Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,991.00 |
1,991.75 |
0.75 |
0.0% |
1,980.25 |
High |
1,998.25 |
2,002.75 |
4.50 |
0.2% |
1,995.75 |
Low |
1,984.75 |
1,988.25 |
3.50 |
0.2% |
1,979.50 |
Close |
1,991.75 |
1,990.75 |
-1.00 |
-0.1% |
1,993.50 |
Range |
13.50 |
14.50 |
1.00 |
7.4% |
16.25 |
ATR |
14.73 |
14.71 |
-0.02 |
-0.1% |
0.00 |
Volume |
22,377 |
27,707 |
5,330 |
23.8% |
32,547 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.50 |
2,028.50 |
1,998.75 |
|
R3 |
2,023.00 |
2,014.00 |
1,994.75 |
|
R2 |
2,008.50 |
2,008.50 |
1,993.50 |
|
R1 |
1,999.50 |
1,999.50 |
1,992.00 |
1,996.75 |
PP |
1,994.00 |
1,994.00 |
1,994.00 |
1,992.50 |
S1 |
1,985.00 |
1,985.00 |
1,989.50 |
1,982.25 |
S2 |
1,979.50 |
1,979.50 |
1,988.00 |
|
S3 |
1,965.00 |
1,970.50 |
1,986.75 |
|
S4 |
1,950.50 |
1,956.00 |
1,982.75 |
|
|
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 |
2,002.75 |
1,979.50 |
23.25 |
1.2% |
11.75 |
0.6% |
48% |
True |
False |
14,256 |
10 |
2,002.75 |
1,965.50 |
37.25 |
1.9% |
11.25 |
0.6% |
68% |
True |
False |
9,572 |
20 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
15.00 |
0.8% |
90% |
True |
False |
7,310 |
40 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
16.50 |
0.8% |
90% |
True |
False |
5,349 |
60 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
15.25 |
0.8% |
90% |
True |
False |
4,018 |
80 |
2,002.75 |
1,846.00 |
156.75 |
7.9% |
14.25 |
0.7% |
92% |
True |
False |
3,067 |
100 |
2,002.75 |
1,790.00 |
212.75 |
10.7% |
14.50 |
0.7% |
94% |
True |
False |
2,490 |
120 |
2,002.75 |
1,790.00 |
212.75 |
10.7% |
14.75 |
0.7% |
94% |
True |
False |
2,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,064.50 |
2.618 |
2,040.75 |
1.618 |
2,026.25 |
1.000 |
2,017.25 |
0.618 |
2,011.75 |
HIGH |
2,002.75 |
0.618 |
1,997.25 |
0.500 |
1,995.50 |
0.382 |
1,993.75 |
LOW |
1,988.25 |
0.618 |
1,979.25 |
1.000 |
1,973.75 |
1.618 |
1,964.75 |
2.618 |
1,950.25 |
4.250 |
1,926.50 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,995.50 |
1,993.50 |
PP |
1,994.00 |
1,992.75 |
S1 |
1,992.25 |
1,991.75 |
|