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 |
4,064.00 |
4,072.00 |
8.00 |
0.2% |
4,050.25 |
High |
4,078.00 |
4,088.50 |
10.50 |
0.3% |
4,078.00 |
Low |
4,055.00 |
4,068.75 |
13.75 |
0.3% |
4,047.25 |
Close |
4,074.50 |
4,084.75 |
10.25 |
0.3% |
4,074.50 |
Range |
23.00 |
19.75 |
-3.25 |
-14.1% |
30.75 |
ATR |
30.68 |
29.89 |
-0.78 |
-2.5% |
0.00 |
Volume |
1,443 |
1,980 |
537 |
37.2% |
5,649 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,140.00 |
4,132.00 |
4,095.50 |
|
R3 |
4,120.25 |
4,112.25 |
4,090.25 |
|
R2 |
4,100.50 |
4,100.50 |
4,088.25 |
|
R1 |
4,092.50 |
4,092.50 |
4,086.50 |
4,096.50 |
PP |
4,080.75 |
4,080.75 |
4,080.75 |
4,082.50 |
S1 |
4,072.75 |
4,072.75 |
4,083.00 |
4,076.75 |
S2 |
4,061.00 |
4,061.00 |
4,081.25 |
|
S3 |
4,041.25 |
4,053.00 |
4,079.25 |
|
S4 |
4,021.50 |
4,033.25 |
4,074.00 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,158.75 |
4,147.50 |
4,091.50 |
|
R3 |
4,128.00 |
4,116.75 |
4,083.00 |
|
R2 |
4,097.25 |
4,097.25 |
4,080.25 |
|
R1 |
4,086.00 |
4,086.00 |
4,077.25 |
4,091.50 |
PP |
4,066.50 |
4,066.50 |
4,066.50 |
4,069.50 |
S1 |
4,055.25 |
4,055.25 |
4,071.75 |
4,061.00 |
S2 |
4,035.75 |
4,035.75 |
4,068.75 |
|
S3 |
4,005.00 |
4,024.50 |
4,066.00 |
|
S4 |
3,974.25 |
3,993.75 |
4,057.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,088.50 |
4,047.25 |
41.25 |
1.0% |
17.75 |
0.4% |
91% |
True |
False |
1,227 |
10 |
4,088.50 |
4,010.50 |
78.00 |
1.9% |
18.75 |
0.5% |
95% |
True |
False |
1,058 |
20 |
4,088.50 |
3,819.75 |
268.75 |
6.6% |
30.75 |
0.8% |
99% |
True |
False |
912 |
40 |
4,088.50 |
3,819.75 |
268.75 |
6.6% |
36.75 |
0.9% |
99% |
True |
False |
668 |
60 |
4,088.50 |
3,741.50 |
347.00 |
8.5% |
32.00 |
0.8% |
99% |
True |
False |
489 |
80 |
4,088.50 |
3,511.75 |
576.75 |
14.1% |
27.25 |
0.7% |
99% |
True |
False |
369 |
100 |
4,088.50 |
3,409.75 |
678.75 |
16.6% |
27.25 |
0.7% |
99% |
True |
False |
296 |
120 |
4,088.50 |
3,409.75 |
678.75 |
16.6% |
24.75 |
0.6% |
99% |
True |
False |
247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,172.50 |
2.618 |
4,140.25 |
1.618 |
4,120.50 |
1.000 |
4,108.25 |
0.618 |
4,100.75 |
HIGH |
4,088.50 |
0.618 |
4,081.00 |
0.500 |
4,078.50 |
0.382 |
4,076.25 |
LOW |
4,068.75 |
0.618 |
4,056.50 |
1.000 |
4,049.00 |
1.618 |
4,036.75 |
2.618 |
4,017.00 |
4.250 |
3,984.75 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,082.75 |
4,079.00 |
PP |
4,080.75 |
4,073.50 |
S1 |
4,078.50 |
4,068.00 |
|