Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,272.6 |
1,260.6 |
-12.0 |
-0.9% |
1,288.8 |
High |
1,277.0 |
1,275.1 |
-1.9 |
-0.1% |
1,291.0 |
Low |
1,262.7 |
1,260.4 |
-2.3 |
-0.2% |
1,260.4 |
Close |
1,267.3 |
1,268.2 |
0.9 |
0.1% |
1,268.2 |
Range |
14.3 |
14.7 |
0.4 |
2.8% |
30.6 |
ATR |
12.1 |
12.3 |
0.2 |
1.5% |
0.0 |
Volume |
2,926 |
3,727 |
801 |
27.4% |
10,140 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.0 |
1,304.8 |
1,276.3 |
|
R3 |
1,297.3 |
1,290.1 |
1,272.2 |
|
R2 |
1,282.6 |
1,282.6 |
1,270.9 |
|
R1 |
1,275.4 |
1,275.4 |
1,269.5 |
1,279.0 |
PP |
1,267.9 |
1,267.9 |
1,267.9 |
1,269.7 |
S1 |
1,260.7 |
1,260.7 |
1,266.9 |
1,264.3 |
S2 |
1,253.2 |
1,253.2 |
1,265.5 |
|
S3 |
1,238.5 |
1,246.0 |
1,264.2 |
|
S4 |
1,223.8 |
1,231.3 |
1,260.1 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.0 |
1,347.2 |
1,285.0 |
|
R3 |
1,334.4 |
1,316.6 |
1,276.6 |
|
R2 |
1,303.8 |
1,303.8 |
1,273.8 |
|
R1 |
1,286.0 |
1,286.0 |
1,271.0 |
1,279.6 |
PP |
1,273.2 |
1,273.2 |
1,273.2 |
1,270.0 |
S1 |
1,255.4 |
1,255.4 |
1,265.4 |
1,249.0 |
S2 |
1,242.6 |
1,242.6 |
1,262.6 |
|
S3 |
1,212.0 |
1,224.8 |
1,259.8 |
|
S4 |
1,181.4 |
1,194.2 |
1,251.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,292.5 |
1,260.4 |
32.1 |
2.5% |
14.3 |
1.1% |
24% |
False |
True |
2,369 |
10 |
1,298.4 |
1,260.4 |
38.0 |
3.0% |
11.6 |
0.9% |
21% |
False |
True |
1,684 |
20 |
1,323.0 |
1,260.4 |
62.6 |
4.9% |
11.2 |
0.9% |
12% |
False |
True |
1,417 |
40 |
1,341.3 |
1,260.4 |
80.9 |
6.4% |
12.2 |
1.0% |
10% |
False |
True |
1,210 |
60 |
1,347.3 |
1,260.4 |
86.9 |
6.9% |
11.8 |
0.9% |
9% |
False |
True |
983 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.2% |
10.0 |
0.8% |
24% |
False |
False |
810 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.2% |
9.1 |
0.7% |
24% |
False |
False |
659 |
120 |
1,361.2 |
1,243.9 |
117.3 |
9.2% |
8.5 |
0.7% |
21% |
False |
False |
573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.6 |
2.618 |
1,313.6 |
1.618 |
1,298.9 |
1.000 |
1,289.8 |
0.618 |
1,284.2 |
HIGH |
1,275.1 |
0.618 |
1,269.5 |
0.500 |
1,267.8 |
0.382 |
1,266.0 |
LOW |
1,260.4 |
0.618 |
1,251.3 |
1.000 |
1,245.7 |
1.618 |
1,236.6 |
2.618 |
1,221.9 |
4.250 |
1,197.9 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,268.1 |
1,268.7 |
PP |
1,267.9 |
1,268.5 |
S1 |
1,267.8 |
1,268.4 |
|