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 |
15,725 |
15,740 |
15 |
0.1% |
15,450 |
High |
15,775 |
15,820 |
45 |
0.3% |
15,855 |
Low |
15,615 |
15,565 |
-50 |
-0.3% |
15,445 |
Close |
15,710 |
15,685 |
-25 |
-0.2% |
15,685 |
Range |
160 |
255 |
95 |
59.4% |
410 |
ATR |
183 |
188 |
5 |
2.8% |
0 |
Volume |
12,483 |
14,236 |
1,753 |
14.0% |
57,994 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,455 |
16,325 |
15,825 |
|
R3 |
16,200 |
16,070 |
15,755 |
|
R2 |
15,945 |
15,945 |
15,732 |
|
R1 |
15,815 |
15,815 |
15,709 |
15,753 |
PP |
15,690 |
15,690 |
15,690 |
15,659 |
S1 |
15,560 |
15,560 |
15,662 |
15,498 |
S2 |
15,435 |
15,435 |
15,638 |
|
S3 |
15,180 |
15,305 |
15,615 |
|
S4 |
14,925 |
15,050 |
15,545 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,892 |
16,698 |
15,911 |
|
R3 |
16,482 |
16,288 |
15,798 |
|
R2 |
16,072 |
16,072 |
15,760 |
|
R1 |
15,878 |
15,878 |
15,723 |
15,975 |
PP |
15,662 |
15,662 |
15,662 |
15,710 |
S1 |
15,468 |
15,468 |
15,648 |
15,565 |
S2 |
15,252 |
15,252 |
15,610 |
|
S3 |
14,842 |
15,058 |
15,572 |
|
S4 |
14,432 |
14,648 |
15,460 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,855 |
15,365 |
490 |
3.1% |
214 |
1.4% |
65% |
False |
False |
13,477 |
10 |
15,855 |
15,350 |
505 |
3.2% |
180 |
1.1% |
66% |
False |
False |
11,098 |
20 |
15,855 |
14,675 |
1,180 |
7.5% |
181 |
1.2% |
86% |
False |
False |
11,398 |
40 |
15,855 |
14,675 |
1,180 |
7.5% |
190 |
1.2% |
86% |
False |
False |
11,779 |
60 |
15,855 |
14,675 |
1,180 |
7.5% |
197 |
1.3% |
86% |
False |
False |
11,926 |
80 |
15,855 |
13,985 |
1,870 |
11.9% |
196 |
1.2% |
91% |
False |
False |
10,009 |
100 |
15,855 |
13,985 |
1,870 |
11.9% |
168 |
1.1% |
91% |
False |
False |
8,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,904 |
2.618 |
16,488 |
1.618 |
16,233 |
1.000 |
16,075 |
0.618 |
15,978 |
HIGH |
15,820 |
0.618 |
15,723 |
0.500 |
15,693 |
0.382 |
15,663 |
LOW |
15,565 |
0.618 |
15,408 |
1.000 |
15,310 |
1.618 |
15,153 |
2.618 |
14,898 |
4.250 |
14,481 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
15,693 |
15,700 |
PP |
15,690 |
15,695 |
S1 |
15,688 |
15,690 |
|