| 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 |
15,425 |
15,450 |
25 |
0.2% |
15,565 |
| High |
15,475 |
15,855 |
380 |
2.5% |
15,645 |
| Low |
15,365 |
15,445 |
80 |
0.5% |
15,350 |
| Close |
15,450 |
15,770 |
320 |
2.1% |
15,450 |
| Range |
110 |
410 |
300 |
272.7% |
295 |
| ATR |
172 |
189 |
17 |
9.9% |
0 |
| Volume |
9,392 |
18,301 |
8,909 |
94.9% |
42,322 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,920 |
16,755 |
15,996 |
|
| R3 |
16,510 |
16,345 |
15,883 |
|
| R2 |
16,100 |
16,100 |
15,845 |
|
| R1 |
15,935 |
15,935 |
15,808 |
16,018 |
| PP |
15,690 |
15,690 |
15,690 |
15,731 |
| S1 |
15,525 |
15,525 |
15,733 |
15,608 |
| S2 |
15,280 |
15,280 |
15,695 |
|
| S3 |
14,870 |
15,115 |
15,657 |
|
| S4 |
14,460 |
14,705 |
15,545 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,367 |
16,203 |
15,612 |
|
| R3 |
16,072 |
15,908 |
15,531 |
|
| R2 |
15,777 |
15,777 |
15,504 |
|
| R1 |
15,613 |
15,613 |
15,477 |
15,548 |
| PP |
15,482 |
15,482 |
15,482 |
15,449 |
| S1 |
15,318 |
15,318 |
15,423 |
15,253 |
| S2 |
15,187 |
15,187 |
15,396 |
|
| S3 |
14,892 |
15,023 |
15,369 |
|
| S4 |
14,597 |
14,728 |
15,288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,855 |
15,350 |
505 |
3.2% |
193 |
1.2% |
83% |
True |
False |
10,985 |
| 10 |
15,855 |
15,350 |
505 |
3.2% |
165 |
1.0% |
83% |
True |
False |
10,202 |
| 20 |
15,855 |
14,675 |
1,180 |
7.5% |
199 |
1.3% |
93% |
True |
False |
12,278 |
| 40 |
15,855 |
14,675 |
1,180 |
7.5% |
195 |
1.2% |
93% |
True |
False |
11,923 |
| 60 |
15,855 |
14,675 |
1,180 |
7.5% |
197 |
1.2% |
93% |
True |
False |
12,488 |
| 80 |
15,855 |
13,985 |
1,870 |
11.9% |
193 |
1.2% |
95% |
True |
False |
9,515 |
| 100 |
15,855 |
13,970 |
1,885 |
12.0% |
165 |
1.0% |
95% |
True |
False |
7,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,598 |
|
2.618 |
16,929 |
|
1.618 |
16,519 |
|
1.000 |
16,265 |
|
0.618 |
16,109 |
|
HIGH |
15,855 |
|
0.618 |
15,699 |
|
0.500 |
15,650 |
|
0.382 |
15,602 |
|
LOW |
15,445 |
|
0.618 |
15,192 |
|
1.000 |
15,035 |
|
1.618 |
14,782 |
|
2.618 |
14,372 |
|
4.250 |
13,703 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,730 |
15,714 |
| PP |
15,690 |
15,658 |
| S1 |
15,650 |
15,603 |
|