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 |
15,740 |
15,695 |
-45 |
-0.3% |
15,450 |
High |
15,820 |
15,815 |
-5 |
0.0% |
15,855 |
Low |
15,565 |
15,660 |
95 |
0.6% |
15,445 |
Close |
15,685 |
15,805 |
120 |
0.8% |
15,685 |
Range |
255 |
155 |
-100 |
-39.2% |
410 |
ATR |
188 |
186 |
-2 |
-1.3% |
0 |
Volume |
14,236 |
24,191 |
9,955 |
69.9% |
57,994 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,225 |
16,170 |
15,890 |
|
R3 |
16,070 |
16,015 |
15,848 |
|
R2 |
15,915 |
15,915 |
15,834 |
|
R1 |
15,860 |
15,860 |
15,819 |
15,888 |
PP |
15,760 |
15,760 |
15,760 |
15,774 |
S1 |
15,705 |
15,705 |
15,791 |
15,733 |
S2 |
15,605 |
15,605 |
15,777 |
|
S3 |
15,450 |
15,550 |
15,763 |
|
S4 |
15,295 |
15,395 |
15,720 |
|
|
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 |
15,445 |
410 |
2.6% |
223 |
1.4% |
88% |
False |
False |
16,437 |
10 |
15,855 |
15,350 |
505 |
3.2% |
176 |
1.1% |
90% |
False |
False |
12,450 |
20 |
15,855 |
14,985 |
870 |
5.5% |
169 |
1.1% |
94% |
False |
False |
11,138 |
40 |
15,855 |
14,675 |
1,180 |
7.5% |
191 |
1.2% |
96% |
False |
False |
12,165 |
60 |
15,855 |
14,675 |
1,180 |
7.5% |
195 |
1.2% |
96% |
False |
False |
12,057 |
80 |
15,855 |
13,985 |
1,870 |
11.8% |
196 |
1.2% |
97% |
False |
False |
10,311 |
100 |
15,855 |
13,985 |
1,870 |
11.8% |
170 |
1.1% |
97% |
False |
False |
8,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,474 |
2.618 |
16,221 |
1.618 |
16,066 |
1.000 |
15,970 |
0.618 |
15,911 |
HIGH |
15,815 |
0.618 |
15,756 |
0.500 |
15,738 |
0.382 |
15,719 |
LOW |
15,660 |
0.618 |
15,564 |
1.000 |
15,505 |
1.618 |
15,409 |
2.618 |
15,254 |
4.250 |
15,001 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
15,783 |
15,768 |
PP |
15,760 |
15,730 |
S1 |
15,738 |
15,693 |
|