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 |
1,261.7 |
1,269.5 |
7.8 |
0.6% |
1,288.5 |
High |
1,274.8 |
1,272.6 |
-2.2 |
-0.2% |
1,290.9 |
Low |
1,258.0 |
1,252.1 |
-5.9 |
-0.5% |
1,258.0 |
Close |
1,267.3 |
1,254.3 |
-13.0 |
-1.0% |
1,267.3 |
Range |
16.8 |
20.5 |
3.7 |
22.0% |
32.9 |
ATR |
14.3 |
14.8 |
0.4 |
3.1% |
0.0 |
Volume |
106,165 |
112,676 |
6,511 |
6.1% |
556,234 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.2 |
1,308.2 |
1,265.6 |
|
R3 |
1,300.7 |
1,287.7 |
1,259.9 |
|
R2 |
1,280.2 |
1,280.2 |
1,258.1 |
|
R1 |
1,267.2 |
1,267.2 |
1,256.2 |
1,263.5 |
PP |
1,259.7 |
1,259.7 |
1,259.7 |
1,257.8 |
S1 |
1,246.7 |
1,246.7 |
1,252.4 |
1,243.0 |
S2 |
1,239.2 |
1,239.2 |
1,250.5 |
|
S3 |
1,218.7 |
1,226.2 |
1,248.7 |
|
S4 |
1,198.2 |
1,205.7 |
1,243.0 |
|
|
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 |
1,290.9 |
1,252.1 |
38.8 |
3.1% |
18.7 |
1.5% |
6% |
False |
True |
133,782 |
10 |
1,297.6 |
1,252.1 |
45.5 |
3.6% |
14.7 |
1.2% |
5% |
False |
True |
108,026 |
20 |
1,321.8 |
1,252.1 |
69.7 |
5.6% |
13.4 |
1.1% |
3% |
False |
True |
105,533 |
40 |
1,342.2 |
1,252.1 |
90.1 |
7.2% |
14.9 |
1.2% |
2% |
False |
True |
89,416 |
60 |
1,347.5 |
1,252.1 |
95.4 |
7.6% |
14.6 |
1.2% |
2% |
False |
True |
62,696 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.4% |
13.9 |
1.1% |
12% |
False |
False |
47,747 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.4% |
14.1 |
1.1% |
12% |
False |
False |
38,607 |
120 |
1,361.3 |
1,241.7 |
119.6 |
9.5% |
14.3 |
1.1% |
11% |
False |
False |
32,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.7 |
2.618 |
1,326.3 |
1.618 |
1,305.8 |
1.000 |
1,293.1 |
0.618 |
1,285.3 |
HIGH |
1,272.6 |
0.618 |
1,264.8 |
0.500 |
1,262.4 |
0.382 |
1,259.9 |
LOW |
1,252.1 |
0.618 |
1,239.4 |
1.000 |
1,231.6 |
1.618 |
1,218.9 |
2.618 |
1,198.4 |
4.250 |
1,165.0 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,262.4 |
1,265.7 |
PP |
1,259.7 |
1,261.9 |
S1 |
1,257.0 |
1,258.1 |
|