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 |
16,972 |
16,990 |
18 |
0.1% |
16,933 |
High |
17,067 |
17,069 |
2 |
0.0% |
17,045 |
Low |
16,967 |
16,938 |
-29 |
-0.2% |
16,903 |
Close |
16,990 |
16,995 |
5 |
0.0% |
17,001 |
Range |
100 |
131 |
31 |
31.0% |
142 |
ATR |
112 |
114 |
1 |
1.2% |
0 |
Volume |
1,430 |
1,499 |
69 |
4.8% |
2,610 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,394 |
17,325 |
17,067 |
|
R3 |
17,263 |
17,194 |
17,031 |
|
R2 |
17,132 |
17,132 |
17,019 |
|
R1 |
17,063 |
17,063 |
17,007 |
17,098 |
PP |
17,001 |
17,001 |
17,001 |
17,018 |
S1 |
16,932 |
16,932 |
16,983 |
16,967 |
S2 |
16,870 |
16,870 |
16,971 |
|
S3 |
16,739 |
16,801 |
16,959 |
|
S4 |
16,608 |
16,670 |
16,923 |
|
|
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 |
17,069 |
16,920 |
149 |
0.9% |
111 |
0.7% |
50% |
True |
False |
1,101 |
10 |
17,069 |
16,850 |
219 |
1.3% |
98 |
0.6% |
66% |
True |
False |
845 |
20 |
17,069 |
16,143 |
926 |
5.4% |
110 |
0.6% |
92% |
True |
False |
521 |
40 |
17,069 |
16,143 |
926 |
5.4% |
115 |
0.7% |
92% |
True |
False |
272 |
60 |
17,069 |
16,143 |
926 |
5.4% |
98 |
0.6% |
92% |
True |
False |
186 |
80 |
17,069 |
16,143 |
926 |
5.4% |
83 |
0.5% |
92% |
True |
False |
140 |
100 |
17,069 |
15,945 |
1,124 |
6.6% |
73 |
0.4% |
93% |
True |
False |
112 |
120 |
17,069 |
15,784 |
1,285 |
7.6% |
66 |
0.4% |
94% |
True |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,626 |
2.618 |
17,412 |
1.618 |
17,281 |
1.000 |
17,200 |
0.618 |
17,150 |
HIGH |
17,069 |
0.618 |
17,019 |
0.500 |
17,004 |
0.382 |
16,988 |
LOW |
16,938 |
0.618 |
16,857 |
1.000 |
16,807 |
1.618 |
16,726 |
2.618 |
16,595 |
4.250 |
16,381 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,004 |
16,995 |
PP |
17,001 |
16,995 |
S1 |
16,998 |
16,995 |
|