Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,830.25 |
4,827.75 |
-2.50 |
-0.1% |
4,786.00 |
High |
4,839.50 |
4,837.00 |
-2.50 |
-0.1% |
4,817.75 |
Low |
4,812.50 |
4,789.50 |
-23.00 |
-0.5% |
4,749.50 |
Close |
4,828.75 |
4,796.00 |
-32.75 |
-0.7% |
4,795.25 |
Range |
27.00 |
47.50 |
20.50 |
75.9% |
68.25 |
ATR |
38.93 |
39.55 |
0.61 |
1.6% |
0.00 |
Volume |
193,455 |
251,333 |
57,878 |
29.9% |
1,007,928 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,950.00 |
4,920.50 |
4,822.00 |
|
R3 |
4,902.50 |
4,873.00 |
4,809.00 |
|
R2 |
4,855.00 |
4,855.00 |
4,804.75 |
|
R1 |
4,825.50 |
4,825.50 |
4,800.25 |
4,816.50 |
PP |
4,807.50 |
4,807.50 |
4,807.50 |
4,803.00 |
S1 |
4,778.00 |
4,778.00 |
4,791.75 |
4,769.00 |
S2 |
4,760.00 |
4,760.00 |
4,787.25 |
|
S3 |
4,712.50 |
4,730.50 |
4,783.00 |
|
S4 |
4,665.00 |
4,683.00 |
4,770.00 |
|
|
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% |
42.50 |
0.9% |
52% |
False |
False |
225,848 |
10 |
4,839.50 |
4,749.50 |
90.00 |
1.9% |
39.75 |
0.8% |
52% |
False |
False |
213,655 |
20 |
4,839.50 |
4,749.50 |
90.00 |
1.9% |
35.50 |
0.7% |
52% |
False |
False |
189,553 |
40 |
4,839.50 |
4,542.00 |
297.50 |
6.2% |
38.50 |
0.8% |
85% |
False |
False |
185,556 |
60 |
4,839.50 |
4,167.75 |
671.75 |
14.0% |
50.25 |
1.0% |
94% |
False |
False |
204,919 |
80 |
4,839.50 |
4,167.75 |
671.75 |
14.0% |
49.50 |
1.0% |
94% |
False |
False |
166,019 |
100 |
4,839.50 |
4,167.75 |
671.75 |
14.0% |
52.00 |
1.1% |
94% |
False |
False |
132,841 |
120 |
4,839.50 |
4,167.75 |
671.75 |
14.0% |
52.25 |
1.1% |
94% |
False |
False |
110,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,039.00 |
2.618 |
4,961.25 |
1.618 |
4,913.75 |
1.000 |
4,884.50 |
0.618 |
4,866.25 |
HIGH |
4,837.00 |
0.618 |
4,818.75 |
0.500 |
4,813.25 |
0.382 |
4,807.75 |
LOW |
4,789.50 |
0.618 |
4,760.25 |
1.000 |
4,742.00 |
1.618 |
4,712.75 |
2.618 |
4,665.25 |
4.250 |
4,587.50 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,813.25 |
4,811.00 |
PP |
4,807.50 |
4,806.00 |
S1 |
4,801.75 |
4,801.00 |
|