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 |
4,066.00 |
4,062.75 |
-3.25 |
-0.1% |
4,072.00 |
High |
4,093.25 |
4,083.50 |
-9.75 |
-0.2% |
4,106.00 |
Low |
4,049.00 |
4,044.75 |
-4.25 |
-0.1% |
4,044.75 |
Close |
4,061.75 |
4,079.00 |
17.25 |
0.4% |
4,079.00 |
Range |
44.25 |
38.75 |
-5.50 |
-12.4% |
61.25 |
ATR |
32.30 |
32.76 |
0.46 |
1.4% |
0.00 |
Volume |
9,156 |
4,833 |
-4,323 |
-47.2% |
19,198 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,185.25 |
4,171.00 |
4,100.25 |
|
R3 |
4,146.50 |
4,132.25 |
4,089.75 |
|
R2 |
4,107.75 |
4,107.75 |
4,086.00 |
|
R1 |
4,093.50 |
4,093.50 |
4,082.50 |
4,100.50 |
PP |
4,069.00 |
4,069.00 |
4,069.00 |
4,072.75 |
S1 |
4,054.75 |
4,054.75 |
4,075.50 |
4,062.00 |
S2 |
4,030.25 |
4,030.25 |
4,072.00 |
|
S3 |
3,991.50 |
4,016.00 |
4,068.25 |
|
S4 |
3,952.75 |
3,977.25 |
4,057.75 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,260.25 |
4,231.00 |
4,112.75 |
|
R3 |
4,199.00 |
4,169.75 |
4,095.75 |
|
R2 |
4,137.75 |
4,137.75 |
4,090.25 |
|
R1 |
4,108.50 |
4,108.50 |
4,084.50 |
4,123.00 |
PP |
4,076.50 |
4,076.50 |
4,076.50 |
4,084.00 |
S1 |
4,047.25 |
4,047.25 |
4,073.50 |
4,062.00 |
S2 |
4,015.25 |
4,015.25 |
4,067.75 |
|
S3 |
3,954.00 |
3,986.00 |
4,062.25 |
|
S4 |
3,892.75 |
3,924.75 |
4,045.25 |
|
|
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 |
4,044.75 |
61.25 |
1.5% |
35.25 |
0.9% |
56% |
False |
True |
4,128 |
10 |
4,106.00 |
4,030.00 |
76.00 |
1.9% |
26.75 |
0.7% |
64% |
False |
False |
2,537 |
20 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
30.00 |
0.7% |
91% |
False |
False |
1,686 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
36.50 |
0.9% |
91% |
False |
False |
1,063 |
60 |
4,106.00 |
3,741.50 |
364.50 |
8.9% |
33.75 |
0.8% |
93% |
False |
False |
776 |
80 |
4,106.00 |
3,550.25 |
555.75 |
13.6% |
28.50 |
0.7% |
95% |
False |
False |
584 |
100 |
4,106.00 |
3,409.75 |
696.25 |
17.1% |
26.75 |
0.7% |
96% |
False |
False |
468 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.1% |
26.00 |
0.6% |
96% |
False |
False |
390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,248.25 |
2.618 |
4,185.00 |
1.618 |
4,146.25 |
1.000 |
4,122.25 |
0.618 |
4,107.50 |
HIGH |
4,083.50 |
0.618 |
4,068.75 |
0.500 |
4,064.00 |
0.382 |
4,059.50 |
LOW |
4,044.75 |
0.618 |
4,020.75 |
1.000 |
4,006.00 |
1.618 |
3,982.00 |
2.618 |
3,943.25 |
4.250 |
3,880.00 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,074.00 |
4,077.75 |
PP |
4,069.00 |
4,076.50 |
S1 |
4,064.00 |
4,075.50 |
|