Trading Metrics calculated at close of trading on 01-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
01-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
6,810.0 |
6,818.5 |
8.5 |
0.1% |
6,793.0 |
High |
6,827.5 |
6,824.0 |
-3.5 |
-0.1% |
6,828.5 |
Low |
6,777.5 |
6,793.5 |
16.0 |
0.2% |
6,775.5 |
Close |
6,801.5 |
6,818.0 |
16.5 |
0.2% |
6,801.5 |
Range |
50.0 |
30.5 |
-19.5 |
-39.0% |
53.0 |
ATR |
54.4 |
52.7 |
-1.7 |
-3.1% |
0.0 |
Volume |
44,625 |
76,236 |
31,611 |
70.8% |
301,410 |
|
Daily Pivots for day following 01-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,903.5 |
6,891.0 |
6,835.0 |
|
R3 |
6,873.0 |
6,860.5 |
6,826.5 |
|
R2 |
6,842.5 |
6,842.5 |
6,823.5 |
|
R1 |
6,830.0 |
6,830.0 |
6,821.0 |
6,821.0 |
PP |
6,812.0 |
6,812.0 |
6,812.0 |
6,807.0 |
S1 |
6,799.5 |
6,799.5 |
6,815.0 |
6,790.5 |
S2 |
6,781.5 |
6,781.5 |
6,812.5 |
|
S3 |
6,751.0 |
6,769.0 |
6,809.5 |
|
S4 |
6,720.5 |
6,738.5 |
6,801.0 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,961.0 |
6,934.0 |
6,830.5 |
|
R3 |
6,908.0 |
6,881.0 |
6,816.0 |
|
R2 |
6,855.0 |
6,855.0 |
6,811.0 |
|
R1 |
6,828.0 |
6,828.0 |
6,806.5 |
6,841.5 |
PP |
6,802.0 |
6,802.0 |
6,802.0 |
6,808.5 |
S1 |
6,775.0 |
6,775.0 |
6,796.5 |
6,788.5 |
S2 |
6,749.0 |
6,749.0 |
6,792.0 |
|
S3 |
6,696.0 |
6,722.0 |
6,787.0 |
|
S4 |
6,643.0 |
6,669.0 |
6,772.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,828.5 |
6,775.5 |
53.0 |
0.8% |
36.5 |
0.5% |
80% |
False |
False |
75,529 |
10 |
6,828.5 |
6,697.5 |
131.0 |
1.9% |
38.0 |
0.6% |
92% |
False |
False |
73,343 |
20 |
6,828.5 |
6,492.0 |
336.5 |
4.9% |
50.5 |
0.7% |
97% |
False |
False |
82,524 |
40 |
6,828.5 |
6,492.0 |
336.5 |
4.9% |
59.0 |
0.9% |
97% |
False |
False |
85,691 |
60 |
6,829.0 |
6,492.0 |
337.0 |
4.9% |
54.0 |
0.8% |
97% |
False |
False |
86,518 |
80 |
6,829.0 |
6,492.0 |
337.0 |
4.9% |
49.0 |
0.7% |
97% |
False |
False |
64,974 |
100 |
6,829.0 |
6,460.0 |
369.0 |
5.4% |
40.5 |
0.6% |
97% |
False |
False |
51,981 |
120 |
6,829.0 |
6,397.0 |
432.0 |
6.3% |
35.0 |
0.5% |
97% |
False |
False |
43,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,953.5 |
2.618 |
6,904.0 |
1.618 |
6,873.5 |
1.000 |
6,854.5 |
0.618 |
6,843.0 |
HIGH |
6,824.0 |
0.618 |
6,812.5 |
0.500 |
6,809.0 |
0.382 |
6,805.0 |
LOW |
6,793.5 |
0.618 |
6,774.5 |
1.000 |
6,763.0 |
1.618 |
6,744.0 |
2.618 |
6,713.5 |
4.250 |
6,664.0 |
|
|
Fisher Pivots for day following 01-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
6,815.0 |
6,813.0 |
PP |
6,812.0 |
6,807.5 |
S1 |
6,809.0 |
6,802.5 |
|