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 |
1,269.8 |
1,261.7 |
-8.1 |
-0.6% |
1,288.5 |
High |
1,279.2 |
1,274.8 |
-4.4 |
-0.3% |
1,290.9 |
Low |
1,261.3 |
1,258.0 |
-3.3 |
-0.3% |
1,258.0 |
Close |
1,266.5 |
1,267.3 |
0.8 |
0.1% |
1,267.3 |
Range |
17.9 |
16.8 |
-1.1 |
-6.1% |
32.9 |
ATR |
14.1 |
14.3 |
0.2 |
1.4% |
0.0 |
Volume |
151,579 |
106,165 |
-45,414 |
-30.0% |
556,234 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.1 |
1,309.0 |
1,276.5 |
|
R3 |
1,300.3 |
1,292.2 |
1,271.9 |
|
R2 |
1,283.5 |
1,283.5 |
1,270.4 |
|
R1 |
1,275.4 |
1,275.4 |
1,268.8 |
1,279.5 |
PP |
1,266.7 |
1,266.7 |
1,266.7 |
1,268.7 |
S1 |
1,258.6 |
1,258.6 |
1,265.8 |
1,262.7 |
S2 |
1,249.9 |
1,249.9 |
1,264.2 |
|
S3 |
1,233.1 |
1,241.8 |
1,262.7 |
|
S4 |
1,216.3 |
1,225.0 |
1,258.1 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.8 |
1,351.9 |
1,285.4 |
|
R3 |
1,337.9 |
1,319.0 |
1,276.3 |
|
R2 |
1,305.0 |
1,305.0 |
1,273.3 |
|
R1 |
1,286.1 |
1,286.1 |
1,270.3 |
1,279.1 |
PP |
1,272.1 |
1,272.1 |
1,272.1 |
1,268.6 |
S1 |
1,253.2 |
1,253.2 |
1,264.3 |
1,246.2 |
S2 |
1,239.2 |
1,239.2 |
1,261.3 |
|
S3 |
1,206.3 |
1,220.3 |
1,258.3 |
|
S4 |
1,173.4 |
1,187.4 |
1,249.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,292.5 |
1,258.0 |
34.5 |
2.7% |
16.3 |
1.3% |
27% |
False |
True |
126,524 |
10 |
1,297.6 |
1,258.0 |
39.6 |
3.1% |
13.5 |
1.1% |
23% |
False |
True |
105,932 |
20 |
1,324.3 |
1,258.0 |
66.3 |
5.2% |
13.3 |
1.0% |
14% |
False |
True |
107,294 |
40 |
1,342.2 |
1,258.0 |
84.2 |
6.6% |
14.6 |
1.1% |
11% |
False |
True |
87,162 |
60 |
1,347.5 |
1,258.0 |
89.5 |
7.1% |
14.5 |
1.1% |
10% |
False |
True |
60,859 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
13.8 |
1.1% |
24% |
False |
False |
46,367 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
14.2 |
1.1% |
24% |
False |
False |
37,488 |
120 |
1,367.6 |
1,241.7 |
125.9 |
9.9% |
14.2 |
1.1% |
20% |
False |
False |
31,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.2 |
2.618 |
1,318.8 |
1.618 |
1,302.0 |
1.000 |
1,291.6 |
0.618 |
1,285.2 |
HIGH |
1,274.8 |
0.618 |
1,268.4 |
0.500 |
1,266.4 |
0.382 |
1,264.4 |
LOW |
1,258.0 |
0.618 |
1,247.6 |
1.000 |
1,241.2 |
1.618 |
1,230.8 |
2.618 |
1,214.0 |
4.250 |
1,186.6 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,267.0 |
1,268.6 |
PP |
1,266.7 |
1,268.2 |
S1 |
1,266.4 |
1,267.7 |
|