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 |
1,311.7 |
1,318.0 |
6.3 |
0.5% |
1,323.8 |
High |
1,318.6 |
1,334.0 |
15.4 |
1.2% |
1,334.0 |
Low |
1,305.5 |
1,307.4 |
1.9 |
0.1% |
1,305.5 |
Close |
1,317.1 |
1,326.7 |
9.6 |
0.7% |
1,326.7 |
Range |
13.1 |
26.6 |
13.5 |
103.1% |
28.5 |
ATR |
16.0 |
16.8 |
0.8 |
4.7% |
0.0 |
Volume |
179,601 |
234,252 |
54,651 |
30.4% |
895,356 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.5 |
1,391.2 |
1,341.3 |
|
R3 |
1,375.9 |
1,364.6 |
1,334.0 |
|
R2 |
1,349.3 |
1,349.3 |
1,331.6 |
|
R1 |
1,338.0 |
1,338.0 |
1,329.1 |
1,343.7 |
PP |
1,322.7 |
1,322.7 |
1,322.7 |
1,325.5 |
S1 |
1,311.4 |
1,311.4 |
1,324.3 |
1,317.1 |
S2 |
1,296.1 |
1,296.1 |
1,321.8 |
|
S3 |
1,269.5 |
1,284.8 |
1,319.4 |
|
S4 |
1,242.9 |
1,258.2 |
1,312.1 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.6 |
1,395.6 |
1,342.4 |
|
R3 |
1,379.1 |
1,367.1 |
1,334.5 |
|
R2 |
1,350.6 |
1,350.6 |
1,331.9 |
|
R1 |
1,338.6 |
1,338.6 |
1,329.3 |
1,344.6 |
PP |
1,322.1 |
1,322.1 |
1,322.1 |
1,325.1 |
S1 |
1,310.1 |
1,310.1 |
1,324.1 |
1,316.1 |
S2 |
1,293.6 |
1,293.6 |
1,321.5 |
|
S3 |
1,265.1 |
1,281.6 |
1,318.9 |
|
S4 |
1,236.6 |
1,253.1 |
1,311.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,334.0 |
1,305.5 |
28.5 |
2.1% |
16.0 |
1.2% |
74% |
True |
False |
179,071 |
10 |
1,348.8 |
1,305.5 |
43.3 |
3.3% |
15.2 |
1.1% |
49% |
False |
False |
187,702 |
20 |
1,364.3 |
1,305.5 |
58.8 |
4.4% |
15.1 |
1.1% |
36% |
False |
False |
179,606 |
40 |
1,383.5 |
1,305.5 |
78.0 |
5.9% |
17.0 |
1.3% |
27% |
False |
False |
139,221 |
60 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
19.5 |
1.5% |
54% |
False |
False |
97,298 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.8 |
1.4% |
67% |
False |
False |
74,469 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.7 |
1.4% |
67% |
False |
False |
60,220 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.5 |
1.4% |
67% |
False |
False |
50,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.1 |
2.618 |
1,403.6 |
1.618 |
1,377.0 |
1.000 |
1,360.6 |
0.618 |
1,350.4 |
HIGH |
1,334.0 |
0.618 |
1,323.8 |
0.500 |
1,320.7 |
0.382 |
1,317.6 |
LOW |
1,307.4 |
0.618 |
1,291.0 |
1.000 |
1,280.8 |
1.618 |
1,264.4 |
2.618 |
1,237.8 |
4.250 |
1,194.4 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,324.7 |
1,324.4 |
PP |
1,322.7 |
1,322.1 |
S1 |
1,320.7 |
1,319.8 |
|