Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
9,500.0 |
9,500.5 |
0.5 |
0.0% |
9,410.5 |
High |
9,520.5 |
9,580.0 |
59.5 |
0.6% |
9,606.0 |
Low |
9,377.0 |
9,472.0 |
95.0 |
1.0% |
9,377.0 |
Close |
9,445.0 |
9,509.5 |
64.5 |
0.7% |
9,445.0 |
Range |
143.5 |
108.0 |
-35.5 |
-24.7% |
229.0 |
ATR |
137.5 |
137.3 |
-0.2 |
-0.1% |
0.0 |
Volume |
301 |
5,431 |
5,130 |
1,704.3% |
6,358 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,844.5 |
9,785.0 |
9,568.9 |
|
R3 |
9,736.5 |
9,677.0 |
9,539.2 |
|
R2 |
9,628.5 |
9,628.5 |
9,529.3 |
|
R1 |
9,569.0 |
9,569.0 |
9,519.4 |
9,598.8 |
PP |
9,520.5 |
9,520.5 |
9,520.5 |
9,535.4 |
S1 |
9,461.0 |
9,461.0 |
9,499.6 |
9,490.8 |
S2 |
9,412.5 |
9,412.5 |
9,489.7 |
|
S3 |
9,304.5 |
9,353.0 |
9,479.8 |
|
S4 |
9,196.5 |
9,245.0 |
9,450.1 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,163.0 |
10,033.0 |
9,571.0 |
|
R3 |
9,934.0 |
9,804.0 |
9,508.0 |
|
R2 |
9,705.0 |
9,705.0 |
9,487.0 |
|
R1 |
9,575.0 |
9,575.0 |
9,466.0 |
9,640.0 |
PP |
9,476.0 |
9,476.0 |
9,476.0 |
9,508.5 |
S1 |
9,346.0 |
9,346.0 |
9,424.0 |
9,411.0 |
S2 |
9,247.0 |
9,247.0 |
9,403.0 |
|
S3 |
9,018.0 |
9,117.0 |
9,382.0 |
|
S4 |
8,789.0 |
8,888.0 |
9,319.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,606.0 |
9,377.0 |
229.0 |
2.4% |
116.3 |
1.2% |
58% |
False |
False |
2,318 |
10 |
9,606.0 |
9,260.5 |
345.5 |
3.6% |
107.7 |
1.1% |
72% |
False |
False |
1,298 |
20 |
9,606.0 |
8,913.0 |
693.0 |
7.3% |
125.5 |
1.3% |
86% |
False |
False |
876 |
40 |
9,935.0 |
8,913.0 |
1,022.0 |
10.7% |
129.3 |
1.4% |
58% |
False |
False |
580 |
60 |
10,057.5 |
8,913.0 |
1,144.5 |
12.0% |
110.1 |
1.2% |
52% |
False |
False |
438 |
80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.0% |
96.5 |
1.0% |
52% |
False |
False |
346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,039.0 |
2.618 |
9,862.7 |
1.618 |
9,754.7 |
1.000 |
9,688.0 |
0.618 |
9,646.7 |
HIGH |
9,580.0 |
0.618 |
9,538.7 |
0.500 |
9,526.0 |
0.382 |
9,513.3 |
LOW |
9,472.0 |
0.618 |
9,405.3 |
1.000 |
9,364.0 |
1.618 |
9,297.3 |
2.618 |
9,189.3 |
4.250 |
9,013.0 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
9,526.0 |
9,499.2 |
PP |
9,520.5 |
9,488.8 |
S1 |
9,515.0 |
9,478.5 |
|