Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,288.5 |
1,266.7 |
-21.8 |
-1.7% |
1,280.8 |
High |
1,290.9 |
1,272.4 |
-18.5 |
-1.4% |
1,297.6 |
Low |
1,263.1 |
1,261.9 |
-1.2 |
-0.1% |
1,275.0 |
Close |
1,265.0 |
1,270.3 |
5.3 |
0.4% |
1,287.4 |
Range |
27.8 |
10.5 |
-17.3 |
-62.2% |
22.6 |
ATR |
14.1 |
13.8 |
-0.3 |
-1.8% |
0.0 |
Volume |
190,582 |
107,908 |
-82,674 |
-43.4% |
411,356 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.7 |
1,295.5 |
1,276.1 |
|
R3 |
1,289.2 |
1,285.0 |
1,273.2 |
|
R2 |
1,278.7 |
1,278.7 |
1,272.2 |
|
R1 |
1,274.5 |
1,274.5 |
1,271.3 |
1,276.6 |
PP |
1,268.2 |
1,268.2 |
1,268.2 |
1,269.3 |
S1 |
1,264.0 |
1,264.0 |
1,269.3 |
1,266.1 |
S2 |
1,257.7 |
1,257.7 |
1,268.4 |
|
S3 |
1,247.2 |
1,253.5 |
1,267.4 |
|
S4 |
1,236.7 |
1,243.0 |
1,264.5 |
|
|
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 |
1,261.9 |
35.7 |
2.8% |
13.7 |
1.1% |
24% |
False |
True |
110,456 |
10 |
1,299.3 |
1,261.9 |
37.4 |
2.9% |
13.0 |
1.0% |
22% |
False |
True |
103,023 |
20 |
1,324.3 |
1,261.9 |
62.4 |
4.9% |
13.3 |
1.0% |
13% |
False |
True |
108,547 |
40 |
1,347.5 |
1,261.9 |
85.6 |
6.7% |
14.5 |
1.1% |
10% |
False |
True |
82,572 |
60 |
1,347.5 |
1,252.8 |
94.7 |
7.5% |
14.2 |
1.1% |
18% |
False |
False |
56,727 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
13.7 |
1.1% |
27% |
False |
False |
43,215 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
14.1 |
1.1% |
27% |
False |
False |
34,952 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.7% |
14.3 |
1.1% |
19% |
False |
False |
29,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.0 |
2.618 |
1,299.9 |
1.618 |
1,289.4 |
1.000 |
1,282.9 |
0.618 |
1,278.9 |
HIGH |
1,272.4 |
0.618 |
1,268.4 |
0.500 |
1,267.2 |
0.382 |
1,265.9 |
LOW |
1,261.9 |
0.618 |
1,255.4 |
1.000 |
1,251.4 |
1.618 |
1,244.9 |
2.618 |
1,234.4 |
4.250 |
1,217.3 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,269.3 |
1,277.2 |
PP |
1,268.2 |
1,274.9 |
S1 |
1,267.2 |
1,272.6 |
|