Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,777.50 |
4,801.25 |
23.75 |
0.5% |
4,786.00 |
High |
4,817.75 |
4,831.50 |
13.75 |
0.3% |
4,817.75 |
Low |
4,774.25 |
4,782.25 |
8.00 |
0.2% |
4,749.50 |
Close |
4,795.25 |
4,827.50 |
32.25 |
0.7% |
4,795.25 |
Range |
43.50 |
49.25 |
5.75 |
13.2% |
68.25 |
ATR |
39.13 |
39.85 |
0.72 |
1.8% |
0.00 |
Volume |
227,919 |
208,188 |
-19,731 |
-8.7% |
1,007,928 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,961.50 |
4,943.75 |
4,854.50 |
|
R3 |
4,912.25 |
4,894.50 |
4,841.00 |
|
R2 |
4,863.00 |
4,863.00 |
4,836.50 |
|
R1 |
4,845.25 |
4,845.25 |
4,832.00 |
4,854.00 |
PP |
4,813.75 |
4,813.75 |
4,813.75 |
4,818.25 |
S1 |
4,796.00 |
4,796.00 |
4,823.00 |
4,805.00 |
S2 |
4,764.50 |
4,764.50 |
4,818.50 |
|
S3 |
4,715.25 |
4,746.75 |
4,814.00 |
|
S4 |
4,666.00 |
4,697.50 |
4,800.50 |
|
|
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 |
4,831.50 |
4,749.50 |
82.00 |
1.7% |
41.00 |
0.8% |
95% |
True |
False |
213,838 |
10 |
4,836.75 |
4,749.50 |
87.25 |
1.8% |
40.50 |
0.8% |
89% |
False |
False |
204,269 |
20 |
4,836.75 |
4,749.50 |
87.25 |
1.8% |
35.00 |
0.7% |
89% |
False |
False |
181,105 |
40 |
4,836.75 |
4,542.00 |
294.75 |
6.1% |
38.25 |
0.8% |
97% |
False |
False |
183,939 |
60 |
4,836.75 |
4,167.75 |
669.00 |
13.9% |
50.50 |
1.0% |
99% |
False |
False |
208,198 |
80 |
4,836.75 |
4,167.75 |
669.00 |
13.9% |
50.25 |
1.0% |
99% |
False |
False |
160,463 |
100 |
4,836.75 |
4,167.75 |
669.00 |
13.9% |
52.00 |
1.1% |
99% |
False |
False |
128,394 |
120 |
4,836.75 |
4,167.75 |
669.00 |
13.9% |
52.25 |
1.1% |
99% |
False |
False |
107,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,040.75 |
2.618 |
4,960.50 |
1.618 |
4,911.25 |
1.000 |
4,880.75 |
0.618 |
4,862.00 |
HIGH |
4,831.50 |
0.618 |
4,812.75 |
0.500 |
4,807.00 |
0.382 |
4,801.00 |
LOW |
4,782.25 |
0.618 |
4,751.75 |
1.000 |
4,733.00 |
1.618 |
4,702.50 |
2.618 |
4,653.25 |
4.250 |
4,573.00 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,820.50 |
4,815.25 |
PP |
4,813.75 |
4,802.75 |
S1 |
4,807.00 |
4,790.50 |
|