17.75 |
0.4% |
4,086.00 |
Low |
4,076.00 |
4,062.50 |
-13.50 |
-0.3% |
4,054.50 |
Close |
4,092.00 |
4,071.75 |
-20.25 |
-0.5% |
4,082.00 |
Range |
20.00 |
51.25 |
31.25 |
156.3% |
31.50 |
ATR |
31.24 |
32.67 |
1.43 |
4.6% |
0.00 |
Volume |
195,212 |
265,476 |
70,264 |
36.0% |
778,576 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,236.50 |
4,205.25 |
4,100.00 |
|
R3 |
4,185.25 |
4,154.00 |
4,085.75 |
|
R2 |
4,134.00 |
4,134.00 |
4,081.25 |
|
R1 |
4,102.75 |
4,102.75 |
4,076.50 |
4,092.75 |
PP |
4,082.75 |
4,082.75 |
4,082.75 |
4,077.50 |
S1 |
4,051.50 |
4,051.50 |
4,067.00 |
4,041.50 |
S2 |
4,031.50 |
4,031.50 |
4,062.25 |
|
S3 |
3,980.25 |
4,000.25 |
4,057.75 |
|
S4 |
3,929.00 |
3,949.00 |
4,043.50 |
|
|
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 |
4,113.75 |
4,054.50 |
59.25 |
1.5% |
26.00 |
0.6% |
29% |
True |
False |
184,670 |
10 |
4,113.75 |
4,028.75 |
85.00 |
2.1% |
22.50 |
0.6% |
51% |
True |
False |
175,924 |
20 |
4,113.75 |
3,826.50 |
287.25 |
7.1% |
32.25 |
0.8% |
85% |
True |
False |
207,364 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.1% |
38.25 |
0.9% |
85% |
True |
False |
238,506 |
60 |
4,113.75 |
3,744.75 |
369.00 |
9.1% |
36.25 |
0.9% |
89% |
True |
False |
222,574 |
80 |
4,113.75 |
3,532.75 |
581.00 |
14.3% |
35.75 |
0.9% |
93% |
True |
False |
167,308 |
100 |
4,113.75 |
3,404.00 |
709.75 |
17.4% |
37.50 |
0.9% |
94% |
True |
False |
133,860 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.4% |
40.75 |
1.0% |
94% |
True |
False |
111,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,331.50 |
2.618 |
4,248.00 |
1.618 |
4,196.75 |
1.000 |
4,165.00 |
0.618 |
4,145.50 |
HIGH |
4,113.75 |
0.618 |
4,094.25 |
0.500 |
4,088.00 |
0.382 |
4,082.00 |
LOW |
4,062.50 |
0.618 |
4,030.75 |
1.000 |
4,011.25 |
1.618 |
3,979.50 |
2.618 |
3,928.25 |
4.250 |
3,844.75 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,088.00 |
4,088.00 |
PP |
4,082.75 |
4,082.50 |
S1 |
4,077.25 |
4,077.00 |
|