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 |
17,072 |
17,087 |
15 |
0.1% |
17,076 |
High |
17,154 |
17,133 |
-21 |
-0.1% |
17,154 |
Low |
17,017 |
16,997 |
-20 |
-0.1% |
16,997 |
Close |
17,079 |
17,117 |
38 |
0.2% |
17,117 |
Range |
137 |
136 |
-1 |
-0.7% |
157 |
ATR |
126 |
126 |
1 |
0.6% |
0 |
Volume |
135,777 |
158,724 |
22,947 |
16.9% |
528,516 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,490 |
17,440 |
17,192 |
|
R3 |
17,354 |
17,304 |
17,155 |
|
R2 |
17,218 |
17,218 |
17,142 |
|
R1 |
17,168 |
17,168 |
17,130 |
17,193 |
PP |
17,082 |
17,082 |
17,082 |
17,095 |
S1 |
17,032 |
17,032 |
17,105 |
17,057 |
S2 |
16,946 |
16,946 |
17,092 |
|
S3 |
16,810 |
16,896 |
17,080 |
|
S4 |
16,674 |
16,760 |
17,042 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,560 |
17,496 |
17,203 |
|
R3 |
17,403 |
17,339 |
17,160 |
|
R2 |
17,246 |
17,246 |
17,146 |
|
R1 |
17,182 |
17,182 |
17,132 |
17,214 |
PP |
17,089 |
17,089 |
17,089 |
17,106 |
S1 |
17,025 |
17,025 |
17,103 |
17,057 |
S2 |
16,932 |
16,932 |
17,088 |
|
S3 |
16,775 |
16,868 |
17,074 |
|
S4 |
16,618 |
16,711 |
17,031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,154 |
16,997 |
157 |
0.9% |
124 |
0.7% |
76% |
False |
True |
124,310 |
10 |
17,154 |
16,962 |
192 |
1.1% |
105 |
0.6% |
81% |
False |
False |
106,472 |
20 |
17,154 |
16,208 |
946 |
5.5% |
122 |
0.7% |
96% |
False |
False |
112,194 |
40 |
17,154 |
16,208 |
946 |
5.5% |
138 |
0.8% |
96% |
False |
False |
135,691 |
60 |
17,154 |
16,208 |
946 |
5.5% |
130 |
0.8% |
96% |
False |
False |
128,554 |
80 |
17,154 |
16,208 |
946 |
5.5% |
123 |
0.7% |
96% |
False |
False |
96,707 |
100 |
17,154 |
15,920 |
1,234 |
7.2% |
117 |
0.7% |
97% |
False |
False |
77,369 |
120 |
17,154 |
15,888 |
1,266 |
7.4% |
116 |
0.7% |
97% |
False |
False |
64,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,711 |
2.618 |
17,489 |
1.618 |
17,353 |
1.000 |
17,269 |
0.618 |
17,217 |
HIGH |
17,133 |
0.618 |
17,081 |
0.500 |
17,065 |
0.382 |
17,049 |
LOW |
16,997 |
0.618 |
16,913 |
1.000 |
16,861 |
1.618 |
16,777 |
2.618 |
16,641 |
4.250 |
16,419 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,100 |
17,103 |
PP |
17,082 |
17,089 |
S1 |
17,065 |
17,076 |
|