Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,288.8 |
1,267.9 |
-20.9 |
-1.6% |
1,280.2 |
High |
1,291.0 |
1,272.0 |
-19.0 |
-1.5% |
1,298.4 |
Low |
1,264.6 |
1,262.8 |
-1.8 |
-0.1% |
1,277.0 |
Close |
1,265.7 |
1,271.1 |
5.4 |
0.4% |
1,288.2 |
Range |
26.4 |
9.2 |
-17.2 |
-65.2% |
21.4 |
ATR |
12.2 |
11.9 |
-0.2 |
-1.7% |
0.0 |
Volume |
1,774 |
1,713 |
-61 |
-3.4% |
6,015 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.2 |
1,292.9 |
1,276.2 |
|
R3 |
1,287.0 |
1,283.7 |
1,273.6 |
|
R2 |
1,277.8 |
1,277.8 |
1,272.8 |
|
R1 |
1,274.5 |
1,274.5 |
1,271.9 |
1,276.2 |
PP |
1,268.6 |
1,268.6 |
1,268.6 |
1,269.5 |
S1 |
1,265.3 |
1,265.3 |
1,270.3 |
1,267.0 |
S2 |
1,259.4 |
1,259.4 |
1,269.4 |
|
S3 |
1,250.2 |
1,256.1 |
1,268.6 |
|
S4 |
1,241.0 |
1,246.9 |
1,266.0 |
|
|
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 |
1,262.8 |
35.6 |
2.8% |
12.2 |
1.0% |
23% |
False |
True |
1,582 |
10 |
1,299.0 |
1,262.8 |
36.2 |
2.8% |
11.2 |
0.9% |
23% |
False |
True |
1,155 |
20 |
1,323.0 |
1,262.8 |
60.2 |
4.7% |
11.3 |
0.9% |
14% |
False |
True |
1,202 |
40 |
1,347.3 |
1,262.8 |
84.5 |
6.6% |
12.1 |
0.9% |
10% |
False |
True |
1,125 |
60 |
1,347.3 |
1,260.0 |
87.3 |
6.9% |
11.5 |
0.9% |
13% |
False |
False |
881 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
9.9 |
0.8% |
26% |
False |
False |
728 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
8.9 |
0.7% |
26% |
False |
False |
595 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.4% |
8.4 |
0.7% |
19% |
False |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.1 |
2.618 |
1,296.1 |
1.618 |
1,286.9 |
1.000 |
1,281.2 |
0.618 |
1,277.7 |
HIGH |
1,272.0 |
0.618 |
1,268.5 |
0.500 |
1,267.4 |
0.382 |
1,266.3 |
LOW |
1,262.8 |
0.618 |
1,257.1 |
1.000 |
1,253.6 |
1.618 |
1,247.9 |
2.618 |
1,238.7 |
4.250 |
1,223.7 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,269.9 |
1,277.7 |
PP |
1,268.6 |
1,275.5 |
S1 |
1,267.4 |
1,273.3 |
|