Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,290.4 |
1,288.5 |
-1.9 |
-0.1% |
1,280.8 |
High |
1,292.5 |
1,290.9 |
-1.6 |
-0.1% |
1,297.6 |
Low |
1,284.1 |
1,263.1 |
-21.0 |
-1.6% |
1,275.0 |
Close |
1,287.4 |
1,265.0 |
-22.4 |
-1.7% |
1,287.4 |
Range |
8.4 |
27.8 |
19.4 |
231.0% |
22.6 |
ATR |
13.0 |
14.1 |
1.1 |
8.1% |
0.0 |
Volume |
76,388 |
190,582 |
114,194 |
149.5% |
411,356 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.4 |
1,338.5 |
1,280.3 |
|
R3 |
1,328.6 |
1,310.7 |
1,272.6 |
|
R2 |
1,300.8 |
1,300.8 |
1,270.1 |
|
R1 |
1,282.9 |
1,282.9 |
1,267.5 |
1,278.0 |
PP |
1,273.0 |
1,273.0 |
1,273.0 |
1,270.5 |
S1 |
1,255.1 |
1,255.1 |
1,262.5 |
1,250.2 |
S2 |
1,245.2 |
1,245.2 |
1,259.9 |
|
S3 |
1,217.4 |
1,227.3 |
1,257.4 |
|
S4 |
1,189.6 |
1,199.5 |
1,249.7 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.5 |
1,343.5 |
1,299.8 |
|
R3 |
1,331.9 |
1,320.9 |
1,293.6 |
|
R2 |
1,309.3 |
1,309.3 |
1,291.5 |
|
R1 |
1,298.3 |
1,298.3 |
1,289.5 |
1,303.8 |
PP |
1,286.7 |
1,286.7 |
1,286.7 |
1,289.4 |
S1 |
1,275.7 |
1,275.7 |
1,285.3 |
1,281.2 |
S2 |
1,264.1 |
1,264.1 |
1,283.3 |
|
S3 |
1,241.5 |
1,253.1 |
1,281.2 |
|
S4 |
1,218.9 |
1,230.5 |
1,275.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.6 |
1,263.1 |
34.5 |
2.7% |
14.9 |
1.2% |
6% |
False |
True |
109,645 |
10 |
1,303.7 |
1,263.1 |
40.6 |
3.2% |
12.8 |
1.0% |
5% |
False |
True |
100,056 |
20 |
1,324.3 |
1,263.1 |
61.2 |
4.8% |
13.4 |
1.1% |
3% |
False |
True |
108,436 |
40 |
1,347.5 |
1,263.1 |
84.4 |
6.7% |
14.5 |
1.1% |
2% |
False |
True |
80,591 |
60 |
1,347.5 |
1,252.8 |
94.7 |
7.5% |
14.1 |
1.1% |
13% |
False |
False |
54,972 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.4% |
13.7 |
1.1% |
22% |
False |
False |
41,889 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.4% |
14.1 |
1.1% |
22% |
False |
False |
33,901 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.8% |
14.3 |
1.1% |
16% |
False |
False |
28,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.1 |
2.618 |
1,363.7 |
1.618 |
1,335.9 |
1.000 |
1,318.7 |
0.618 |
1,308.1 |
HIGH |
1,290.9 |
0.618 |
1,280.3 |
0.500 |
1,277.0 |
0.382 |
1,273.7 |
LOW |
1,263.1 |
0.618 |
1,245.9 |
1.000 |
1,235.3 |
1.618 |
1,218.1 |
2.618 |
1,190.3 |
4.250 |
1,145.0 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,277.0 |
1,280.4 |
PP |
1,273.0 |
1,275.2 |
S1 |
1,269.0 |
1,270.1 |
|