Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,468.0 |
5,389.0 |
-79.0 |
-1.4% |
5,492.0 |
High |
5,468.0 |
5,420.0 |
-48.0 |
-0.9% |
5,552.0 |
Low |
5,394.0 |
5,388.0 |
-6.0 |
-0.1% |
5,475.0 |
Close |
5,410.0 |
5,406.0 |
-4.0 |
-0.1% |
5,486.0 |
Range |
74.0 |
32.0 |
-42.0 |
-56.8% |
77.0 |
ATR |
48.3 |
47.1 |
-1.2 |
-2.4% |
0.0 |
Volume |
36,959 |
23,059 |
-13,900 |
-37.6% |
115,075 |
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,500.7 |
5,485.3 |
5,423.6 |
|
R3 |
5,468.7 |
5,453.3 |
5,414.8 |
|
R2 |
5,436.7 |
5,436.7 |
5,411.9 |
|
R1 |
5,421.3 |
5,421.3 |
5,408.9 |
5,429.0 |
PP |
5,404.7 |
5,404.7 |
5,404.7 |
5,408.5 |
S1 |
5,389.3 |
5,389.3 |
5,403.1 |
5,397.0 |
S2 |
5,372.7 |
5,372.7 |
5,400.1 |
|
S3 |
5,340.7 |
5,357.3 |
5,397.2 |
|
S4 |
5,308.7 |
5,325.3 |
5,388.4 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,735.3 |
5,687.7 |
5,528.4 |
|
R3 |
5,658.3 |
5,610.7 |
5,507.2 |
|
R2 |
5,581.3 |
5,581.3 |
5,500.1 |
|
R1 |
5,533.7 |
5,533.7 |
5,493.1 |
5,519.0 |
PP |
5,504.3 |
5,504.3 |
5,504.3 |
5,497.0 |
S1 |
5,456.7 |
5,456.7 |
5,478.9 |
5,442.0 |
S2 |
5,427.3 |
5,427.3 |
5,471.9 |
|
S3 |
5,350.3 |
5,379.7 |
5,464.8 |
|
S4 |
5,273.3 |
5,302.7 |
5,443.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,518.0 |
5,388.0 |
130.0 |
2.4% |
51.4 |
1.0% |
14% |
False |
True |
26,016 |
10 |
5,552.0 |
5,388.0 |
164.0 |
3.0% |
42.7 |
0.8% |
11% |
False |
True |
24,310 |
20 |
5,552.0 |
5,388.0 |
164.0 |
3.0% |
40.3 |
0.7% |
11% |
False |
True |
23,818 |
40 |
5,569.0 |
5,164.0 |
405.0 |
7.5% |
40.1 |
0.7% |
60% |
False |
False |
23,638 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.7% |
48.8 |
0.9% |
72% |
False |
False |
28,778 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.7% |
44.1 |
0.8% |
72% |
False |
False |
21,622 |
100 |
5,569.0 |
4,962.0 |
607.0 |
11.2% |
38.5 |
0.7% |
73% |
False |
False |
17,320 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.6% |
35.8 |
0.7% |
78% |
False |
False |
14,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,556.0 |
2.618 |
5,503.8 |
1.618 |
5,471.8 |
1.000 |
5,452.0 |
0.618 |
5,439.8 |
HIGH |
5,420.0 |
0.618 |
5,407.8 |
0.500 |
5,404.0 |
0.382 |
5,400.2 |
LOW |
5,388.0 |
0.618 |
5,368.2 |
1.000 |
5,356.0 |
1.618 |
5,336.2 |
2.618 |
5,304.2 |
4.250 |
5,252.0 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,405.3 |
5,445.0 |
PP |
5,404.7 |
5,432.0 |
S1 |
5,404.0 |
5,419.0 |
|