Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,769.00 |
4,767.75 |
-1.25 |
0.0% |
4,799.50 |
High |
4,772.00 |
4,788.50 |
16.50 |
0.3% |
4,829.50 |
Low |
4,746.75 |
4,744.50 |
-2.25 |
0.0% |
4,752.00 |
Close |
4,768.00 |
4,772.25 |
4.25 |
0.1% |
4,779.75 |
Range |
25.25 |
44.00 |
18.75 |
74.3% |
77.50 |
ATR |
36.39 |
36.93 |
0.54 |
1.5% |
0.00 |
Volume |
558 |
2,202 |
1,644 |
294.6% |
3,611 |
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,900.50 |
4,880.25 |
4,796.50 |
|
R3 |
4,856.50 |
4,836.25 |
4,784.25 |
|
R2 |
4,812.50 |
4,812.50 |
4,780.25 |
|
R1 |
4,792.25 |
4,792.25 |
4,776.25 |
4,802.50 |
PP |
4,768.50 |
4,768.50 |
4,768.50 |
4,773.50 |
S1 |
4,748.25 |
4,748.25 |
4,768.25 |
4,758.50 |
S2 |
4,724.50 |
4,724.50 |
4,764.25 |
|
S3 |
4,680.50 |
4,704.25 |
4,760.25 |
|
S4 |
4,636.50 |
4,660.25 |
4,748.00 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,019.50 |
4,977.25 |
4,822.50 |
|
R3 |
4,942.00 |
4,899.75 |
4,801.00 |
|
R2 |
4,864.50 |
4,864.50 |
4,794.00 |
|
R1 |
4,822.25 |
4,822.25 |
4,786.75 |
4,804.50 |
PP |
4,787.00 |
4,787.00 |
4,787.00 |
4,778.25 |
S1 |
4,744.75 |
4,744.75 |
4,772.75 |
4,727.00 |
S2 |
4,709.50 |
4,709.50 |
4,765.50 |
|
S3 |
4,632.00 |
4,667.25 |
4,758.50 |
|
S4 |
4,554.50 |
4,589.75 |
4,737.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,810.75 |
4,744.50 |
66.25 |
1.4% |
39.25 |
0.8% |
42% |
False |
True |
1,156 |
10 |
4,829.50 |
4,744.50 |
85.00 |
1.8% |
35.75 |
0.7% |
33% |
False |
True |
862 |
20 |
4,829.50 |
4,738.00 |
91.50 |
1.9% |
33.25 |
0.7% |
37% |
False |
False |
519 |
40 |
4,829.50 |
4,433.75 |
395.75 |
8.3% |
36.25 |
0.8% |
86% |
False |
False |
318 |
60 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
46.75 |
1.0% |
91% |
False |
False |
230 |
80 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
40.50 |
0.8% |
91% |
False |
False |
173 |
100 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
37.00 |
0.8% |
91% |
False |
False |
138 |
120 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
34.75 |
0.7% |
91% |
False |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,975.50 |
2.618 |
4,903.75 |
1.618 |
4,859.75 |
1.000 |
4,832.50 |
0.618 |
4,815.75 |
HIGH |
4,788.50 |
0.618 |
4,771.75 |
0.500 |
4,766.50 |
0.382 |
4,761.25 |
LOW |
4,744.50 |
0.618 |
4,717.25 |
1.000 |
4,700.50 |
1.618 |
4,673.25 |
2.618 |
4,629.25 |
4.250 |
4,557.50 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,770.25 |
4,771.00 |
PP |
4,768.50 |
4,769.75 |
S1 |
4,766.50 |
4,768.50 |
|