Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
16,885 |
16,985 |
100 |
0.6% |
16,585 |
High |
17,075 |
17,170 |
95 |
0.6% |
17,170 |
Low |
16,855 |
16,860 |
5 |
0.0% |
16,580 |
Close |
16,965 |
17,140 |
175 |
1.0% |
17,140 |
Range |
220 |
310 |
90 |
40.9% |
590 |
ATR |
247 |
251 |
5 |
1.8% |
0 |
Volume |
11,414 |
11,439 |
25 |
0.2% |
51,292 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,987 |
17,873 |
17,311 |
|
R3 |
17,677 |
17,563 |
17,225 |
|
R2 |
17,367 |
17,367 |
17,197 |
|
R1 |
17,253 |
17,253 |
17,169 |
17,310 |
PP |
17,057 |
17,057 |
17,057 |
17,085 |
S1 |
16,943 |
16,943 |
17,112 |
17,000 |
S2 |
16,747 |
16,747 |
17,083 |
|
S3 |
16,437 |
16,633 |
17,055 |
|
S4 |
16,127 |
16,323 |
16,970 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,733 |
18,527 |
17,465 |
|
R3 |
18,143 |
17,937 |
17,302 |
|
R2 |
17,553 |
17,553 |
17,248 |
|
R1 |
17,347 |
17,347 |
17,194 |
17,450 |
PP |
16,963 |
16,963 |
16,963 |
17,015 |
S1 |
16,757 |
16,757 |
17,086 |
16,860 |
S2 |
16,373 |
16,373 |
17,032 |
|
S3 |
15,783 |
16,167 |
16,978 |
|
S4 |
15,193 |
15,577 |
16,816 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,170 |
16,580 |
590 |
3.4% |
210 |
1.2% |
95% |
True |
False |
10,258 |
10 |
17,170 |
16,335 |
835 |
4.9% |
199 |
1.2% |
96% |
True |
False |
10,411 |
20 |
17,170 |
16,335 |
835 |
4.9% |
211 |
1.2% |
96% |
True |
False |
9,275 |
40 |
17,170 |
15,425 |
1,745 |
10.2% |
295 |
1.7% |
98% |
True |
False |
12,999 |
60 |
17,170 |
14,990 |
2,180 |
12.7% |
351 |
2.0% |
99% |
True |
False |
14,971 |
80 |
17,300 |
14,990 |
2,310 |
13.5% |
334 |
1.9% |
93% |
False |
False |
11,975 |
100 |
17,830 |
14,990 |
2,840 |
16.6% |
315 |
1.8% |
76% |
False |
False |
9,581 |
120 |
17,830 |
14,990 |
2,840 |
16.6% |
273 |
1.6% |
76% |
False |
False |
7,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,488 |
2.618 |
17,982 |
1.618 |
17,672 |
1.000 |
17,480 |
0.618 |
17,362 |
HIGH |
17,170 |
0.618 |
17,052 |
0.500 |
17,015 |
0.382 |
16,979 |
LOW |
16,860 |
0.618 |
16,669 |
1.000 |
16,550 |
1.618 |
16,359 |
2.618 |
16,049 |
4.250 |
15,543 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
17,098 |
17,091 |
PP |
17,057 |
17,042 |
S1 |
17,015 |
16,993 |
|