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 |
4,774.00 |
4,777.50 |
3.50 |
0.1% |
4,786.00 |
High |
4,795.25 |
4,817.75 |
22.50 |
0.5% |
4,817.75 |
Low |
4,749.50 |
4,774.25 |
24.75 |
0.5% |
4,749.50 |
Close |
4,777.50 |
4,795.25 |
17.75 |
0.4% |
4,795.25 |
Range |
45.75 |
43.50 |
-2.25 |
-4.9% |
68.25 |
ATR |
38.79 |
39.13 |
0.34 |
0.9% |
0.00 |
Volume |
248,348 |
227,919 |
-20,429 |
-8.2% |
1,007,928 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,926.25 |
4,904.25 |
4,819.25 |
|
R3 |
4,882.75 |
4,860.75 |
4,807.25 |
|
R2 |
4,839.25 |
4,839.25 |
4,803.25 |
|
R1 |
4,817.25 |
4,817.25 |
4,799.25 |
4,828.25 |
PP |
4,795.75 |
4,795.75 |
4,795.75 |
4,801.25 |
S1 |
4,773.75 |
4,773.75 |
4,791.25 |
4,784.75 |
S2 |
4,752.25 |
4,752.25 |
4,787.25 |
|
S3 |
4,708.75 |
4,730.25 |
4,783.25 |
|
S4 |
4,665.25 |
4,686.75 |
4,771.25 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,992.25 |
4,962.00 |
4,832.75 |
|
R3 |
4,924.00 |
4,893.75 |
4,814.00 |
|
R2 |
4,855.75 |
4,855.75 |
4,807.75 |
|
R1 |
4,825.50 |
4,825.50 |
4,801.50 |
4,840.50 |
PP |
4,787.50 |
4,787.50 |
4,787.50 |
4,795.00 |
S1 |
4,757.25 |
4,757.25 |
4,789.00 |
4,772.50 |
S2 |
4,719.25 |
4,719.25 |
4,782.75 |
|
S3 |
4,651.00 |
4,689.00 |
4,776.50 |
|
S4 |
4,582.75 |
4,620.75 |
4,757.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,817.75 |
4,749.50 |
68.25 |
1.4% |
37.50 |
0.8% |
67% |
True |
False |
201,585 |
10 |
4,836.75 |
4,749.50 |
87.25 |
1.8% |
38.50 |
0.8% |
52% |
False |
False |
203,090 |
20 |
4,836.75 |
4,749.50 |
87.25 |
1.8% |
34.25 |
0.7% |
52% |
False |
False |
177,305 |
40 |
4,836.75 |
4,515.75 |
321.00 |
6.7% |
38.25 |
0.8% |
87% |
False |
False |
183,295 |
60 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.75 |
1.1% |
94% |
False |
False |
208,884 |
80 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.50 |
1.1% |
94% |
False |
False |
157,863 |
100 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.00 |
1.1% |
94% |
False |
False |
126,313 |
120 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.25 |
1.1% |
94% |
False |
False |
105,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,002.50 |
2.618 |
4,931.75 |
1.618 |
4,888.25 |
1.000 |
4,861.25 |
0.618 |
4,844.75 |
HIGH |
4,817.75 |
0.618 |
4,801.25 |
0.500 |
4,796.00 |
0.382 |
4,790.75 |
LOW |
4,774.25 |
0.618 |
4,747.25 |
1.000 |
4,730.75 |
1.618 |
4,703.75 |
2.618 |
4,660.25 |
4.250 |
4,589.50 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,796.00 |
4,791.50 |
PP |
4,795.75 |
4,787.50 |
S1 |
4,795.50 |
4,783.50 |
|