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 |
16,990 |
16,972 |
-18 |
-0.1% |
16,933 |
High |
17,044 |
17,067 |
23 |
0.1% |
17,045 |
Low |
16,920 |
16,967 |
47 |
0.3% |
16,903 |
Close |
16,970 |
16,990 |
20 |
0.1% |
17,001 |
Range |
124 |
100 |
-24 |
-19.4% |
142 |
ATR |
113 |
112 |
-1 |
-0.8% |
0 |
Volume |
1,790 |
1,430 |
-360 |
-20.1% |
2,610 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,308 |
17,249 |
17,045 |
|
R3 |
17,208 |
17,149 |
17,018 |
|
R2 |
17,108 |
17,108 |
17,008 |
|
R1 |
17,049 |
17,049 |
16,999 |
17,079 |
PP |
17,008 |
17,008 |
17,008 |
17,023 |
S1 |
16,949 |
16,949 |
16,981 |
16,979 |
S2 |
16,908 |
16,908 |
16,972 |
|
S3 |
16,808 |
16,849 |
16,963 |
|
S4 |
16,708 |
16,749 |
16,935 |
|
|
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 |
17,067 |
16,920 |
147 |
0.9% |
92 |
0.5% |
48% |
True |
False |
943 |
10 |
17,067 |
16,770 |
297 |
1.7% |
97 |
0.6% |
74% |
True |
False |
763 |
20 |
17,067 |
16,143 |
924 |
5.4% |
110 |
0.6% |
92% |
True |
False |
448 |
40 |
17,067 |
16,143 |
924 |
5.4% |
114 |
0.7% |
92% |
True |
False |
235 |
60 |
17,067 |
16,143 |
924 |
5.4% |
97 |
0.6% |
92% |
True |
False |
161 |
80 |
17,067 |
16,143 |
924 |
5.4% |
81 |
0.5% |
92% |
True |
False |
121 |
100 |
17,067 |
15,825 |
1,242 |
7.3% |
72 |
0.4% |
94% |
True |
False |
97 |
120 |
17,067 |
15,784 |
1,283 |
7.6% |
65 |
0.4% |
94% |
True |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,492 |
2.618 |
17,329 |
1.618 |
17,229 |
1.000 |
17,167 |
0.618 |
17,129 |
HIGH |
17,067 |
0.618 |
17,029 |
0.500 |
17,017 |
0.382 |
17,005 |
LOW |
16,967 |
0.618 |
16,905 |
1.000 |
16,867 |
1.618 |
16,805 |
2.618 |
16,705 |
4.250 |
16,542 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,017 |
16,994 |
PP |
17,008 |
16,992 |
S1 |
16,999 |
16,991 |
|