| 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 |
15,450 |
15,750 |
300 |
1.9% |
15,565 |
| High |
15,855 |
15,835 |
-20 |
-0.1% |
15,645 |
| Low |
15,445 |
15,700 |
255 |
1.7% |
15,350 |
| Close |
15,770 |
15,715 |
-55 |
-0.3% |
15,450 |
| Range |
410 |
135 |
-275 |
-67.1% |
295 |
| ATR |
189 |
185 |
-4 |
-2.0% |
0 |
| Volume |
18,301 |
12,974 |
-5,327 |
-29.1% |
42,322 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,155 |
16,070 |
15,789 |
|
| R3 |
16,020 |
15,935 |
15,752 |
|
| R2 |
15,885 |
15,885 |
15,740 |
|
| R1 |
15,800 |
15,800 |
15,728 |
15,775 |
| PP |
15,750 |
15,750 |
15,750 |
15,738 |
| S1 |
15,665 |
15,665 |
15,703 |
15,640 |
| S2 |
15,615 |
15,615 |
15,690 |
|
| S3 |
15,480 |
15,530 |
15,678 |
|
| S4 |
15,345 |
15,395 |
15,641 |
|
|
| 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% |
189 |
1.2% |
72% |
False |
False |
11,506 |
| 10 |
15,855 |
15,350 |
505 |
3.2% |
170 |
1.1% |
72% |
False |
False |
10,771 |
| 20 |
15,855 |
14,675 |
1,180 |
7.5% |
188 |
1.2% |
88% |
False |
False |
12,088 |
| 40 |
15,855 |
14,675 |
1,180 |
7.5% |
194 |
1.2% |
88% |
False |
False |
11,929 |
| 60 |
15,855 |
14,675 |
1,180 |
7.5% |
197 |
1.3% |
88% |
False |
False |
12,522 |
| 80 |
15,855 |
13,985 |
1,870 |
11.9% |
193 |
1.2% |
93% |
False |
False |
9,677 |
| 100 |
15,855 |
13,970 |
1,885 |
12.0% |
166 |
1.1% |
93% |
False |
False |
7,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,409 |
|
2.618 |
16,189 |
|
1.618 |
16,054 |
|
1.000 |
15,970 |
|
0.618 |
15,919 |
|
HIGH |
15,835 |
|
0.618 |
15,784 |
|
0.500 |
15,768 |
|
0.382 |
15,752 |
|
LOW |
15,700 |
|
0.618 |
15,617 |
|
1.000 |
15,565 |
|
1.618 |
15,482 |
|
2.618 |
15,347 |
|
4.250 |
15,126 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,768 |
15,680 |
| PP |
15,750 |
15,645 |
| S1 |
15,733 |
15,610 |
|