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 |
5,389.0 |
5,404.0 |
15.0 |
0.3% |
5,495.0 |
High |
5,420.0 |
5,404.0 |
-16.0 |
-0.3% |
5,502.0 |
Low |
5,388.0 |
5,347.0 |
-41.0 |
-0.8% |
5,347.0 |
Close |
5,406.0 |
5,348.0 |
-58.0 |
-1.1% |
5,348.0 |
Range |
32.0 |
57.0 |
25.0 |
78.1% |
155.0 |
ATR |
47.1 |
48.0 |
0.8 |
1.8% |
0.0 |
Volume |
23,059 |
34,190 |
11,131 |
48.3% |
143,143 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,537.3 |
5,499.7 |
5,379.4 |
|
R3 |
5,480.3 |
5,442.7 |
5,363.7 |
|
R2 |
5,423.3 |
5,423.3 |
5,358.5 |
|
R1 |
5,385.7 |
5,385.7 |
5,353.2 |
5,376.0 |
PP |
5,366.3 |
5,366.3 |
5,366.3 |
5,361.5 |
S1 |
5,328.7 |
5,328.7 |
5,342.8 |
5,319.0 |
S2 |
5,309.3 |
5,309.3 |
5,337.6 |
|
S3 |
5,252.3 |
5,271.7 |
5,332.3 |
|
S4 |
5,195.3 |
5,214.7 |
5,316.7 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,864.0 |
5,761.0 |
5,433.3 |
|
R3 |
5,709.0 |
5,606.0 |
5,390.6 |
|
R2 |
5,554.0 |
5,554.0 |
5,376.4 |
|
R1 |
5,451.0 |
5,451.0 |
5,362.2 |
5,425.0 |
PP |
5,399.0 |
5,399.0 |
5,399.0 |
5,386.0 |
S1 |
5,296.0 |
5,296.0 |
5,333.8 |
5,270.0 |
S2 |
5,244.0 |
5,244.0 |
5,319.6 |
|
S3 |
5,089.0 |
5,141.0 |
5,305.4 |
|
S4 |
4,934.0 |
4,986.0 |
5,262.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,502.0 |
5,347.0 |
155.0 |
2.9% |
55.2 |
1.0% |
1% |
False |
True |
28,628 |
10 |
5,552.0 |
5,347.0 |
205.0 |
3.8% |
45.1 |
0.8% |
0% |
False |
True |
25,821 |
20 |
5,552.0 |
5,347.0 |
205.0 |
3.8% |
42.0 |
0.8% |
0% |
False |
True |
24,691 |
40 |
5,569.0 |
5,250.0 |
319.0 |
6.0% |
40.7 |
0.8% |
31% |
False |
False |
24,067 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.8% |
48.9 |
0.9% |
62% |
False |
False |
29,253 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.8% |
44.4 |
0.8% |
62% |
False |
False |
22,048 |
100 |
5,569.0 |
4,993.0 |
576.0 |
10.8% |
38.8 |
0.7% |
62% |
False |
False |
17,662 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.7% |
36.3 |
0.7% |
70% |
False |
False |
14,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,646.3 |
2.618 |
5,553.2 |
1.618 |
5,496.2 |
1.000 |
5,461.0 |
0.618 |
5,439.2 |
HIGH |
5,404.0 |
0.618 |
5,382.2 |
0.500 |
5,375.5 |
0.382 |
5,368.8 |
LOW |
5,347.0 |
0.618 |
5,311.8 |
1.000 |
5,290.0 |
1.618 |
5,254.8 |
2.618 |
5,197.8 |
4.250 |
5,104.8 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,375.5 |
5,407.5 |
PP |
5,366.3 |
5,387.7 |
S1 |
5,357.2 |
5,367.8 |
|