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 |
1,991.25 |
1,998.00 |
6.75 |
0.3% |
1,991.00 |
High |
1,999.50 |
1,998.00 |
-1.50 |
-0.1% |
2,002.75 |
Low |
1,980.50 |
1,986.00 |
5.50 |
0.3% |
1,980.50 |
Close |
1,998.00 |
1,992.50 |
-5.50 |
-0.3% |
1,998.00 |
Range |
19.00 |
12.00 |
-7.00 |
-36.8% |
22.25 |
ATR |
15.30 |
15.07 |
-0.24 |
-1.5% |
0.00 |
Volume |
44,212 |
61,986 |
17,774 |
40.2% |
139,593 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.25 |
2,022.25 |
1,999.00 |
|
R3 |
2,016.25 |
2,010.25 |
1,995.75 |
|
R2 |
2,004.25 |
2,004.25 |
1,994.75 |
|
R1 |
1,998.25 |
1,998.25 |
1,993.50 |
1,995.25 |
PP |
1,992.25 |
1,992.25 |
1,992.25 |
1,990.50 |
S1 |
1,986.25 |
1,986.25 |
1,991.50 |
1,983.25 |
S2 |
1,980.25 |
1,980.25 |
1,990.25 |
|
S3 |
1,968.25 |
1,974.25 |
1,989.25 |
|
S4 |
1,956.25 |
1,962.25 |
1,986.00 |
|
|
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% |
54% |
False |
False |
40,315 |
10 |
2,002.75 |
1,979.50 |
23.25 |
1.2% |
13.00 |
0.6% |
56% |
False |
False |
23,412 |
20 |
2,002.75 |
1,915.75 |
87.00 |
4.4% |
13.50 |
0.7% |
88% |
False |
False |
14,337 |
40 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
16.75 |
0.8% |
91% |
False |
False |
8,943 |
60 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
15.25 |
0.8% |
91% |
False |
False |
6,505 |
80 |
2,002.75 |
1,846.00 |
156.75 |
7.9% |
14.50 |
0.7% |
93% |
False |
False |
4,955 |
100 |
2,002.75 |
1,826.50 |
176.25 |
8.8% |
14.25 |
0.7% |
94% |
False |
False |
3,994 |
120 |
2,002.75 |
1,790.00 |
212.75 |
10.7% |
14.75 |
0.7% |
95% |
False |
False |
3,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,049.00 |
2.618 |
2,029.50 |
1.618 |
2,017.50 |
1.000 |
2,010.00 |
0.618 |
2,005.50 |
HIGH |
1,998.00 |
0.618 |
1,993.50 |
0.500 |
1,992.00 |
0.382 |
1,990.50 |
LOW |
1,986.00 |
0.618 |
1,978.50 |
1.000 |
1,974.00 |
1.618 |
1,966.50 |
2.618 |
1,954.50 |
4.250 |
1,935.00 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,992.25 |
1,992.00 |
PP |
1,992.25 |
1,991.50 |
S1 |
1,992.00 |
1,991.00 |
|