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 |
4,062.75 |
4,080.00 |
17.25 |
0.4% |
4,072.00 |
High |
4,083.50 |
4,097.25 |
13.75 |
0.3% |
4,106.00 |
Low |
4,044.75 |
4,068.00 |
23.25 |
0.6% |
4,044.75 |
Close |
4,079.00 |
4,085.50 |
6.50 |
0.2% |
4,079.00 |
Range |
38.75 |
29.25 |
-9.50 |
-24.5% |
61.25 |
ATR |
32.76 |
32.51 |
-0.25 |
-0.8% |
0.00 |
Volume |
4,833 |
5,661 |
828 |
17.1% |
19,198 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,171.25 |
4,157.75 |
4,101.50 |
|
R3 |
4,142.00 |
4,128.50 |
4,093.50 |
|
R2 |
4,112.75 |
4,112.75 |
4,090.75 |
|
R1 |
4,099.25 |
4,099.25 |
4,088.25 |
4,106.00 |
PP |
4,083.50 |
4,083.50 |
4,083.50 |
4,087.00 |
S1 |
4,070.00 |
4,070.00 |
4,082.75 |
4,076.75 |
S2 |
4,054.25 |
4,054.25 |
4,080.25 |
|
S3 |
4,025.00 |
4,040.75 |
4,077.50 |
|
S4 |
3,995.75 |
4,011.50 |
4,069.50 |
|
|
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% |
36.50 |
0.9% |
67% |
False |
False |
4,971 |
10 |
4,106.00 |
4,044.75 |
61.25 |
1.5% |
27.25 |
0.7% |
67% |
False |
False |
3,050 |
20 |
4,106.00 |
3,869.50 |
236.50 |
5.8% |
28.50 |
0.7% |
91% |
False |
False |
1,932 |
40 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
36.50 |
0.9% |
93% |
False |
False |
1,191 |
60 |
4,106.00 |
3,757.00 |
349.00 |
8.5% |
33.50 |
0.8% |
94% |
False |
False |
870 |
80 |
4,106.00 |
3,550.25 |
555.75 |
13.6% |
29.00 |
0.7% |
96% |
False |
False |
654 |
100 |
4,106.00 |
3,488.25 |
617.75 |
15.1% |
26.50 |
0.6% |
97% |
False |
False |
524 |
120 |
4,106.00 |
3,409.75 |
696.25 |
17.0% |
26.25 |
0.6% |
97% |
False |
False |
437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,221.50 |
2.618 |
4,173.75 |
1.618 |
4,144.50 |
1.000 |
4,126.50 |
0.618 |
4,115.25 |
HIGH |
4,097.25 |
0.618 |
4,086.00 |
0.500 |
4,082.50 |
0.382 |
4,079.25 |
LOW |
4,068.00 |
0.618 |
4,050.00 |
1.000 |
4,038.75 |
1.618 |
4,020.75 |
2.618 |
3,991.50 |
4.250 |
3,943.75 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4,084.50 |
4,080.75 |
PP |
4,083.50 |
4,075.75 |
S1 |
4,082.50 |
4,071.00 |
|