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 |
18,393 |
18,395 |
2 |
0.0% |
18,380 |
High |
18,462 |
18,539 |
77 |
0.4% |
18,539 |
Low |
18,286 |
18,378 |
92 |
0.5% |
18,286 |
Close |
18,395 |
18,480 |
85 |
0.5% |
18,480 |
Range |
176 |
161 |
-15 |
-8.5% |
253 |
ATR |
134 |
136 |
2 |
1.4% |
0 |
Volume |
169,678 |
158,496 |
-11,182 |
-6.6% |
680,888 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,949 |
18,875 |
18,569 |
|
R3 |
18,788 |
18,714 |
18,524 |
|
R2 |
18,627 |
18,627 |
18,510 |
|
R1 |
18,553 |
18,553 |
18,495 |
18,590 |
PP |
18,466 |
18,466 |
18,466 |
18,484 |
S1 |
18,392 |
18,392 |
18,465 |
18,429 |
S2 |
18,305 |
18,305 |
18,451 |
|
S3 |
18,144 |
18,231 |
18,436 |
|
S4 |
17,983 |
18,070 |
18,392 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,194 |
19,090 |
18,619 |
|
R3 |
18,941 |
18,837 |
18,550 |
|
R2 |
18,688 |
18,688 |
18,527 |
|
R1 |
18,584 |
18,584 |
18,503 |
18,636 |
PP |
18,435 |
18,435 |
18,435 |
18,461 |
S1 |
18,331 |
18,331 |
18,457 |
18,383 |
S2 |
18,182 |
18,182 |
18,434 |
|
S3 |
17,929 |
18,078 |
18,411 |
|
S4 |
17,676 |
17,825 |
18,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,539 |
18,286 |
253 |
1.4% |
147 |
0.8% |
77% |
True |
False |
136,177 |
10 |
18,615 |
18,286 |
329 |
1.8% |
140 |
0.8% |
59% |
False |
False |
135,614 |
20 |
18,623 |
18,286 |
337 |
1.8% |
119 |
0.6% |
58% |
False |
False |
117,134 |
40 |
18,623 |
18,033 |
590 |
3.2% |
127 |
0.7% |
76% |
False |
False |
120,423 |
60 |
18,623 |
16,961 |
1,662 |
9.0% |
170 |
0.9% |
91% |
False |
False |
142,407 |
80 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
91% |
False |
False |
107,395 |
100 |
18,623 |
16,961 |
1,662 |
9.0% |
165 |
0.9% |
91% |
False |
False |
85,934 |
120 |
18,623 |
16,961 |
1,662 |
9.0% |
162 |
0.9% |
91% |
False |
False |
71,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,223 |
2.618 |
18,961 |
1.618 |
18,800 |
1.000 |
18,700 |
0.618 |
18,639 |
HIGH |
18,539 |
0.618 |
18,478 |
0.500 |
18,459 |
0.382 |
18,440 |
LOW |
18,378 |
0.618 |
18,279 |
1.000 |
18,217 |
1.618 |
18,118 |
2.618 |
17,957 |
4.250 |
17,694 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,473 |
18,458 |
PP |
18,466 |
18,435 |
S1 |
18,459 |
18,413 |
|