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 |
3,255.0 |
3,267.0 |
12.0 |
0.4% |
3,167.0 |
High |
3,275.0 |
3,267.0 |
-8.0 |
-0.2% |
3,275.0 |
Low |
3,244.0 |
3,235.0 |
-9.0 |
-0.3% |
3,153.0 |
Close |
3,262.0 |
3,252.0 |
-10.0 |
-0.3% |
3,262.0 |
Range |
31.0 |
32.0 |
1.0 |
3.2% |
122.0 |
ATR |
46.4 |
45.4 |
-1.0 |
-2.2% |
0.0 |
Volume |
79,122 |
70,094 |
-9,028 |
-11.4% |
622,998 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,347.3 |
3,331.7 |
3,269.6 |
|
R3 |
3,315.3 |
3,299.7 |
3,260.8 |
|
R2 |
3,283.3 |
3,283.3 |
3,257.9 |
|
R1 |
3,267.7 |
3,267.7 |
3,254.9 |
3,259.5 |
PP |
3,251.3 |
3,251.3 |
3,251.3 |
3,247.3 |
S1 |
3,235.7 |
3,235.7 |
3,249.1 |
3,227.5 |
S2 |
3,219.3 |
3,219.3 |
3,246.1 |
|
S3 |
3,187.3 |
3,203.7 |
3,243.2 |
|
S4 |
3,155.3 |
3,171.7 |
3,234.4 |
|
|
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 |
3,153.0 |
122.0 |
3.8% |
45.8 |
1.4% |
81% |
False |
False |
138,618 |
10 |
3,275.0 |
3,111.0 |
164.0 |
5.0% |
41.9 |
1.3% |
86% |
False |
False |
81,836 |
20 |
3,275.0 |
2,997.0 |
278.0 |
8.5% |
38.2 |
1.2% |
92% |
False |
False |
48,581 |
40 |
3,275.0 |
2,960.0 |
315.0 |
9.7% |
42.3 |
1.3% |
93% |
False |
False |
26,565 |
60 |
3,306.0 |
2,960.0 |
346.0 |
10.6% |
38.8 |
1.2% |
84% |
False |
False |
17,976 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.6% |
34.4 |
1.1% |
84% |
False |
False |
13,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,403.0 |
2.618 |
3,350.8 |
1.618 |
3,318.8 |
1.000 |
3,299.0 |
0.618 |
3,286.8 |
HIGH |
3,267.0 |
0.618 |
3,254.8 |
0.500 |
3,251.0 |
0.382 |
3,247.2 |
LOW |
3,235.0 |
0.618 |
3,215.2 |
1.000 |
3,203.0 |
1.618 |
3,183.2 |
2.618 |
3,151.2 |
4.250 |
3,099.0 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3,251.7 |
3,245.0 |
PP |
3,251.3 |
3,238.0 |
S1 |
3,251.0 |
3,231.0 |
|