Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1,260.6 |
1,268.8 |
8.2 |
0.7% |
1,288.8 |
High |
1,275.1 |
1,272.9 |
-2.2 |
-0.2% |
1,291.0 |
Low |
1,260.4 |
1,253.6 |
-6.8 |
-0.5% |
1,260.4 |
Close |
1,268.2 |
1,255.3 |
-12.9 |
-1.0% |
1,268.2 |
Range |
14.7 |
19.3 |
4.6 |
31.3% |
30.6 |
ATR |
12.3 |
12.8 |
0.5 |
4.1% |
0.0 |
Volume |
3,727 |
930 |
-2,797 |
-75.0% |
10,140 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.5 |
1,306.2 |
1,265.9 |
|
R3 |
1,299.2 |
1,286.9 |
1,260.6 |
|
R2 |
1,279.9 |
1,279.9 |
1,258.8 |
|
R1 |
1,267.6 |
1,267.6 |
1,257.1 |
1,264.1 |
PP |
1,260.6 |
1,260.6 |
1,260.6 |
1,258.9 |
S1 |
1,248.3 |
1,248.3 |
1,253.5 |
1,244.8 |
S2 |
1,241.3 |
1,241.3 |
1,251.8 |
|
S3 |
1,222.0 |
1,229.0 |
1,250.0 |
|
S4 |
1,202.7 |
1,209.7 |
1,244.7 |
|
|
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 |
1,291.0 |
1,253.6 |
37.4 |
3.0% |
16.8 |
1.3% |
5% |
False |
True |
2,214 |
10 |
1,298.4 |
1,253.6 |
44.8 |
3.6% |
12.9 |
1.0% |
4% |
False |
True |
1,708 |
20 |
1,319.4 |
1,253.6 |
65.8 |
5.2% |
11.4 |
0.9% |
3% |
False |
True |
1,330 |
40 |
1,340.7 |
1,253.6 |
87.1 |
6.9% |
12.6 |
1.0% |
2% |
False |
True |
1,210 |
60 |
1,347.3 |
1,253.6 |
93.7 |
7.5% |
12.0 |
1.0% |
2% |
False |
True |
993 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.2% |
10.2 |
0.8% |
11% |
False |
False |
821 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.2% |
9.1 |
0.7% |
11% |
False |
False |
668 |
120 |
1,347.3 |
1,243.9 |
103.4 |
8.2% |
8.6 |
0.7% |
11% |
False |
False |
580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.9 |
2.618 |
1,323.4 |
1.618 |
1,304.1 |
1.000 |
1,292.2 |
0.618 |
1,284.8 |
HIGH |
1,272.9 |
0.618 |
1,265.5 |
0.500 |
1,263.3 |
0.382 |
1,261.0 |
LOW |
1,253.6 |
0.618 |
1,241.7 |
1.000 |
1,234.3 |
1.618 |
1,222.4 |
2.618 |
1,203.1 |
4.250 |
1,171.6 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1,263.3 |
1,265.3 |
PP |
1,260.6 |
1,262.0 |
S1 |
1,258.0 |
1,258.6 |
|