Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,291.8 |
1,288.8 |
-3.0 |
-0.2% |
1,280.2 |
High |
1,292.5 |
1,291.0 |
-1.5 |
-0.1% |
1,298.4 |
Low |
1,285.8 |
1,264.6 |
-21.2 |
-1.6% |
1,277.0 |
Close |
1,288.2 |
1,265.7 |
-22.5 |
-1.7% |
1,288.2 |
Range |
6.7 |
26.4 |
19.7 |
294.0% |
21.4 |
ATR |
11.1 |
12.2 |
1.1 |
9.9% |
0.0 |
Volume |
1,707 |
1,774 |
67 |
3.9% |
6,015 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.0 |
1,335.7 |
1,280.2 |
|
R3 |
1,326.6 |
1,309.3 |
1,273.0 |
|
R2 |
1,300.2 |
1,300.2 |
1,270.5 |
|
R1 |
1,282.9 |
1,282.9 |
1,268.1 |
1,278.4 |
PP |
1,273.8 |
1,273.8 |
1,273.8 |
1,271.5 |
S1 |
1,256.5 |
1,256.5 |
1,263.3 |
1,252.0 |
S2 |
1,247.4 |
1,247.4 |
1,260.9 |
|
S3 |
1,221.0 |
1,230.1 |
1,258.4 |
|
S4 |
1,194.6 |
1,203.7 |
1,251.2 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.1 |
1,341.5 |
1,300.0 |
|
R3 |
1,330.7 |
1,320.1 |
1,294.1 |
|
R2 |
1,309.3 |
1,309.3 |
1,292.1 |
|
R1 |
1,298.7 |
1,298.7 |
1,290.2 |
1,304.0 |
PP |
1,287.9 |
1,287.9 |
1,287.9 |
1,290.5 |
S1 |
1,277.3 |
1,277.3 |
1,286.2 |
1,282.6 |
S2 |
1,266.5 |
1,266.5 |
1,284.3 |
|
S3 |
1,245.1 |
1,255.9 |
1,282.3 |
|
S4 |
1,223.7 |
1,234.5 |
1,276.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,298.4 |
1,264.6 |
33.8 |
2.7% |
13.2 |
1.0% |
3% |
False |
True |
1,358 |
10 |
1,303.7 |
1,264.6 |
39.1 |
3.1% |
11.1 |
0.9% |
3% |
False |
True |
1,017 |
20 |
1,323.0 |
1,264.6 |
58.4 |
4.6% |
11.4 |
0.9% |
2% |
False |
True |
1,199 |
40 |
1,347.3 |
1,264.6 |
82.7 |
6.5% |
12.1 |
1.0% |
1% |
False |
True |
1,088 |
60 |
1,347.3 |
1,253.7 |
93.6 |
7.4% |
11.4 |
0.9% |
13% |
False |
False |
854 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.2% |
9.8 |
0.8% |
21% |
False |
False |
707 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.2% |
8.8 |
0.7% |
21% |
False |
False |
578 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.5% |
8.3 |
0.7% |
15% |
False |
False |
505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.2 |
2.618 |
1,360.1 |
1.618 |
1,333.7 |
1.000 |
1,317.4 |
0.618 |
1,307.3 |
HIGH |
1,291.0 |
0.618 |
1,280.9 |
0.500 |
1,277.8 |
0.382 |
1,274.7 |
LOW |
1,264.6 |
0.618 |
1,248.3 |
1.000 |
1,238.2 |
1.618 |
1,221.9 |
2.618 |
1,195.5 |
4.250 |
1,152.4 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,277.8 |
1,281.5 |
PP |
1,273.8 |
1,276.2 |
S1 |
1,269.7 |
1,271.0 |
|