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 |
1,267.9 |
1,272.6 |
4.7 |
0.4% |
1,280.2 |
High |
1,272.0 |
1,277.0 |
5.0 |
0.4% |
1,298.4 |
Low |
1,262.8 |
1,262.7 |
-0.1 |
0.0% |
1,277.0 |
Close |
1,271.1 |
1,267.3 |
-3.8 |
-0.3% |
1,288.2 |
Range |
9.2 |
14.3 |
5.1 |
55.4% |
21.4 |
ATR |
11.9 |
12.1 |
0.2 |
1.4% |
0.0 |
Volume |
1,713 |
2,926 |
1,213 |
70.8% |
6,015 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.9 |
1,303.9 |
1,275.2 |
|
R3 |
1,297.6 |
1,289.6 |
1,271.2 |
|
R2 |
1,283.3 |
1,283.3 |
1,269.9 |
|
R1 |
1,275.3 |
1,275.3 |
1,268.6 |
1,272.2 |
PP |
1,269.0 |
1,269.0 |
1,269.0 |
1,267.4 |
S1 |
1,261.0 |
1,261.0 |
1,266.0 |
1,257.9 |
S2 |
1,254.7 |
1,254.7 |
1,264.7 |
|
S3 |
1,240.4 |
1,246.7 |
1,263.4 |
|
S4 |
1,226.1 |
1,232.4 |
1,259.4 |
|
|
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 |
1,262.7 |
35.7 |
2.8% |
14.1 |
1.1% |
13% |
False |
True |
1,995 |
10 |
1,298.4 |
1,262.7 |
35.7 |
2.8% |
11.8 |
0.9% |
13% |
False |
True |
1,388 |
20 |
1,323.0 |
1,262.7 |
60.3 |
4.8% |
11.0 |
0.9% |
8% |
False |
True |
1,298 |
40 |
1,347.3 |
1,262.7 |
84.6 |
6.7% |
12.2 |
1.0% |
5% |
False |
True |
1,159 |
60 |
1,347.3 |
1,260.0 |
87.3 |
6.9% |
11.7 |
0.9% |
8% |
False |
False |
927 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.2% |
9.9 |
0.8% |
23% |
False |
False |
764 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.2% |
9.0 |
0.7% |
23% |
False |
False |
622 |
120 |
1,375.2 |
1,243.9 |
131.3 |
10.4% |
8.4 |
0.7% |
18% |
False |
False |
542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.8 |
2.618 |
1,314.4 |
1.618 |
1,300.1 |
1.000 |
1,291.3 |
0.618 |
1,285.8 |
HIGH |
1,277.0 |
0.618 |
1,271.5 |
0.500 |
1,269.9 |
0.382 |
1,268.2 |
LOW |
1,262.7 |
0.618 |
1,253.9 |
1.000 |
1,248.4 |
1.618 |
1,239.6 |
2.618 |
1,225.3 |
4.250 |
1,201.9 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,269.9 |
1,276.9 |
PP |
1,269.0 |
1,273.7 |
S1 |
1,268.2 |
1,270.5 |
|