Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,096 |
17,076 |
-20 |
-0.1% |
17,004 |
High |
17,134 |
17,130 |
-4 |
0.0% |
17,134 |
Low |
17,022 |
17,001 |
-21 |
-0.1% |
17,000 |
Close |
17,085 |
17,053 |
-32 |
-0.2% |
17,085 |
Range |
112 |
129 |
17 |
15.2% |
134 |
ATR |
126 |
126 |
0 |
0.2% |
0 |
Volume |
93,034 |
117,442 |
24,408 |
26.2% |
426,161 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,448 |
17,380 |
17,124 |
|
R3 |
17,319 |
17,251 |
17,089 |
|
R2 |
17,190 |
17,190 |
17,077 |
|
R1 |
17,122 |
17,122 |
17,065 |
17,092 |
PP |
17,061 |
17,061 |
17,061 |
17,046 |
S1 |
16,993 |
16,993 |
17,041 |
16,963 |
S2 |
16,932 |
16,932 |
17,029 |
|
S3 |
16,803 |
16,864 |
17,018 |
|
S4 |
16,674 |
16,735 |
16,982 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,475 |
17,414 |
17,159 |
|
R3 |
17,341 |
17,280 |
17,122 |
|
R2 |
17,207 |
17,207 |
17,110 |
|
R1 |
17,146 |
17,146 |
17,097 |
17,177 |
PP |
17,073 |
17,073 |
17,073 |
17,088 |
S1 |
17,012 |
17,012 |
17,073 |
17,043 |
S2 |
16,939 |
16,939 |
17,061 |
|
S3 |
16,805 |
16,878 |
17,048 |
|
S4 |
16,671 |
16,744 |
17,011 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,134 |
17,001 |
133 |
0.8% |
96 |
0.6% |
39% |
False |
True |
93,450 |
10 |
17,134 |
16,803 |
331 |
1.9% |
99 |
0.6% |
76% |
False |
False |
91,912 |
20 |
17,134 |
16,208 |
926 |
5.4% |
131 |
0.8% |
91% |
False |
False |
119,658 |
40 |
17,134 |
16,208 |
926 |
5.4% |
139 |
0.8% |
91% |
False |
False |
136,311 |
60 |
17,134 |
16,208 |
926 |
5.4% |
128 |
0.8% |
91% |
False |
False |
121,942 |
80 |
17,134 |
16,208 |
926 |
5.4% |
121 |
0.7% |
91% |
False |
False |
91,570 |
100 |
17,134 |
15,888 |
1,246 |
7.3% |
118 |
0.7% |
93% |
False |
False |
73,259 |
120 |
17,134 |
15,888 |
1,246 |
7.3% |
117 |
0.7% |
93% |
False |
False |
61,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,678 |
2.618 |
17,468 |
1.618 |
17,339 |
1.000 |
17,259 |
0.618 |
17,210 |
HIGH |
17,130 |
0.618 |
17,081 |
0.500 |
17,066 |
0.382 |
17,050 |
LOW |
17,001 |
0.618 |
16,921 |
1.000 |
16,872 |
1.618 |
16,792 |
2.618 |
16,663 |
4.250 |
16,453 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,066 |
17,068 |
PP |
17,061 |
17,063 |
S1 |
17,057 |
17,058 |
|