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 |
1,990.75 |
1,991.00 |
0.25 |
0.0% |
1,980.25 |
High |
1,995.75 |
1,998.25 |
2.50 |
0.1% |
1,995.75 |
Low |
1,984.50 |
1,984.75 |
0.25 |
0.0% |
1,979.50 |
Close |
1,993.50 |
1,991.75 |
-1.75 |
-0.1% |
1,993.50 |
Range |
11.25 |
13.50 |
2.25 |
20.0% |
16.25 |
ATR |
14.82 |
14.73 |
-0.09 |
-0.6% |
0.00 |
Volume |
4,168 |
22,377 |
18,209 |
436.9% |
32,547 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.00 |
2,025.50 |
1,999.25 |
|
R3 |
2,018.50 |
2,012.00 |
1,995.50 |
|
R2 |
2,005.00 |
2,005.00 |
1,994.25 |
|
R1 |
1,998.50 |
1,998.50 |
1,993.00 |
2,001.75 |
PP |
1,991.50 |
1,991.50 |
1,991.50 |
1,993.25 |
S1 |
1,985.00 |
1,985.00 |
1,990.50 |
1,988.25 |
S2 |
1,978.00 |
1,978.00 |
1,989.25 |
|
S3 |
1,964.50 |
1,971.50 |
1,988.00 |
|
S4 |
1,951.00 |
1,958.00 |
1,984.25 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.25 |
2,032.25 |
2,002.50 |
|
R3 |
2,022.00 |
2,016.00 |
1,998.00 |
|
R2 |
2,005.75 |
2,005.75 |
1,996.50 |
|
R1 |
1,999.75 |
1,999.75 |
1,995.00 |
2,002.75 |
PP |
1,989.50 |
1,989.50 |
1,989.50 |
1,991.00 |
S1 |
1,983.50 |
1,983.50 |
1,992.00 |
1,986.50 |
S2 |
1,973.25 |
1,973.25 |
1,990.50 |
|
S3 |
1,957.00 |
1,967.25 |
1,989.00 |
|
S4 |
1,940.75 |
1,951.00 |
1,984.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,998.25 |
1,979.50 |
18.75 |
0.9% |
10.75 |
0.5% |
65% |
True |
False |
10,273 |
10 |
1,998.25 |
1,960.75 |
37.50 |
1.9% |
11.00 |
0.5% |
83% |
True |
False |
7,274 |
20 |
1,998.25 |
1,882.75 |
115.50 |
5.8% |
15.50 |
0.8% |
94% |
True |
False |
6,066 |
40 |
1,998.25 |
1,882.75 |
115.50 |
5.8% |
16.50 |
0.8% |
94% |
True |
False |
4,722 |
60 |
1,998.25 |
1,882.75 |
115.50 |
5.8% |
15.00 |
0.8% |
94% |
True |
False |
3,563 |
80 |
1,998.25 |
1,846.00 |
152.25 |
7.6% |
14.25 |
0.7% |
96% |
True |
False |
2,721 |
100 |
1,998.25 |
1,790.00 |
208.25 |
10.5% |
14.75 |
0.7% |
97% |
True |
False |
2,213 |
120 |
1,998.25 |
1,790.00 |
208.25 |
10.5% |
15.00 |
0.7% |
97% |
True |
False |
1,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,055.50 |
2.618 |
2,033.50 |
1.618 |
2,020.00 |
1.000 |
2,011.75 |
0.618 |
2,006.50 |
HIGH |
1,998.25 |
0.618 |
1,993.00 |
0.500 |
1,991.50 |
0.382 |
1,990.00 |
LOW |
1,984.75 |
0.618 |
1,976.50 |
1.000 |
1,971.25 |
1.618 |
1,963.00 |
2.618 |
1,949.50 |
4.250 |
1,927.50 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,991.75 |
1,990.75 |
PP |
1,991.50 |
1,989.75 |
S1 |
1,991.50 |
1,989.00 |
|