Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,392.0 |
5,374.0 |
-18.0 |
-0.3% |
5,419.0 |
High |
5,419.0 |
5,377.0 |
-42.0 |
-0.8% |
5,452.0 |
Low |
5,382.0 |
5,343.0 |
-39.0 |
-0.7% |
5,335.0 |
Close |
5,399.0 |
5,350.0 |
-49.0 |
-0.9% |
5,333.0 |
Range |
37.0 |
34.0 |
-3.0 |
-8.1% |
117.0 |
ATR |
33.5 |
35.1 |
1.6 |
4.8% |
0.0 |
Volume |
655 |
2,275 |
1,620 |
247.3% |
464 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,458.7 |
5,438.3 |
5,368.7 |
|
R3 |
5,424.7 |
5,404.3 |
5,359.4 |
|
R2 |
5,390.7 |
5,390.7 |
5,356.2 |
|
R1 |
5,370.3 |
5,370.3 |
5,353.1 |
5,363.5 |
PP |
5,356.7 |
5,356.7 |
5,356.7 |
5,353.3 |
S1 |
5,336.3 |
5,336.3 |
5,346.9 |
5,329.5 |
S2 |
5,322.7 |
5,322.7 |
5,343.8 |
|
S3 |
5,288.7 |
5,302.3 |
5,340.7 |
|
S4 |
5,254.7 |
5,268.3 |
5,331.3 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,724.3 |
5,645.7 |
5,397.4 |
|
R3 |
5,607.3 |
5,528.7 |
5,365.2 |
|
R2 |
5,490.3 |
5,490.3 |
5,354.5 |
|
R1 |
5,411.7 |
5,411.7 |
5,343.7 |
5,392.5 |
PP |
5,373.3 |
5,373.3 |
5,373.3 |
5,363.8 |
S1 |
5,294.7 |
5,294.7 |
5,322.3 |
5,275.5 |
S2 |
5,256.3 |
5,256.3 |
5,311.6 |
|
S3 |
5,139.3 |
5,177.7 |
5,300.8 |
|
S4 |
5,022.3 |
5,060.7 |
5,268.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,419.0 |
5,335.0 |
84.0 |
1.6% |
31.6 |
0.6% |
18% |
False |
False |
697 |
10 |
5,500.0 |
5,335.0 |
165.0 |
3.1% |
24.8 |
0.5% |
9% |
False |
False |
365 |
20 |
5,531.0 |
5,335.0 |
196.0 |
3.7% |
19.0 |
0.4% |
8% |
False |
False |
241 |
40 |
5,532.0 |
5,335.0 |
197.0 |
3.7% |
13.1 |
0.2% |
8% |
False |
False |
161 |
60 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
12.0 |
0.2% |
64% |
False |
False |
116 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
9.6 |
0.2% |
64% |
False |
False |
93 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
7.9 |
0.1% |
64% |
False |
False |
79 |
120 |
5,532.0 |
4,840.0 |
692.0 |
12.9% |
6.6 |
0.1% |
74% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,521.5 |
2.618 |
5,466.0 |
1.618 |
5,432.0 |
1.000 |
5,411.0 |
0.618 |
5,398.0 |
HIGH |
5,377.0 |
0.618 |
5,364.0 |
0.500 |
5,360.0 |
0.382 |
5,356.0 |
LOW |
5,343.0 |
0.618 |
5,322.0 |
1.000 |
5,309.0 |
1.618 |
5,288.0 |
2.618 |
5,254.0 |
4.250 |
5,198.5 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,360.0 |
5,381.0 |
PP |
5,356.7 |
5,370.7 |
S1 |
5,353.3 |
5,360.3 |
|