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 |
17,053 |
17,072 |
19 |
0.1% |
17,004 |
High |
17,154 |
17,154 |
0 |
0.0% |
17,134 |
Low |
17,047 |
17,017 |
-30 |
-0.2% |
17,000 |
Close |
17,073 |
17,079 |
6 |
0.0% |
17,085 |
Range |
107 |
137 |
30 |
28.0% |
134 |
ATR |
125 |
126 |
1 |
0.7% |
0 |
Volume |
116,573 |
135,777 |
19,204 |
16.5% |
426,161 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,494 |
17,424 |
17,154 |
|
R3 |
17,357 |
17,287 |
17,117 |
|
R2 |
17,220 |
17,220 |
17,104 |
|
R1 |
17,150 |
17,150 |
17,092 |
17,185 |
PP |
17,083 |
17,083 |
17,083 |
17,101 |
S1 |
17,013 |
17,013 |
17,067 |
17,048 |
S2 |
16,946 |
16,946 |
17,054 |
|
S3 |
16,809 |
16,876 |
17,041 |
|
S4 |
16,672 |
16,739 |
17,004 |
|
|
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% |
117 |
0.7% |
51% |
True |
False |
112,979 |
10 |
17,154 |
16,939 |
215 |
1.3% |
102 |
0.6% |
65% |
True |
False |
99,057 |
20 |
17,154 |
16,208 |
946 |
5.5% |
124 |
0.7% |
92% |
True |
False |
113,717 |
40 |
17,154 |
16,208 |
946 |
5.5% |
139 |
0.8% |
92% |
True |
False |
136,016 |
60 |
17,154 |
16,208 |
946 |
5.5% |
130 |
0.8% |
92% |
True |
False |
126,042 |
80 |
17,154 |
16,208 |
946 |
5.5% |
122 |
0.7% |
92% |
True |
False |
94,723 |
100 |
17,154 |
15,889 |
1,265 |
7.4% |
117 |
0.7% |
94% |
True |
False |
75,782 |
120 |
17,154 |
15,888 |
1,266 |
7.4% |
116 |
0.7% |
94% |
True |
False |
63,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,736 |
2.618 |
17,513 |
1.618 |
17,376 |
1.000 |
17,291 |
0.618 |
17,239 |
HIGH |
17,154 |
0.618 |
17,102 |
0.500 |
17,086 |
0.382 |
17,069 |
LOW |
17,017 |
0.618 |
16,932 |
1.000 |
16,880 |
1.618 |
16,795 |
2.618 |
16,658 |
4.250 |
16,435 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,086 |
17,079 |
PP |
17,083 |
17,078 |
S1 |
17,081 |
17,078 |
|