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 |
4,085.00 |
4,066.00 |
-19.00 |
-0.5% |
4,050.25 |
High |
4,106.00 |
4,093.25 |
-12.75 |
-0.3% |
4,078.00 |
Low |
4,055.25 |
4,049.00 |
-6.25 |
-0.2% |
4,047.25 |
Close |
4,064.50 |
4,061.75 |
-2.75 |
-0.1% |
4,074.50 |
Range |
50.75 |
44.25 |
-6.50 |
-12.8% |
30.75 |
ATR |
31.38 |
32.30 |
0.92 |
2.9% |
0.00 |
Volume |
3,229 |
9,156 |
5,927 |
183.6% |
5,649 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,200.75 |
4,175.50 |
4,086.00 |
|
R3 |
4,156.50 |
4,131.25 |
4,074.00 |
|
R2 |
4,112.25 |
4,112.25 |
4,069.75 |
|
R1 |
4,087.00 |
4,087.00 |
4,065.75 |
4,077.50 |
PP |
4,068.00 |
4,068.00 |
4,068.00 |
4,063.25 |
S1 |
4,042.75 |
4,042.75 |
4,057.75 |
4,033.25 |
S2 |
4,023.75 |
4,023.75 |
4,053.75 |
|
S3 |
3,979.50 |
3,998.50 |
4,049.50 |
|
S4 |
3,935.25 |
3,954.25 |
4,037.50 |
|
|
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% |
31.25 |
0.8% |
25% |
False |
False |
3,361 |
10 |
4,106.00 |
4,026.25 |
79.75 |
2.0% |
24.25 |
0.6% |
45% |
False |
False |
2,162 |
20 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
30.75 |
0.8% |
85% |
False |
False |
1,473 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
36.75 |
0.9% |
85% |
False |
False |
954 |
60 |
4,106.00 |
3,741.50 |
364.50 |
9.0% |
33.25 |
0.8% |
88% |
False |
False |
695 |
80 |
4,106.00 |
3,550.25 |
555.75 |
13.7% |
28.00 |
0.7% |
92% |
False |
False |
523 |
100 |
4,106.00 |
3,409.75 |
696.25 |
17.1% |
27.00 |
0.7% |
94% |
False |
False |
419 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.1% |
25.50 |
0.6% |
94% |
False |
False |
350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,281.25 |
2.618 |
4,209.00 |
1.618 |
4,164.75 |
1.000 |
4,137.50 |
0.618 |
4,120.50 |
HIGH |
4,093.25 |
0.618 |
4,076.25 |
0.500 |
4,071.00 |
0.382 |
4,066.00 |
LOW |
4,049.00 |
0.618 |
4,021.75 |
1.000 |
4,004.75 |
1.618 |
3,977.50 |
2.618 |
3,933.25 |
4.250 |
3,861.00 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,071.00 |
4,077.50 |
PP |
4,068.00 |
4,072.25 |
S1 |
4,065.00 |
4,067.00 |
|