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 |
17,008 |
16,990 |
-18 |
-0.1% |
16,933 |
High |
17,045 |
17,044 |
-1 |
0.0% |
17,045 |
Low |
16,940 |
16,920 |
-20 |
-0.1% |
16,903 |
Close |
17,001 |
16,970 |
-31 |
-0.2% |
17,001 |
Range |
105 |
124 |
19 |
18.1% |
142 |
ATR |
112 |
113 |
1 |
0.7% |
0 |
Volume |
274 |
1,790 |
1,516 |
553.3% |
2,610 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,350 |
17,284 |
17,038 |
|
R3 |
17,226 |
17,160 |
17,004 |
|
R2 |
17,102 |
17,102 |
16,993 |
|
R1 |
17,036 |
17,036 |
16,981 |
17,007 |
PP |
16,978 |
16,978 |
16,978 |
16,964 |
S1 |
16,912 |
16,912 |
16,959 |
16,883 |
S2 |
16,854 |
16,854 |
16,947 |
|
S3 |
16,730 |
16,788 |
16,936 |
|
S4 |
16,606 |
16,664 |
16,902 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,409 |
17,347 |
17,079 |
|
R3 |
17,267 |
17,205 |
17,040 |
|
R2 |
17,125 |
17,125 |
17,027 |
|
R1 |
17,063 |
17,063 |
17,014 |
17,094 |
PP |
16,983 |
16,983 |
16,983 |
16,999 |
S1 |
16,921 |
16,921 |
16,988 |
16,952 |
S2 |
16,841 |
16,841 |
16,975 |
|
S3 |
16,699 |
16,779 |
16,962 |
|
S4 |
16,557 |
16,637 |
16,923 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,045 |
16,920 |
125 |
0.7% |
90 |
0.5% |
40% |
False |
True |
794 |
10 |
17,045 |
16,716 |
329 |
1.9% |
96 |
0.6% |
77% |
False |
False |
644 |
20 |
17,045 |
16,143 |
902 |
5.3% |
114 |
0.7% |
92% |
False |
False |
377 |
40 |
17,045 |
16,143 |
902 |
5.3% |
113 |
0.7% |
92% |
False |
False |
200 |
60 |
17,045 |
16,143 |
902 |
5.3% |
96 |
0.6% |
92% |
False |
False |
137 |
80 |
17,045 |
16,143 |
902 |
5.3% |
80 |
0.5% |
92% |
False |
False |
103 |
100 |
17,045 |
15,825 |
1,220 |
7.2% |
71 |
0.4% |
94% |
False |
False |
83 |
120 |
17,045 |
15,784 |
1,261 |
7.4% |
65 |
0.4% |
94% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,571 |
2.618 |
17,369 |
1.618 |
17,245 |
1.000 |
17,168 |
0.618 |
17,121 |
HIGH |
17,044 |
0.618 |
16,997 |
0.500 |
16,982 |
0.382 |
16,967 |
LOW |
16,920 |
0.618 |
16,843 |
1.000 |
16,796 |
1.618 |
16,719 |
2.618 |
16,595 |
4.250 |
16,393 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
16,982 |
16,983 |
PP |
16,978 |
16,978 |
S1 |
16,974 |
16,974 |
|