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 |
17,087 |
17,120 |
33 |
0.2% |
17,076 |
High |
17,133 |
17,130 |
-3 |
0.0% |
17,154 |
Low |
16,997 |
17,070 |
73 |
0.4% |
16,997 |
Close |
17,117 |
17,100 |
-17 |
-0.1% |
17,117 |
Range |
136 |
60 |
-76 |
-55.9% |
157 |
ATR |
126 |
122 |
-5 |
-3.7% |
0 |
Volume |
158,724 |
109,031 |
-49,693 |
-31.3% |
528,516 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,280 |
17,250 |
17,133 |
|
R3 |
17,220 |
17,190 |
17,117 |
|
R2 |
17,160 |
17,160 |
17,111 |
|
R1 |
17,130 |
17,130 |
17,106 |
17,115 |
PP |
17,100 |
17,100 |
17,100 |
17,093 |
S1 |
17,070 |
17,070 |
17,095 |
17,055 |
S2 |
17,040 |
17,040 |
17,089 |
|
S3 |
16,980 |
17,010 |
17,084 |
|
S4 |
16,920 |
16,950 |
17,067 |
|
|
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% |
114 |
0.7% |
66% |
False |
False |
127,509 |
10 |
17,154 |
16,997 |
157 |
0.9% |
102 |
0.6% |
66% |
False |
False |
106,370 |
20 |
17,154 |
16,465 |
689 |
4.0% |
110 |
0.6% |
92% |
False |
False |
108,098 |
40 |
17,154 |
16,208 |
946 |
5.5% |
137 |
0.8% |
94% |
False |
False |
135,807 |
60 |
17,154 |
16,208 |
946 |
5.5% |
128 |
0.8% |
94% |
False |
False |
129,846 |
80 |
17,154 |
16,208 |
946 |
5.5% |
122 |
0.7% |
94% |
False |
False |
98,069 |
100 |
17,154 |
16,130 |
1,024 |
6.0% |
115 |
0.7% |
95% |
False |
False |
78,459 |
120 |
17,154 |
15,888 |
1,266 |
7.4% |
116 |
0.7% |
96% |
False |
False |
65,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,385 |
2.618 |
17,287 |
1.618 |
17,227 |
1.000 |
17,190 |
0.618 |
17,167 |
HIGH |
17,130 |
0.618 |
17,107 |
0.500 |
17,100 |
0.382 |
17,093 |
LOW |
17,070 |
0.618 |
17,033 |
1.000 |
17,010 |
1.618 |
16,973 |
2.618 |
16,913 |
4.250 |
16,815 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,100 |
17,092 |
PP |
17,100 |
17,084 |
S1 |
17,100 |
17,076 |
|