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 |
17,083.61 |
17,065.89 |
-17.72 |
-0.1% |
17,097.42 |
High |
17,161.55 |
17,137.36 |
-24.19 |
-0.1% |
17,161.55 |
Low |
17,030.12 |
17,009.62 |
-20.50 |
-0.1% |
17,009.07 |
Close |
17,069.58 |
17,137.36 |
67.78 |
0.4% |
17,137.36 |
Range |
131.43 |
127.74 |
-3.69 |
-2.8% |
152.48 |
ATR |
111.05 |
112.24 |
1.19 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,478.00 |
17,435.42 |
17,207.62 |
|
R3 |
17,350.26 |
17,307.68 |
17,172.49 |
|
R2 |
17,222.52 |
17,222.52 |
17,160.78 |
|
R1 |
17,179.94 |
17,179.94 |
17,149.07 |
17,201.23 |
PP |
17,094.78 |
17,094.78 |
17,094.78 |
17,105.43 |
S1 |
17,052.20 |
17,052.20 |
17,125.65 |
17,073.49 |
S2 |
16,967.04 |
16,967.04 |
17,113.94 |
|
S3 |
16,839.30 |
16,924.46 |
17,102.23 |
|
S4 |
16,711.56 |
16,796.72 |
17,067.10 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,560.10 |
17,501.21 |
17,221.22 |
|
R3 |
17,407.62 |
17,348.73 |
17,179.29 |
|
R2 |
17,255.14 |
17,255.14 |
17,165.31 |
|
R1 |
17,196.25 |
17,196.25 |
17,151.34 |
17,225.70 |
PP |
17,102.66 |
17,102.66 |
17,102.66 |
17,117.38 |
S1 |
17,043.77 |
17,043.77 |
17,123.38 |
17,073.22 |
S2 |
16,950.18 |
16,950.18 |
17,109.41 |
|
S3 |
16,797.70 |
16,891.29 |
17,095.43 |
|
S4 |
16,645.22 |
16,738.81 |
17,053.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,161.55 |
17,009.07 |
152.48 |
0.9% |
106.07 |
0.6% |
84% |
False |
False |
|
10 |
17,161.55 |
16,984.52 |
177.03 |
1.0% |
94.20 |
0.5% |
86% |
False |
False |
|
20 |
17,161.55 |
16,364.22 |
797.33 |
4.7% |
104.82 |
0.6% |
97% |
False |
False |
|
40 |
17,161.55 |
16,333.78 |
827.77 |
4.8% |
121.39 |
0.7% |
97% |
False |
False |
|
60 |
17,161.55 |
16,333.78 |
827.77 |
4.8% |
114.73 |
0.7% |
97% |
False |
False |
|
80 |
17,161.55 |
16,333.78 |
827.77 |
4.8% |
110.10 |
0.6% |
97% |
False |
False |
|
100 |
17,161.55 |
16,063.20 |
1,098.35 |
6.4% |
111.76 |
0.7% |
98% |
False |
False |
|
120 |
17,161.55 |
16,015.32 |
1,146.23 |
6.7% |
119.94 |
0.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,680.26 |
2.618 |
17,471.78 |
1.618 |
17,344.04 |
1.000 |
17,265.10 |
0.618 |
17,216.30 |
HIGH |
17,137.36 |
0.618 |
17,088.56 |
0.500 |
17,073.49 |
0.382 |
17,058.42 |
LOW |
17,009.62 |
0.618 |
16,930.68 |
1.000 |
16,881.88 |
1.618 |
16,802.94 |
2.618 |
16,675.20 |
4.250 |
16,466.73 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,116.07 |
17,120.10 |
PP |
17,094.78 |
17,102.84 |
S1 |
17,073.49 |
17,085.59 |
|