Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
17,076 |
17,053 |
-23 |
-0.1% |
17,004 |
High |
17,130 |
17,154 |
24 |
0.1% |
17,134 |
Low |
17,001 |
17,047 |
46 |
0.3% |
17,000 |
Close |
17,053 |
17,073 |
20 |
0.1% |
17,085 |
Range |
129 |
107 |
-22 |
-17.1% |
134 |
ATR |
126 |
125 |
-1 |
-1.1% |
0 |
Volume |
117,442 |
116,573 |
-869 |
-0.7% |
426,161 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,412 |
17,350 |
17,132 |
|
R3 |
17,305 |
17,243 |
17,103 |
|
R2 |
17,198 |
17,198 |
17,093 |
|
R1 |
17,136 |
17,136 |
17,083 |
17,167 |
PP |
17,091 |
17,091 |
17,091 |
17,107 |
S1 |
17,029 |
17,029 |
17,063 |
17,060 |
S2 |
16,984 |
16,984 |
17,054 |
|
S3 |
16,877 |
16,922 |
17,044 |
|
S4 |
16,770 |
16,815 |
17,014 |
|
|
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 |
17,154 |
17,001 |
153 |
0.9% |
99 |
0.6% |
47% |
True |
False |
100,212 |
10 |
17,154 |
16,855 |
299 |
1.8% |
100 |
0.6% |
73% |
True |
False |
95,519 |
20 |
17,154 |
16,208 |
946 |
5.5% |
126 |
0.7% |
91% |
True |
False |
115,071 |
40 |
17,154 |
16,208 |
946 |
5.5% |
138 |
0.8% |
91% |
True |
False |
135,521 |
60 |
17,154 |
16,208 |
946 |
5.5% |
129 |
0.8% |
91% |
True |
False |
123,854 |
80 |
17,154 |
16,208 |
946 |
5.5% |
122 |
0.7% |
91% |
True |
False |
93,027 |
100 |
17,154 |
15,888 |
1,266 |
7.4% |
117 |
0.7% |
94% |
True |
False |
74,424 |
120 |
17,154 |
15,888 |
1,266 |
7.4% |
115 |
0.7% |
94% |
True |
False |
62,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,609 |
2.618 |
17,434 |
1.618 |
17,327 |
1.000 |
17,261 |
0.618 |
17,220 |
HIGH |
17,154 |
0.618 |
17,113 |
0.500 |
17,101 |
0.382 |
17,088 |
LOW |
17,047 |
0.618 |
16,981 |
1.000 |
16,940 |
1.618 |
16,874 |
2.618 |
16,767 |
4.250 |
16,592 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,101 |
17,078 |
PP |
17,091 |
17,076 |
S1 |
17,082 |
17,075 |
|