Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,374.0 |
5,409.0 |
35.0 |
0.7% |
5,495.0 |
High |
5,423.0 |
5,414.0 |
-9.0 |
-0.2% |
5,502.0 |
Low |
5,374.0 |
5,395.0 |
21.0 |
0.4% |
5,347.0 |
Close |
5,418.0 |
5,411.0 |
-7.0 |
-0.1% |
5,348.0 |
Range |
49.0 |
19.0 |
-30.0 |
-61.2% |
155.0 |
ATR |
49.9 |
48.0 |
-1.9 |
-3.9% |
0.0 |
Volume |
21,482 |
16,876 |
-4,606 |
-21.4% |
143,143 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,463.7 |
5,456.3 |
5,421.5 |
|
R3 |
5,444.7 |
5,437.3 |
5,416.2 |
|
R2 |
5,425.7 |
5,425.7 |
5,414.5 |
|
R1 |
5,418.3 |
5,418.3 |
5,412.7 |
5,422.0 |
PP |
5,406.7 |
5,406.7 |
5,406.7 |
5,408.5 |
S1 |
5,399.3 |
5,399.3 |
5,409.3 |
5,403.0 |
S2 |
5,387.7 |
5,387.7 |
5,407.5 |
|
S3 |
5,368.7 |
5,380.3 |
5,405.8 |
|
S4 |
5,349.7 |
5,361.3 |
5,400.6 |
|
|
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 |
5,468.0 |
5,347.0 |
121.0 |
2.2% |
46.2 |
0.9% |
53% |
False |
False |
26,513 |
10 |
5,552.0 |
5,347.0 |
205.0 |
3.8% |
43.5 |
0.8% |
31% |
False |
False |
24,730 |
20 |
5,552.0 |
5,347.0 |
205.0 |
3.8% |
43.1 |
0.8% |
31% |
False |
False |
24,726 |
40 |
5,569.0 |
5,322.0 |
247.0 |
4.6% |
39.9 |
0.7% |
36% |
False |
False |
23,610 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
48.6 |
0.9% |
73% |
False |
False |
26,612 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
45.1 |
0.8% |
73% |
False |
False |
22,527 |
100 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
39.5 |
0.7% |
73% |
False |
False |
18,042 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.5% |
36.4 |
0.7% |
78% |
False |
False |
15,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,494.8 |
2.618 |
5,463.7 |
1.618 |
5,444.7 |
1.000 |
5,433.0 |
0.618 |
5,425.7 |
HIGH |
5,414.0 |
0.618 |
5,406.7 |
0.500 |
5,404.5 |
0.382 |
5,402.3 |
LOW |
5,395.0 |
0.618 |
5,383.3 |
1.000 |
5,376.0 |
1.618 |
5,364.3 |
2.618 |
5,345.3 |
4.250 |
5,314.3 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,408.8 |
5,402.3 |
PP |
5,406.7 |
5,393.7 |
S1 |
5,404.5 |
5,385.0 |
|