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 |
17,003 |
17,033 |
30 |
0.2% |
16,990 |
High |
17,047 |
17,045 |
-2 |
0.0% |
17,069 |
Low |
16,910 |
16,987 |
77 |
0.5% |
16,910 |
Close |
17,033 |
17,016 |
-17 |
-0.1% |
17,033 |
Range |
137 |
58 |
-79 |
-57.7% |
159 |
ATR |
115 |
111 |
-4 |
-3.5% |
0 |
Volume |
1,561 |
1,920 |
359 |
23.0% |
6,280 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,190 |
17,161 |
17,048 |
|
R3 |
17,132 |
17,103 |
17,032 |
|
R2 |
17,074 |
17,074 |
17,027 |
|
R1 |
17,045 |
17,045 |
17,021 |
17,031 |
PP |
17,016 |
17,016 |
17,016 |
17,009 |
S1 |
16,987 |
16,987 |
17,011 |
16,973 |
S2 |
16,958 |
16,958 |
17,005 |
|
S3 |
16,900 |
16,929 |
17,000 |
|
S4 |
16,842 |
16,871 |
16,984 |
|
|
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% |
110 |
0.6% |
67% |
False |
False |
1,640 |
10 |
17,069 |
16,903 |
166 |
1.0% |
99 |
0.6% |
68% |
False |
False |
1,081 |
20 |
17,069 |
16,390 |
679 |
4.0% |
101 |
0.6% |
92% |
False |
False |
686 |
40 |
17,069 |
16,143 |
926 |
5.4% |
115 |
0.7% |
94% |
False |
False |
359 |
60 |
17,069 |
16,143 |
926 |
5.4% |
99 |
0.6% |
94% |
False |
False |
244 |
80 |
17,069 |
16,143 |
926 |
5.4% |
85 |
0.5% |
94% |
False |
False |
183 |
100 |
17,069 |
16,143 |
926 |
5.4% |
74 |
0.4% |
94% |
False |
False |
147 |
120 |
17,069 |
15,825 |
1,244 |
7.3% |
66 |
0.4% |
96% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,292 |
2.618 |
17,197 |
1.618 |
17,139 |
1.000 |
17,103 |
0.618 |
17,081 |
HIGH |
17,045 |
0.618 |
17,023 |
0.500 |
17,016 |
0.382 |
17,009 |
LOW |
16,987 |
0.618 |
16,951 |
1.000 |
16,929 |
1.618 |
16,893 |
2.618 |
16,835 |
4.250 |
16,741 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
17,016 |
17,007 |
PP |
17,016 |
16,998 |
S1 |
17,016 |
16,990 |
|