Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4,071.75 |
4,072.25 |
0.50 |
0.0% |
4,078.75 |
High |
4,101.00 |
4,091.50 |
-9.50 |
-0.2% |
4,113.75 |
Low |
4,056.25 |
4,052.00 |
-4.25 |
-0.1% |
4,052.00 |
Close |
4,069.25 |
4,086.50 |
17.25 |
0.4% |
4,086.50 |
Range |
44.75 |
39.50 |
-5.25 |
-11.7% |
61.75 |
ATR |
33.53 |
33.96 |
0.43 |
1.3% |
0.00 |
Volume |
276,115 |
283,624 |
7,509 |
2.7% |
1,020,427 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,195.25 |
4,180.25 |
4,108.25 |
|
R3 |
4,155.75 |
4,140.75 |
4,097.25 |
|
R2 |
4,116.25 |
4,116.25 |
4,093.75 |
|
R1 |
4,101.25 |
4,101.25 |
4,090.00 |
4,108.75 |
PP |
4,076.75 |
4,076.75 |
4,076.75 |
4,080.50 |
S1 |
4,061.75 |
4,061.75 |
4,083.00 |
4,069.25 |
S2 |
4,037.25 |
4,037.25 |
4,079.25 |
|
S3 |
3,997.75 |
4,022.25 |
4,075.75 |
|
S4 |
3,958.25 |
3,982.75 |
4,064.75 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,269.25 |
4,239.75 |
4,120.50 |
|
R3 |
4,207.50 |
4,178.00 |
4,103.50 |
|
R2 |
4,145.75 |
4,145.75 |
4,097.75 |
|
R1 |
4,116.25 |
4,116.25 |
4,092.25 |
4,131.00 |
PP |
4,084.00 |
4,084.00 |
4,084.00 |
4,091.50 |
S1 |
4,054.50 |
4,054.50 |
4,080.75 |
4,069.25 |
S2 |
4,022.25 |
4,022.25 |
4,075.25 |
|
S3 |
3,960.50 |
3,992.75 |
4,069.50 |
|
S4 |
3,898.75 |
3,931.00 |
4,052.50 |
|
|
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 |
4,052.00 |
61.75 |
1.5% |
36.00 |
0.9% |
56% |
False |
True |
237,652 |
10 |
4,113.75 |
4,036.50 |
77.25 |
1.9% |
27.50 |
0.7% |
65% |
False |
False |
201,067 |
20 |
4,113.75 |
3,826.50 |
287.25 |
7.0% |
31.50 |
0.8% |
91% |
False |
False |
204,248 |
40 |
4,113.75 |
3,826.50 |
287.25 |
7.0% |
38.00 |
0.9% |
91% |
False |
False |
238,454 |
60 |
4,113.75 |
3,744.75 |
369.00 |
9.0% |
36.75 |
0.9% |
93% |
False |
False |
231,347 |
80 |
4,113.75 |
3,532.75 |
581.00 |
14.2% |
35.75 |
0.9% |
95% |
False |
False |
174,302 |
100 |
4,113.75 |
3,404.00 |
709.75 |
17.4% |
37.50 |
0.9% |
96% |
False |
False |
139,456 |
120 |
4,113.75 |
3,404.00 |
709.75 |
17.4% |
40.75 |
1.0% |
96% |
False |
False |
116,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,259.50 |
2.618 |
4,195.00 |
1.618 |
4,155.50 |
1.000 |
4,131.00 |
0.618 |
4,116.00 |
HIGH |
4,091.50 |
0.618 |
4,076.50 |
0.500 |
4,071.75 |
0.382 |
4,067.00 |
LOW |
4,052.00 |
0.618 |
4,027.50 |
1.000 |
4,012.50 |
1.618 |
3,988.00 |
2.618 |
3,948.50 |
4.250 |
3,884.00 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,081.50 |
4,085.25 |
PP |
4,076.75 |
4,084.00 |
S1 |
4,071.75 |
4,083.00 |
|