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 |
3,196.0 |
3,255.0 |
59.0 |
1.8% |
3,167.0 |
High |
3,273.0 |
3,275.0 |
2.0 |
0.1% |
3,275.0 |
Low |
3,187.0 |
3,244.0 |
57.0 |
1.8% |
3,153.0 |
Close |
3,261.0 |
3,262.0 |
1.0 |
0.0% |
3,262.0 |
Range |
86.0 |
31.0 |
-55.0 |
-64.0% |
122.0 |
ATR |
47.6 |
46.4 |
-1.2 |
-2.5% |
0.0 |
Volume |
101,984 |
79,122 |
-22,862 |
-22.4% |
622,998 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,353.3 |
3,338.7 |
3,279.1 |
|
R3 |
3,322.3 |
3,307.7 |
3,270.5 |
|
R2 |
3,291.3 |
3,291.3 |
3,267.7 |
|
R1 |
3,276.7 |
3,276.7 |
3,264.8 |
3,284.0 |
PP |
3,260.3 |
3,260.3 |
3,260.3 |
3,264.0 |
S1 |
3,245.7 |
3,245.7 |
3,259.2 |
3,253.0 |
S2 |
3,229.3 |
3,229.3 |
3,256.3 |
|
S3 |
3,198.3 |
3,214.7 |
3,253.5 |
|
S4 |
3,167.3 |
3,183.7 |
3,245.0 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,596.0 |
3,551.0 |
3,329.1 |
|
R3 |
3,474.0 |
3,429.0 |
3,295.6 |
|
R2 |
3,352.0 |
3,352.0 |
3,284.4 |
|
R1 |
3,307.0 |
3,307.0 |
3,273.2 |
3,329.5 |
PP |
3,230.0 |
3,230.0 |
3,230.0 |
3,241.3 |
S1 |
3,185.0 |
3,185.0 |
3,250.8 |
3,207.5 |
S2 |
3,108.0 |
3,108.0 |
3,239.6 |
|
S3 |
2,986.0 |
3,063.0 |
3,228.5 |
|
S4 |
2,864.0 |
2,941.0 |
3,194.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,275.0 |
3,125.0 |
150.0 |
4.6% |
48.6 |
1.5% |
91% |
True |
False |
126,058 |
10 |
3,275.0 |
3,070.0 |
205.0 |
6.3% |
42.8 |
1.3% |
94% |
True |
False |
75,075 |
20 |
3,275.0 |
2,960.0 |
315.0 |
9.7% |
39.6 |
1.2% |
96% |
True |
False |
45,184 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.7% |
42.2 |
1.3% |
96% |
True |
False |
24,814 |
60 |
3,306.0 |
2,960.0 |
346.0 |
10.6% |
38.8 |
1.2% |
87% |
False |
False |
16,814 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.6% |
34.3 |
1.1% |
87% |
False |
False |
12,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,406.8 |
2.618 |
3,356.2 |
1.618 |
3,325.2 |
1.000 |
3,306.0 |
0.618 |
3,294.2 |
HIGH |
3,275.0 |
0.618 |
3,263.2 |
0.500 |
3,259.5 |
0.382 |
3,255.8 |
LOW |
3,244.0 |
0.618 |
3,224.8 |
1.000 |
3,213.0 |
1.618 |
3,193.8 |
2.618 |
3,162.8 |
4.250 |
3,112.3 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,261.2 |
3,248.8 |
PP |
3,260.3 |
3,235.7 |
S1 |
3,259.5 |
3,222.5 |
|