Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,092.75 |
4,071.75 |
-21.00 |
-0.5% |
4,057.50 |
High |
4,113.75 |
4,101.00 |
-12.75 |
-0.3% |
4,086.00 |
Low |
4,062.50 |
4,056.25 |
-6.25 |
-0.2% |
4,054.50 |
Close |
4,071.75 |
4,069.25 |
-2.50 |
-0.1% |
4,082.00 |
Range |
51.25 |
44.75 |
-6.50 |
-12.7% |
31.50 |
ATR |
32.67 |
33.53 |
0.86 |
2.6% |
0.00 |
Volume |
265,476 |
276,115 |
10,639 |
4.0% |
778,576 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,209.75 |
4,184.25 |
4,093.75 |
|
R3 |
4,165.00 |
4,139.50 |
4,081.50 |
|
R2 |
4,120.25 |
4,120.25 |
4,077.50 |
|
R1 |
4,094.75 |
4,094.75 |
4,073.25 |
4,085.00 |
PP |
4,075.50 |
4,075.50 |
4,075.50 |
4,070.75 |
S1 |
4,050.00 |
4,050.00 |
4,065.25 |
4,040.50 |
S2 |
4,030.75 |
4,030.75 |
4,061.00 |
|
S3 |
3,986.00 |
4,005.25 |
4,057.00 |
|
S4 |
3,941.25 |
3,960.50 |
4,044.75 |
|
|
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% |
32.25 |
0.8% |
25% |
False |
False |
214,218 |
10 |
4,113.75 |
4,032.75 |
81.00 |
2.0% |
25.25 |
0.6% |
45% |
False |
False |
187,220 |
20 |
4,113.75 |
3,826.50 |
287.25 |
7.1% |
32.00 |
0.8% |
85% |
False |
False |
206,546 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.1% |
38.50 |
0.9% |
85% |
False |
False |
239,295 |
60 |
4,113.75 |
3,744.75 |
369.00 |
9.1% |
36.50 |
0.9% |
88% |
False |
False |
227,019 |
80 |
4,113.75 |
3,532.75 |
581.00 |
14.3% |
35.50 |
0.9% |
92% |
False |
False |
170,759 |
100 |
4,113.75 |
3,404.00 |
709.75 |
17.4% |
37.50 |
0.9% |
94% |
False |
False |
136,620 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.4% |
40.75 |
1.0% |
94% |
False |
False |
113,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,291.25 |
2.618 |
4,218.25 |
1.618 |
4,173.50 |
1.000 |
4,145.75 |
0.618 |
4,128.75 |
HIGH |
4,101.00 |
0.618 |
4,084.00 |
0.500 |
4,078.50 |
0.382 |
4,073.25 |
LOW |
4,056.25 |
0.618 |
4,028.50 |
1.000 |
4,011.50 |
1.618 |
3,983.75 |
2.618 |
3,939.00 |
4.250 |
3,866.00 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,078.50 |
4,085.00 |
PP |
4,075.50 |
4,079.75 |
S1 |
4,072.50 |
4,074.50 |
|