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 |
1,991.00 |
1,991.25 |
0.25 |
0.0% |
1,991.00 |
High |
2,001.75 |
1,999.50 |
-2.25 |
-0.1% |
2,002.75 |
Low |
1,982.75 |
1,980.50 |
-2.25 |
-0.1% |
1,980.50 |
Close |
1,989.75 |
1,998.00 |
8.25 |
0.4% |
1,998.00 |
Range |
19.00 |
19.00 |
0.00 |
0.0% |
22.25 |
ATR |
15.02 |
15.30 |
0.28 |
1.9% |
0.00 |
Volume |
45,297 |
44,212 |
-1,085 |
-2.4% |
139,593 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.75 |
2,042.75 |
2,008.50 |
|
R3 |
2,030.75 |
2,023.75 |
2,003.25 |
|
R2 |
2,011.75 |
2,011.75 |
2,001.50 |
|
R1 |
2,004.75 |
2,004.75 |
1,999.75 |
2,008.25 |
PP |
1,992.75 |
1,992.75 |
1,992.75 |
1,994.50 |
S1 |
1,985.75 |
1,985.75 |
1,996.25 |
1,989.25 |
S2 |
1,973.75 |
1,973.75 |
1,994.50 |
|
S3 |
1,954.75 |
1,966.75 |
1,992.75 |
|
S4 |
1,935.75 |
1,947.75 |
1,987.50 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,060.50 |
2,051.50 |
2,010.25 |
|
R3 |
2,038.25 |
2,029.25 |
2,004.00 |
|
R2 |
2,016.00 |
2,016.00 |
2,002.00 |
|
R1 |
2,007.00 |
2,007.00 |
2,000.00 |
2,011.50 |
PP |
1,993.75 |
1,993.75 |
1,993.75 |
1,996.00 |
S1 |
1,984.75 |
1,984.75 |
1,996.00 |
1,989.25 |
S2 |
1,971.50 |
1,971.50 |
1,994.00 |
|
S3 |
1,949.25 |
1,962.50 |
1,992.00 |
|
S4 |
1,927.00 |
1,940.25 |
1,985.75 |
|
|
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 |
1,980.50 |
22.25 |
1.1% |
15.50 |
0.8% |
79% |
False |
True |
28,752 |
10 |
2,002.75 |
1,973.75 |
29.00 |
1.5% |
12.75 |
0.6% |
84% |
False |
False |
17,489 |
20 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
14.75 |
0.7% |
96% |
False |
False |
11,425 |
40 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
16.75 |
0.8% |
96% |
False |
False |
7,499 |
60 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
15.50 |
0.8% |
96% |
False |
False |
5,487 |
80 |
2,002.75 |
1,846.00 |
156.75 |
7.8% |
14.50 |
0.7% |
97% |
False |
False |
4,182 |
100 |
2,002.75 |
1,797.50 |
205.25 |
10.3% |
14.50 |
0.7% |
98% |
False |
False |
3,374 |
120 |
2,002.75 |
1,790.00 |
212.75 |
10.6% |
14.75 |
0.7% |
98% |
False |
False |
2,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,080.25 |
2.618 |
2,049.25 |
1.618 |
2,030.25 |
1.000 |
2,018.50 |
0.618 |
2,011.25 |
HIGH |
1,999.50 |
0.618 |
1,992.25 |
0.500 |
1,990.00 |
0.382 |
1,987.75 |
LOW |
1,980.50 |
0.618 |
1,968.75 |
1.000 |
1,961.50 |
1.618 |
1,949.75 |
2.618 |
1,930.75 |
4.250 |
1,899.75 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,995.25 |
1,996.00 |
PP |
1,992.75 |
1,993.75 |
S1 |
1,990.00 |
1,991.50 |
|