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 |
1,161.1 |
1,164.7 |
3.6 |
0.3% |
1,170.0 |
High |
1,166.2 |
1,169.0 |
2.8 |
0.2% |
1,182.2 |
Low |
1,152.6 |
1,159.4 |
6.8 |
0.6% |
1,152.6 |
Close |
1,165.0 |
1,167.4 |
2.4 |
0.2% |
1,165.0 |
Range |
13.6 |
9.6 |
-4.0 |
-29.4% |
29.6 |
ATR |
12.8 |
12.6 |
-0.2 |
-1.8% |
0.0 |
Volume |
792 |
2,524 |
1,732 |
218.7% |
2,519 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.0 |
1,190.3 |
1,172.8 |
|
R3 |
1,184.5 |
1,180.8 |
1,170.0 |
|
R2 |
1,174.8 |
1,174.8 |
1,169.3 |
|
R1 |
1,171.3 |
1,171.3 |
1,168.3 |
1,173.0 |
PP |
1,165.3 |
1,165.3 |
1,165.3 |
1,166.3 |
S1 |
1,161.5 |
1,161.5 |
1,166.5 |
1,163.5 |
S2 |
1,155.8 |
1,155.8 |
1,165.8 |
|
S3 |
1,146.0 |
1,152.0 |
1,164.8 |
|
S4 |
1,136.5 |
1,142.3 |
1,162.0 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.5 |
1,239.8 |
1,181.3 |
|
R3 |
1,225.8 |
1,210.3 |
1,173.3 |
|
R2 |
1,196.3 |
1,196.3 |
1,170.5 |
|
R1 |
1,180.5 |
1,180.5 |
1,167.8 |
1,173.5 |
PP |
1,166.5 |
1,166.5 |
1,166.5 |
1,163.0 |
S1 |
1,151.0 |
1,151.0 |
1,162.3 |
1,144.0 |
S2 |
1,137.0 |
1,137.0 |
1,159.5 |
|
S3 |
1,107.5 |
1,121.5 |
1,156.8 |
|
S4 |
1,077.8 |
1,091.8 |
1,148.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,182.2 |
1,152.6 |
29.6 |
2.5% |
13.8 |
1.2% |
50% |
False |
False |
1,008 |
10 |
1,182.2 |
1,152.6 |
29.6 |
2.5% |
11.5 |
1.0% |
50% |
False |
False |
632 |
20 |
1,182.2 |
1,121.0 |
61.2 |
5.2% |
10.8 |
0.9% |
76% |
False |
False |
355 |
40 |
1,182.2 |
1,099.7 |
82.5 |
7.1% |
13.0 |
1.1% |
82% |
False |
False |
200 |
60 |
1,205.4 |
1,099.7 |
105.7 |
9.1% |
11.3 |
1.0% |
64% |
False |
False |
146 |
80 |
1,205.4 |
1,085.2 |
120.2 |
10.3% |
8.5 |
0.7% |
68% |
False |
False |
110 |
100 |
1,205.4 |
1,080.9 |
124.5 |
10.7% |
6.8 |
0.6% |
69% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,209.8 |
2.618 |
1,194.3 |
1.618 |
1,184.5 |
1.000 |
1,178.5 |
0.618 |
1,175.0 |
HIGH |
1,169.0 |
0.618 |
1,165.3 |
0.500 |
1,164.3 |
0.382 |
1,163.0 |
LOW |
1,159.5 |
0.618 |
1,153.5 |
1.000 |
1,149.8 |
1.618 |
1,143.8 |
2.618 |
1,134.3 |
4.250 |
1,118.5 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,166.3 |
1,166.3 |
PP |
1,165.3 |
1,165.3 |
S1 |
1,164.3 |
1,164.3 |
|