Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
6,812.0 |
6,847.5 |
35.5 |
0.5% |
6,769.0 |
High |
6,873.0 |
6,875.0 |
2.0 |
0.0% |
6,800.0 |
Low |
6,812.0 |
6,833.5 |
21.5 |
0.3% |
6,752.5 |
Close |
6,849.0 |
6,852.0 |
3.0 |
0.0% |
6,775.0 |
Range |
61.0 |
41.5 |
-19.5 |
-32.0% |
47.5 |
ATR |
40.4 |
40.5 |
0.1 |
0.2% |
0.0 |
Volume |
16,138 |
3,704 |
-12,434 |
-77.0% |
6,812 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,978.0 |
6,956.5 |
6,875.0 |
|
R3 |
6,936.5 |
6,915.0 |
6,863.5 |
|
R2 |
6,895.0 |
6,895.0 |
6,859.5 |
|
R1 |
6,873.5 |
6,873.5 |
6,856.0 |
6,884.0 |
PP |
6,853.5 |
6,853.5 |
6,853.5 |
6,859.0 |
S1 |
6,832.0 |
6,832.0 |
6,848.0 |
6,843.0 |
S2 |
6,812.0 |
6,812.0 |
6,844.5 |
|
S3 |
6,770.5 |
6,790.5 |
6,840.5 |
|
S4 |
6,729.0 |
6,749.0 |
6,829.0 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,918.5 |
6,894.0 |
6,801.0 |
|
R3 |
6,871.0 |
6,846.5 |
6,788.0 |
|
R2 |
6,823.5 |
6,823.5 |
6,783.5 |
|
R1 |
6,799.0 |
6,799.0 |
6,779.5 |
6,811.0 |
PP |
6,776.0 |
6,776.0 |
6,776.0 |
6,782.0 |
S1 |
6,751.5 |
6,751.5 |
6,770.5 |
6,764.0 |
S2 |
6,728.5 |
6,728.5 |
6,766.5 |
|
S3 |
6,681.0 |
6,704.0 |
6,762.0 |
|
S4 |
6,633.5 |
6,656.5 |
6,749.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,875.0 |
6,756.0 |
119.0 |
1.7% |
41.5 |
0.6% |
81% |
True |
False |
5,166 |
10 |
6,875.0 |
6,715.0 |
160.0 |
2.3% |
34.0 |
0.5% |
86% |
True |
False |
3,255 |
20 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
34.0 |
0.5% |
94% |
True |
False |
1,679 |
40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
30.5 |
0.4% |
94% |
True |
False |
860 |
60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
22.5 |
0.3% |
94% |
True |
False |
592 |
80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
17.0 |
0.3% |
94% |
True |
False |
451 |
100 |
6,875.0 |
6,412.0 |
463.0 |
6.8% |
14.0 |
0.2% |
95% |
True |
False |
364 |
120 |
6,875.0 |
6,381.0 |
494.0 |
7.2% |
11.5 |
0.2% |
95% |
True |
False |
305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,051.5 |
2.618 |
6,983.5 |
1.618 |
6,942.0 |
1.000 |
6,916.5 |
0.618 |
6,900.5 |
HIGH |
6,875.0 |
0.618 |
6,859.0 |
0.500 |
6,854.0 |
0.382 |
6,849.5 |
LOW |
6,833.5 |
0.618 |
6,808.0 |
1.000 |
6,792.0 |
1.618 |
6,766.5 |
2.618 |
6,725.0 |
4.250 |
6,657.0 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
6,854.0 |
6,844.0 |
PP |
6,853.5 |
6,835.5 |
S1 |
6,853.0 |
6,827.5 |
|