Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,318.0 |
1,328.1 |
10.1 |
0.8% |
1,323.8 |
High |
1,334.0 |
1,357.2 |
23.2 |
1.7% |
1,334.0 |
Low |
1,307.4 |
1,325.5 |
18.1 |
1.4% |
1,305.5 |
Close |
1,326.7 |
1,354.0 |
27.3 |
2.1% |
1,326.7 |
Range |
26.6 |
31.7 |
5.1 |
19.2% |
28.5 |
ATR |
16.8 |
17.8 |
1.1 |
6.4% |
0.0 |
Volume |
234,252 |
281,256 |
47,004 |
20.1% |
895,356 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.7 |
1,429.0 |
1,371.4 |
|
R3 |
1,409.0 |
1,397.3 |
1,362.7 |
|
R2 |
1,377.3 |
1,377.3 |
1,359.8 |
|
R1 |
1,365.6 |
1,365.6 |
1,356.9 |
1,371.5 |
PP |
1,345.6 |
1,345.6 |
1,345.6 |
1,348.5 |
S1 |
1,333.9 |
1,333.9 |
1,351.1 |
1,339.8 |
S2 |
1,313.9 |
1,313.9 |
1,348.2 |
|
S3 |
1,282.2 |
1,302.2 |
1,345.3 |
|
S4 |
1,250.5 |
1,270.5 |
1,336.6 |
|
|
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 |
1,357.2 |
1,305.5 |
51.7 |
3.8% |
20.1 |
1.5% |
94% |
True |
False |
206,876 |
10 |
1,357.2 |
1,305.5 |
51.7 |
3.8% |
17.3 |
1.3% |
94% |
True |
False |
200,183 |
20 |
1,364.3 |
1,305.5 |
58.8 |
4.3% |
16.3 |
1.2% |
82% |
False |
False |
186,792 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.1% |
17.2 |
1.3% |
71% |
False |
False |
145,218 |
60 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
19.9 |
1.5% |
76% |
False |
False |
101,842 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
18.9 |
1.4% |
83% |
False |
False |
77,941 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
18.8 |
1.4% |
83% |
False |
False |
63,014 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
18.5 |
1.4% |
83% |
False |
False |
52,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,491.9 |
2.618 |
1,440.2 |
1.618 |
1,408.5 |
1.000 |
1,388.9 |
0.618 |
1,376.8 |
HIGH |
1,357.2 |
0.618 |
1,345.1 |
0.500 |
1,341.4 |
0.382 |
1,337.6 |
LOW |
1,325.5 |
0.618 |
1,305.9 |
1.000 |
1,293.8 |
1.618 |
1,274.2 |
2.618 |
1,242.5 |
4.250 |
1,190.8 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,349.8 |
1,346.5 |
PP |
1,345.6 |
1,338.9 |
S1 |
1,341.4 |
1,331.4 |
|