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 |
5,409.0 |
5,403.0 |
-6.0 |
-0.1% |
5,495.0 |
High |
5,414.0 |
5,435.0 |
21.0 |
0.4% |
5,502.0 |
Low |
5,395.0 |
5,396.0 |
1.0 |
0.0% |
5,347.0 |
Close |
5,411.0 |
5,414.0 |
3.0 |
0.1% |
5,348.0 |
Range |
19.0 |
39.0 |
20.0 |
105.3% |
155.0 |
ATR |
48.0 |
47.4 |
-0.6 |
-1.3% |
0.0 |
Volume |
16,876 |
24,766 |
7,890 |
46.8% |
143,143 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,532.0 |
5,512.0 |
5,435.5 |
|
R3 |
5,493.0 |
5,473.0 |
5,424.7 |
|
R2 |
5,454.0 |
5,454.0 |
5,421.2 |
|
R1 |
5,434.0 |
5,434.0 |
5,417.6 |
5,444.0 |
PP |
5,415.0 |
5,415.0 |
5,415.0 |
5,420.0 |
S1 |
5,395.0 |
5,395.0 |
5,410.4 |
5,405.0 |
S2 |
5,376.0 |
5,376.0 |
5,406.9 |
|
S3 |
5,337.0 |
5,356.0 |
5,403.3 |
|
S4 |
5,298.0 |
5,317.0 |
5,392.6 |
|
|
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 |
5,435.0 |
5,347.0 |
88.0 |
1.6% |
39.2 |
0.7% |
76% |
True |
False |
24,074 |
10 |
5,542.0 |
5,347.0 |
195.0 |
3.6% |
45.6 |
0.8% |
34% |
False |
False |
25,155 |
20 |
5,552.0 |
5,347.0 |
205.0 |
3.8% |
42.7 |
0.8% |
33% |
False |
False |
24,720 |
40 |
5,569.0 |
5,347.0 |
222.0 |
4.1% |
40.1 |
0.7% |
30% |
False |
False |
23,720 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
48.3 |
0.9% |
73% |
False |
False |
25,613 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
45.2 |
0.8% |
73% |
False |
False |
22,835 |
100 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
39.9 |
0.7% |
73% |
False |
False |
18,288 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.5% |
36.7 |
0.7% |
79% |
False |
False |
15,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,600.8 |
2.618 |
5,537.1 |
1.618 |
5,498.1 |
1.000 |
5,474.0 |
0.618 |
5,459.1 |
HIGH |
5,435.0 |
0.618 |
5,420.1 |
0.500 |
5,415.5 |
0.382 |
5,410.9 |
LOW |
5,396.0 |
0.618 |
5,371.9 |
1.000 |
5,357.0 |
1.618 |
5,332.9 |
2.618 |
5,293.9 |
4.250 |
5,230.3 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,415.5 |
5,410.8 |
PP |
5,415.0 |
5,407.7 |
S1 |
5,414.5 |
5,404.5 |
|