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 |
16,990 |
17,003 |
13 |
0.1% |
16,990 |
High |
17,069 |
17,047 |
-22 |
-0.1% |
17,069 |
Low |
16,938 |
16,910 |
-28 |
-0.2% |
16,910 |
Close |
16,995 |
17,033 |
38 |
0.2% |
17,033 |
Range |
131 |
137 |
6 |
4.6% |
159 |
ATR |
114 |
115 |
2 |
1.5% |
0 |
Volume |
1,499 |
1,561 |
62 |
4.1% |
6,280 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,408 |
17,357 |
17,108 |
|
R3 |
17,271 |
17,220 |
17,071 |
|
R2 |
17,134 |
17,134 |
17,058 |
|
R1 |
17,083 |
17,083 |
17,046 |
17,109 |
PP |
16,997 |
16,997 |
16,997 |
17,009 |
S1 |
16,946 |
16,946 |
17,021 |
16,972 |
S2 |
16,860 |
16,860 |
17,008 |
|
S3 |
16,723 |
16,809 |
16,995 |
|
S4 |
16,586 |
16,672 |
16,958 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,481 |
17,416 |
17,121 |
|
R3 |
17,322 |
17,257 |
17,077 |
|
R2 |
17,163 |
17,163 |
17,062 |
|
R1 |
17,098 |
17,098 |
17,048 |
17,131 |
PP |
17,004 |
17,004 |
17,004 |
17,020 |
S1 |
16,939 |
16,939 |
17,019 |
16,972 |
S2 |
16,845 |
16,845 |
17,004 |
|
S3 |
16,686 |
16,780 |
16,989 |
|
S4 |
16,527 |
16,621 |
16,946 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,069 |
16,910 |
159 |
0.9% |
120 |
0.7% |
77% |
False |
True |
1,310 |
10 |
17,069 |
16,883 |
186 |
1.1% |
100 |
0.6% |
81% |
False |
False |
913 |
20 |
17,069 |
16,143 |
926 |
5.4% |
111 |
0.6% |
96% |
False |
False |
591 |
40 |
17,069 |
16,143 |
926 |
5.4% |
116 |
0.7% |
96% |
False |
False |
311 |
60 |
17,069 |
16,143 |
926 |
5.4% |
100 |
0.6% |
96% |
False |
False |
212 |
80 |
17,069 |
16,143 |
926 |
5.4% |
85 |
0.5% |
96% |
False |
False |
159 |
100 |
17,069 |
15,981 |
1,088 |
6.4% |
74 |
0.4% |
97% |
False |
False |
128 |
120 |
17,069 |
15,825 |
1,244 |
7.3% |
66 |
0.4% |
97% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,629 |
2.618 |
17,406 |
1.618 |
17,269 |
1.000 |
17,184 |
0.618 |
17,132 |
HIGH |
17,047 |
0.618 |
16,995 |
0.500 |
16,979 |
0.382 |
16,962 |
LOW |
16,910 |
0.618 |
16,825 |
1.000 |
16,773 |
1.618 |
16,688 |
2.618 |
16,551 |
4.250 |
16,328 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,015 |
17,019 |
PP |
16,997 |
17,004 |
S1 |
16,979 |
16,990 |
|