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 |
15,750 |
15,725 |
-25 |
-0.2% |
15,565 |
High |
15,835 |
15,775 |
-60 |
-0.4% |
15,645 |
Low |
15,700 |
15,615 |
-85 |
-0.5% |
15,350 |
Close |
15,715 |
15,710 |
-5 |
0.0% |
15,450 |
Range |
135 |
160 |
25 |
18.5% |
295 |
ATR |
185 |
183 |
-2 |
-1.0% |
0 |
Volume |
12,974 |
12,483 |
-491 |
-3.8% |
42,322 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,180 |
16,105 |
15,798 |
|
R3 |
16,020 |
15,945 |
15,754 |
|
R2 |
15,860 |
15,860 |
15,739 |
|
R1 |
15,785 |
15,785 |
15,725 |
15,743 |
PP |
15,700 |
15,700 |
15,700 |
15,679 |
S1 |
15,625 |
15,625 |
15,695 |
15,583 |
S2 |
15,540 |
15,540 |
15,681 |
|
S3 |
15,380 |
15,465 |
15,666 |
|
S4 |
15,220 |
15,305 |
15,622 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,367 |
16,203 |
15,612 |
|
R3 |
16,072 |
15,908 |
15,531 |
|
R2 |
15,777 |
15,777 |
15,504 |
|
R1 |
15,613 |
15,613 |
15,477 |
15,548 |
PP |
15,482 |
15,482 |
15,482 |
15,449 |
S1 |
15,318 |
15,318 |
15,423 |
15,253 |
S2 |
15,187 |
15,187 |
15,396 |
|
S3 |
14,892 |
15,023 |
15,369 |
|
S4 |
14,597 |
14,728 |
15,288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,855 |
15,350 |
505 |
3.2% |
193 |
1.2% |
71% |
False |
False |
12,541 |
10 |
15,855 |
15,350 |
505 |
3.2% |
168 |
1.1% |
71% |
False |
False |
10,926 |
20 |
15,855 |
14,675 |
1,180 |
7.5% |
182 |
1.2% |
88% |
False |
False |
11,572 |
40 |
15,855 |
14,675 |
1,180 |
7.5% |
193 |
1.2% |
88% |
False |
False |
11,991 |
60 |
15,855 |
14,675 |
1,180 |
7.5% |
196 |
1.2% |
88% |
False |
False |
12,048 |
80 |
15,855 |
13,985 |
1,870 |
11.9% |
193 |
1.2% |
92% |
False |
False |
9,833 |
100 |
15,855 |
13,970 |
1,885 |
12.0% |
168 |
1.1% |
92% |
False |
False |
7,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,455 |
2.618 |
16,194 |
1.618 |
16,034 |
1.000 |
15,935 |
0.618 |
15,874 |
HIGH |
15,775 |
0.618 |
15,714 |
0.500 |
15,695 |
0.382 |
15,676 |
LOW |
15,615 |
0.618 |
15,516 |
1.000 |
15,455 |
1.618 |
15,356 |
2.618 |
15,196 |
4.250 |
14,935 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
15,705 |
15,690 |
PP |
15,700 |
15,670 |
S1 |
15,695 |
15,650 |
|