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 |
4,072.00 |
4,085.00 |
13.00 |
0.3% |
4,050.25 |
High |
4,088.50 |
4,106.00 |
17.50 |
0.4% |
4,078.00 |
Low |
4,068.75 |
4,055.25 |
-13.50 |
-0.3% |
4,047.25 |
Close |
4,084.75 |
4,064.50 |
-20.25 |
-0.5% |
4,074.50 |
Range |
19.75 |
50.75 |
31.00 |
157.0% |
30.75 |
ATR |
29.89 |
31.38 |
1.49 |
5.0% |
0.00 |
Volume |
1,980 |
3,229 |
1,249 |
63.1% |
5,649 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,227.50 |
4,196.75 |
4,092.50 |
|
R3 |
4,176.75 |
4,146.00 |
4,078.50 |
|
R2 |
4,126.00 |
4,126.00 |
4,073.75 |
|
R1 |
4,095.25 |
4,095.25 |
4,069.25 |
4,085.25 |
PP |
4,075.25 |
4,075.25 |
4,075.25 |
4,070.25 |
S1 |
4,044.50 |
4,044.50 |
4,059.75 |
4,034.50 |
S2 |
4,024.50 |
4,024.50 |
4,055.25 |
|
S3 |
3,973.75 |
3,993.75 |
4,050.50 |
|
S4 |
3,923.00 |
3,943.00 |
4,036.50 |
|
|
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 |
4,106.00 |
4,047.25 |
58.75 |
1.4% |
25.25 |
0.6% |
29% |
True |
False |
1,719 |
10 |
4,106.00 |
4,022.25 |
83.75 |
2.1% |
21.50 |
0.5% |
50% |
True |
False |
1,286 |
20 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
31.00 |
0.8% |
86% |
True |
False |
1,042 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
36.50 |
0.9% |
86% |
True |
False |
736 |
60 |
4,106.00 |
3,741.50 |
364.50 |
9.0% |
32.50 |
0.8% |
89% |
True |
False |
543 |
80 |
4,106.00 |
3,550.25 |
555.75 |
13.7% |
27.50 |
0.7% |
93% |
True |
False |
409 |
100 |
4,106.00 |
3,409.75 |
696.25 |
17.1% |
26.75 |
0.7% |
94% |
True |
False |
328 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.1% |
25.25 |
0.6% |
94% |
True |
False |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,321.75 |
2.618 |
4,238.75 |
1.618 |
4,188.00 |
1.000 |
4,156.75 |
0.618 |
4,137.25 |
HIGH |
4,106.00 |
0.618 |
4,086.50 |
0.500 |
4,080.50 |
0.382 |
4,074.75 |
LOW |
4,055.25 |
0.618 |
4,024.00 |
1.000 |
4,004.50 |
1.618 |
3,973.25 |
2.618 |
3,922.50 |
4.250 |
3,839.50 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,080.50 |
4,080.50 |
PP |
4,075.25 |
4,075.25 |
S1 |
4,070.00 |
4,069.75 |
|