Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,801.25 |
4,830.25 |
29.00 |
0.6% |
4,786.00 |
High |
4,831.50 |
4,839.50 |
8.00 |
0.2% |
4,817.75 |
Low |
4,782.25 |
4,812.50 |
30.25 |
0.6% |
4,749.50 |
Close |
4,827.50 |
4,828.75 |
1.25 |
0.0% |
4,795.25 |
Range |
49.25 |
27.00 |
-22.25 |
-45.2% |
68.25 |
ATR |
39.85 |
38.93 |
-0.92 |
-2.3% |
0.00 |
Volume |
208,188 |
193,455 |
-14,733 |
-7.1% |
1,007,928 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,908.00 |
4,895.25 |
4,843.50 |
|
R3 |
4,881.00 |
4,868.25 |
4,836.25 |
|
R2 |
4,854.00 |
4,854.00 |
4,833.75 |
|
R1 |
4,841.25 |
4,841.25 |
4,831.25 |
4,834.00 |
PP |
4,827.00 |
4,827.00 |
4,827.00 |
4,823.25 |
S1 |
4,814.25 |
4,814.25 |
4,826.25 |
4,807.00 |
S2 |
4,800.00 |
4,800.00 |
4,823.75 |
|
S3 |
4,773.00 |
4,787.25 |
4,821.25 |
|
S4 |
4,746.00 |
4,760.25 |
4,814.00 |
|
|
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 |
4,839.50 |
4,749.50 |
90.00 |
1.9% |
38.75 |
0.8% |
88% |
True |
False |
215,277 |
10 |
4,839.50 |
4,749.50 |
90.00 |
1.9% |
40.25 |
0.8% |
88% |
True |
False |
207,569 |
20 |
4,839.50 |
4,749.50 |
90.00 |
1.9% |
34.75 |
0.7% |
88% |
True |
False |
184,061 |
40 |
4,839.50 |
4,542.00 |
297.50 |
6.2% |
38.00 |
0.8% |
96% |
True |
False |
184,023 |
60 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
50.25 |
1.0% |
98% |
True |
False |
206,116 |
80 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
50.00 |
1.0% |
98% |
True |
False |
162,880 |
100 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
52.00 |
1.1% |
98% |
True |
False |
130,328 |
120 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
52.00 |
1.1% |
98% |
True |
False |
108,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,954.25 |
2.618 |
4,910.25 |
1.618 |
4,883.25 |
1.000 |
4,866.50 |
0.618 |
4,856.25 |
HIGH |
4,839.50 |
0.618 |
4,829.25 |
0.500 |
4,826.00 |
0.382 |
4,822.75 |
LOW |
4,812.50 |
0.618 |
4,795.75 |
1.000 |
4,785.50 |
1.618 |
4,768.75 |
2.618 |
4,741.75 |
4.250 |
4,697.75 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,827.75 |
4,821.50 |
PP |
4,827.00 |
4,814.25 |
S1 |
4,826.00 |
4,807.00 |
|