Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
6,884.0 |
6,859.0 |
-25.0 |
-0.4% |
6,818.5 |
High |
6,884.5 |
6,869.0 |
-15.5 |
-0.2% |
6,907.5 |
Low |
6,828.5 |
6,772.0 |
-56.5 |
-0.8% |
6,793.5 |
Close |
6,854.5 |
6,831.0 |
-23.5 |
-0.3% |
6,854.5 |
Range |
56.0 |
97.0 |
41.0 |
73.2% |
114.0 |
ATR |
53.7 |
56.8 |
3.1 |
5.8% |
0.0 |
Volume |
136,072 |
87,630 |
-48,442 |
-35.6% |
578,030 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,115.0 |
7,070.0 |
6,884.5 |
|
R3 |
7,018.0 |
6,973.0 |
6,857.5 |
|
R2 |
6,921.0 |
6,921.0 |
6,849.0 |
|
R1 |
6,876.0 |
6,876.0 |
6,840.0 |
6,850.0 |
PP |
6,824.0 |
6,824.0 |
6,824.0 |
6,811.0 |
S1 |
6,779.0 |
6,779.0 |
6,822.0 |
6,753.0 |
S2 |
6,727.0 |
6,727.0 |
6,813.0 |
|
S3 |
6,630.0 |
6,682.0 |
6,804.5 |
|
S4 |
6,533.0 |
6,585.0 |
6,777.5 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,194.0 |
7,138.0 |
6,917.0 |
|
R3 |
7,080.0 |
7,024.0 |
6,886.0 |
|
R2 |
6,966.0 |
6,966.0 |
6,875.5 |
|
R1 |
6,910.0 |
6,910.0 |
6,865.0 |
6,938.0 |
PP |
6,852.0 |
6,852.0 |
6,852.0 |
6,866.0 |
S1 |
6,796.0 |
6,796.0 |
6,844.0 |
6,824.0 |
S2 |
6,738.0 |
6,738.0 |
6,833.5 |
|
S3 |
6,624.0 |
6,682.0 |
6,823.0 |
|
S4 |
6,510.0 |
6,568.0 |
6,792.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,907.5 |
6,772.0 |
135.5 |
2.0% |
64.0 |
0.9% |
44% |
False |
True |
117,884 |
10 |
6,907.5 |
6,772.0 |
135.5 |
2.0% |
50.0 |
0.7% |
44% |
False |
True |
96,707 |
20 |
6,907.5 |
6,557.5 |
350.0 |
5.1% |
49.0 |
0.7% |
78% |
False |
False |
87,018 |
40 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
58.0 |
0.9% |
82% |
False |
False |
89,395 |
60 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
56.0 |
0.8% |
82% |
False |
False |
91,373 |
80 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
51.0 |
0.7% |
82% |
False |
False |
72,336 |
100 |
6,907.5 |
6,467.0 |
440.5 |
6.4% |
44.0 |
0.6% |
83% |
False |
False |
57,875 |
120 |
6,907.5 |
6,397.0 |
510.5 |
7.5% |
38.0 |
0.6% |
85% |
False |
False |
48,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,281.0 |
2.618 |
7,123.0 |
1.618 |
7,026.0 |
1.000 |
6,966.0 |
0.618 |
6,929.0 |
HIGH |
6,869.0 |
0.618 |
6,832.0 |
0.500 |
6,820.5 |
0.382 |
6,809.0 |
LOW |
6,772.0 |
0.618 |
6,712.0 |
1.000 |
6,675.0 |
1.618 |
6,615.0 |
2.618 |
6,518.0 |
4.250 |
6,360.0 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
6,827.5 |
6,840.0 |
PP |
6,824.0 |
6,837.0 |
S1 |
6,820.5 |
6,834.0 |
|